E-mini S&P 500 Future September 2009
Trading Metrics calculated at close of trading on 05-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2009 |
05-May-2009 |
Change |
Change % |
Previous Week |
Open |
874.00 |
898.75 |
24.75 |
2.8% |
859.00 |
High |
900.50 |
900.50 |
0.00 |
0.0% |
882.50 |
Low |
873.50 |
889.75 |
16.25 |
1.9% |
835.25 |
Close |
898.75 |
899.50 |
0.75 |
0.1% |
872.00 |
Range |
27.00 |
10.75 |
-16.25 |
-60.2% |
47.25 |
ATR |
24.55 |
23.56 |
-0.99 |
-4.0% |
0.00 |
Volume |
1,480 |
3,106 |
1,626 |
109.9% |
24,148 |
|
Daily Pivots for day following 05-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
928.75 |
925.00 |
905.50 |
|
R3 |
918.00 |
914.25 |
902.50 |
|
R2 |
907.25 |
907.25 |
901.50 |
|
R1 |
903.50 |
903.50 |
900.50 |
905.50 |
PP |
896.50 |
896.50 |
896.50 |
897.50 |
S1 |
892.75 |
892.75 |
898.50 |
894.50 |
S2 |
885.75 |
885.75 |
897.50 |
|
S3 |
875.00 |
882.00 |
896.50 |
|
S4 |
864.25 |
871.25 |
893.50 |
|
|
Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,005.00 |
985.75 |
898.00 |
|
R3 |
957.75 |
938.50 |
885.00 |
|
R2 |
910.50 |
910.50 |
880.75 |
|
R1 |
891.25 |
891.25 |
876.25 |
901.00 |
PP |
863.25 |
863.25 |
863.25 |
868.00 |
S1 |
844.00 |
844.00 |
867.75 |
853.50 |
S2 |
816.00 |
816.00 |
863.25 |
|
S3 |
768.75 |
796.75 |
859.00 |
|
S4 |
721.50 |
749.50 |
846.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
900.50 |
846.00 |
54.50 |
6.1% |
20.75 |
2.3% |
98% |
True |
False |
4,144 |
10 |
900.50 |
827.75 |
72.75 |
8.1% |
21.00 |
2.3% |
99% |
True |
False |
5,059 |
20 |
900.50 |
799.25 |
101.25 |
11.3% |
22.50 |
2.5% |
99% |
True |
False |
3,769 |
40 |
900.50 |
665.50 |
235.00 |
26.1% |
25.50 |
2.8% |
100% |
True |
False |
2,332 |
60 |
900.50 |
662.00 |
238.50 |
26.5% |
25.25 |
2.8% |
100% |
True |
False |
1,573 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
946.25 |
2.618 |
928.75 |
1.618 |
918.00 |
1.000 |
911.25 |
0.618 |
907.25 |
HIGH |
900.50 |
0.618 |
896.50 |
0.500 |
895.00 |
0.382 |
893.75 |
LOW |
889.75 |
0.618 |
883.00 |
1.000 |
879.00 |
1.618 |
872.25 |
2.618 |
861.50 |
4.250 |
844.00 |
|
|
Fisher Pivots for day following 05-May-2009 |
Pivot |
1 day |
3 day |
R1 |
898.00 |
893.00 |
PP |
896.50 |
886.25 |
S1 |
895.00 |
879.75 |
|