E-mini S&P 500 Future September 2009
| Trading Metrics calculated at close of trading on 06-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2009 |
06-May-2009 |
Change |
Change % |
Previous Week |
| Open |
898.75 |
899.00 |
0.25 |
0.0% |
859.00 |
| High |
900.50 |
914.00 |
13.50 |
1.5% |
882.50 |
| Low |
889.75 |
887.50 |
-2.25 |
-0.3% |
835.25 |
| Close |
899.50 |
913.25 |
13.75 |
1.5% |
872.00 |
| Range |
10.75 |
26.50 |
15.75 |
146.5% |
47.25 |
| ATR |
23.56 |
23.77 |
0.21 |
0.9% |
0.00 |
| Volume |
3,106 |
3,917 |
811 |
26.1% |
24,148 |
|
| Daily Pivots for day following 06-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
984.50 |
975.25 |
927.75 |
|
| R3 |
958.00 |
948.75 |
920.50 |
|
| R2 |
931.50 |
931.50 |
918.00 |
|
| R1 |
922.25 |
922.25 |
915.75 |
927.00 |
| PP |
905.00 |
905.00 |
905.00 |
907.25 |
| S1 |
895.75 |
895.75 |
910.75 |
900.50 |
| S2 |
878.50 |
878.50 |
908.50 |
|
| S3 |
852.00 |
869.25 |
906.00 |
|
| S4 |
825.50 |
842.75 |
898.75 |
|
|
| 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 |
914.00 |
859.00 |
55.00 |
6.0% |
20.25 |
2.2% |
99% |
True |
False |
3,740 |
| 10 |
914.00 |
827.75 |
86.25 |
9.4% |
21.50 |
2.3% |
99% |
True |
False |
4,786 |
| 20 |
914.00 |
799.25 |
114.75 |
12.6% |
22.50 |
2.5% |
99% |
True |
False |
3,895 |
| 40 |
914.00 |
709.75 |
204.25 |
22.4% |
25.00 |
2.7% |
100% |
True |
False |
2,430 |
| 60 |
914.00 |
662.00 |
252.00 |
27.6% |
25.50 |
2.8% |
100% |
True |
False |
1,638 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,026.50 |
|
2.618 |
983.50 |
|
1.618 |
957.00 |
|
1.000 |
940.50 |
|
0.618 |
930.50 |
|
HIGH |
914.00 |
|
0.618 |
904.00 |
|
0.500 |
900.75 |
|
0.382 |
897.50 |
|
LOW |
887.50 |
|
0.618 |
871.00 |
|
1.000 |
861.00 |
|
1.618 |
844.50 |
|
2.618 |
818.00 |
|
4.250 |
775.00 |
|
|
| Fisher Pivots for day following 06-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
909.00 |
906.75 |
| PP |
905.00 |
900.25 |
| S1 |
900.75 |
893.75 |
|