E-mini S&P 500 Future September 2009
| Trading Metrics calculated at close of trading on 08-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2009 |
08-May-2009 |
Change |
Change % |
Previous Week |
| Open |
912.25 |
903.50 |
-8.75 |
-1.0% |
874.00 |
| High |
924.75 |
923.00 |
-1.75 |
-0.2% |
924.75 |
| Low |
894.25 |
899.50 |
5.25 |
0.6% |
873.50 |
| Close |
903.00 |
920.50 |
17.50 |
1.9% |
920.50 |
| Range |
30.50 |
23.50 |
-7.00 |
-23.0% |
51.25 |
| ATR |
24.25 |
24.20 |
-0.05 |
-0.2% |
0.00 |
| Volume |
13,444 |
4,310 |
-9,134 |
-67.9% |
26,257 |
|
| Daily Pivots for day following 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
984.75 |
976.25 |
933.50 |
|
| R3 |
961.25 |
952.75 |
927.00 |
|
| R2 |
937.75 |
937.75 |
924.75 |
|
| R1 |
929.25 |
929.25 |
922.75 |
933.50 |
| PP |
914.25 |
914.25 |
914.25 |
916.50 |
| S1 |
905.75 |
905.75 |
918.25 |
910.00 |
| S2 |
890.75 |
890.75 |
916.25 |
|
| S3 |
867.25 |
882.25 |
914.00 |
|
| S4 |
843.75 |
858.75 |
907.50 |
|
|
| Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,060.00 |
1,041.50 |
948.75 |
|
| R3 |
1,008.75 |
990.25 |
934.50 |
|
| R2 |
957.50 |
957.50 |
930.00 |
|
| R1 |
939.00 |
939.00 |
925.25 |
948.25 |
| PP |
906.25 |
906.25 |
906.25 |
911.00 |
| S1 |
887.75 |
887.75 |
915.75 |
897.00 |
| S2 |
855.00 |
855.00 |
911.00 |
|
| S3 |
803.75 |
836.50 |
906.50 |
|
| S4 |
752.50 |
785.25 |
892.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
924.75 |
873.50 |
51.25 |
5.6% |
23.75 |
2.6% |
92% |
False |
False |
5,251 |
| 10 |
924.75 |
835.25 |
89.50 |
9.7% |
22.50 |
2.4% |
95% |
False |
False |
5,040 |
| 20 |
924.75 |
819.75 |
105.00 |
11.4% |
22.50 |
2.5% |
96% |
False |
False |
4,607 |
| 40 |
924.75 |
738.25 |
186.50 |
20.3% |
25.00 |
2.7% |
98% |
False |
False |
2,872 |
| 60 |
924.75 |
662.00 |
262.75 |
28.5% |
25.50 |
2.8% |
98% |
False |
False |
1,933 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,023.00 |
|
2.618 |
984.50 |
|
1.618 |
961.00 |
|
1.000 |
946.50 |
|
0.618 |
937.50 |
|
HIGH |
923.00 |
|
0.618 |
914.00 |
|
0.500 |
911.25 |
|
0.382 |
908.50 |
|
LOW |
899.50 |
|
0.618 |
885.00 |
|
1.000 |
876.00 |
|
1.618 |
861.50 |
|
2.618 |
838.00 |
|
4.250 |
799.50 |
|
|
| Fisher Pivots for day following 08-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
917.50 |
915.75 |
| PP |
914.25 |
911.00 |
| S1 |
911.25 |
906.00 |
|