E-mini S&P 500 Future September 2009
| Trading Metrics calculated at close of trading on 14-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2009 |
14-May-2009 |
Change |
Change % |
Previous Week |
| Open |
904.00 |
880.75 |
-23.25 |
-2.6% |
874.00 |
| High |
907.00 |
892.00 |
-15.00 |
-1.7% |
924.75 |
| Low |
876.00 |
875.00 |
-1.00 |
-0.1% |
873.50 |
| Close |
881.00 |
885.00 |
4.00 |
0.5% |
920.50 |
| Range |
31.00 |
17.00 |
-14.00 |
-45.2% |
51.25 |
| ATR |
24.20 |
23.68 |
-0.51 |
-2.1% |
0.00 |
| Volume |
3,944 |
2,986 |
-958 |
-24.3% |
26,257 |
|
| Daily Pivots for day following 14-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
935.00 |
927.00 |
894.25 |
|
| R3 |
918.00 |
910.00 |
889.75 |
|
| R2 |
901.00 |
901.00 |
888.00 |
|
| R1 |
893.00 |
893.00 |
886.50 |
897.00 |
| PP |
884.00 |
884.00 |
884.00 |
886.00 |
| S1 |
876.00 |
876.00 |
883.50 |
880.00 |
| S2 |
867.00 |
867.00 |
882.00 |
|
| S3 |
850.00 |
859.00 |
880.25 |
|
| S4 |
833.00 |
842.00 |
875.75 |
|
|
| 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 |
923.00 |
875.00 |
48.00 |
5.4% |
22.50 |
2.5% |
21% |
False |
True |
5,543 |
| 10 |
924.75 |
859.00 |
65.75 |
7.4% |
22.25 |
2.5% |
40% |
False |
False |
5,188 |
| 20 |
924.75 |
819.75 |
105.00 |
11.9% |
22.75 |
2.6% |
62% |
False |
False |
5,505 |
| 40 |
924.75 |
758.25 |
166.50 |
18.8% |
24.50 |
2.8% |
76% |
False |
False |
3,436 |
| 60 |
924.75 |
662.00 |
262.75 |
29.7% |
25.50 |
2.9% |
85% |
False |
False |
2,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
964.25 |
|
2.618 |
936.50 |
|
1.618 |
919.50 |
|
1.000 |
909.00 |
|
0.618 |
902.50 |
|
HIGH |
892.00 |
|
0.618 |
885.50 |
|
0.500 |
883.50 |
|
0.382 |
881.50 |
|
LOW |
875.00 |
|
0.618 |
864.50 |
|
1.000 |
858.00 |
|
1.618 |
847.50 |
|
2.618 |
830.50 |
|
4.250 |
802.75 |
|
|
| Fisher Pivots for day following 14-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
884.50 |
892.75 |
| PP |
884.00 |
890.25 |
| S1 |
883.50 |
887.50 |
|