E-mini S&P 500 Future September 2009
| Trading Metrics calculated at close of trading on 15-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2009 |
15-May-2009 |
Change |
Change % |
Previous Week |
| Open |
880.75 |
885.00 |
4.25 |
0.5% |
921.75 |
| High |
892.00 |
890.50 |
-1.50 |
-0.2% |
921.75 |
| Low |
875.00 |
872.25 |
-2.75 |
-0.3% |
872.25 |
| Close |
885.00 |
878.50 |
-6.50 |
-0.7% |
878.50 |
| Range |
17.00 |
18.25 |
1.25 |
7.4% |
49.50 |
| ATR |
23.68 |
23.30 |
-0.39 |
-1.6% |
0.00 |
| Volume |
2,986 |
10,310 |
7,324 |
245.3% |
33,717 |
|
| Daily Pivots for day following 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
935.25 |
925.00 |
888.50 |
|
| R3 |
917.00 |
906.75 |
883.50 |
|
| R2 |
898.75 |
898.75 |
881.75 |
|
| R1 |
888.50 |
888.50 |
880.25 |
884.50 |
| PP |
880.50 |
880.50 |
880.50 |
878.50 |
| S1 |
870.25 |
870.25 |
876.75 |
866.25 |
| S2 |
862.25 |
862.25 |
875.25 |
|
| S3 |
844.00 |
852.00 |
873.50 |
|
| S4 |
825.75 |
833.75 |
868.50 |
|
|
| Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,039.25 |
1,008.50 |
905.75 |
|
| R3 |
989.75 |
959.00 |
892.00 |
|
| R2 |
940.25 |
940.25 |
887.50 |
|
| R1 |
909.50 |
909.50 |
883.00 |
900.00 |
| PP |
890.75 |
890.75 |
890.75 |
886.25 |
| S1 |
860.00 |
860.00 |
874.00 |
850.50 |
| S2 |
841.25 |
841.25 |
869.50 |
|
| S3 |
791.75 |
810.50 |
865.00 |
|
| S4 |
742.25 |
761.00 |
851.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
921.75 |
872.25 |
49.50 |
5.6% |
21.50 |
2.4% |
13% |
False |
True |
6,743 |
| 10 |
924.75 |
872.25 |
52.50 |
6.0% |
22.50 |
2.6% |
12% |
False |
True |
5,997 |
| 20 |
924.75 |
819.75 |
105.00 |
12.0% |
23.00 |
2.6% |
56% |
False |
False |
5,874 |
| 40 |
924.75 |
758.25 |
166.50 |
19.0% |
24.25 |
2.8% |
72% |
False |
False |
3,693 |
| 60 |
924.75 |
662.00 |
262.75 |
29.9% |
25.50 |
2.9% |
82% |
False |
False |
2,493 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
968.00 |
|
2.618 |
938.25 |
|
1.618 |
920.00 |
|
1.000 |
908.75 |
|
0.618 |
901.75 |
|
HIGH |
890.50 |
|
0.618 |
883.50 |
|
0.500 |
881.50 |
|
0.382 |
879.25 |
|
LOW |
872.25 |
|
0.618 |
861.00 |
|
1.000 |
854.00 |
|
1.618 |
842.75 |
|
2.618 |
824.50 |
|
4.250 |
794.75 |
|
|
| Fisher Pivots for day following 15-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
881.50 |
889.50 |
| PP |
880.50 |
886.00 |
| S1 |
879.50 |
882.25 |
|