E-mini S&P 500 Future September 2009
| Trading Metrics calculated at close of trading on 18-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2009 |
18-May-2009 |
Change |
Change % |
Previous Week |
| Open |
885.00 |
876.00 |
-9.00 |
-1.0% |
921.75 |
| High |
890.50 |
904.00 |
13.50 |
1.5% |
921.75 |
| Low |
872.25 |
871.00 |
-1.25 |
-0.1% |
872.25 |
| Close |
878.50 |
902.50 |
24.00 |
2.7% |
878.50 |
| Range |
18.25 |
33.00 |
14.75 |
80.8% |
49.50 |
| ATR |
23.30 |
23.99 |
0.69 |
3.0% |
0.00 |
| Volume |
10,310 |
6,959 |
-3,351 |
-32.5% |
33,717 |
|
| Daily Pivots for day following 18-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
991.50 |
980.00 |
920.75 |
|
| R3 |
958.50 |
947.00 |
911.50 |
|
| R2 |
925.50 |
925.50 |
908.50 |
|
| R1 |
914.00 |
914.00 |
905.50 |
919.75 |
| PP |
892.50 |
892.50 |
892.50 |
895.50 |
| S1 |
881.00 |
881.00 |
899.50 |
886.75 |
| S2 |
859.50 |
859.50 |
896.50 |
|
| S3 |
826.50 |
848.00 |
893.50 |
|
| S4 |
793.50 |
815.00 |
884.25 |
|
|
| 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 |
910.50 |
871.00 |
39.50 |
4.4% |
24.00 |
2.7% |
80% |
False |
True |
6,255 |
| 10 |
924.75 |
871.00 |
53.75 |
6.0% |
23.00 |
2.6% |
59% |
False |
True |
6,545 |
| 20 |
924.75 |
819.75 |
105.00 |
11.6% |
22.75 |
2.5% |
79% |
False |
False |
5,823 |
| 40 |
924.75 |
772.25 |
152.50 |
16.9% |
24.50 |
2.7% |
85% |
False |
False |
3,863 |
| 60 |
924.75 |
662.00 |
262.75 |
29.1% |
25.75 |
2.9% |
92% |
False |
False |
2,609 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,044.25 |
|
2.618 |
990.50 |
|
1.618 |
957.50 |
|
1.000 |
937.00 |
|
0.618 |
924.50 |
|
HIGH |
904.00 |
|
0.618 |
891.50 |
|
0.500 |
887.50 |
|
0.382 |
883.50 |
|
LOW |
871.00 |
|
0.618 |
850.50 |
|
1.000 |
838.00 |
|
1.618 |
817.50 |
|
2.618 |
784.50 |
|
4.250 |
730.75 |
|
|
| Fisher Pivots for day following 18-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
897.50 |
897.50 |
| PP |
892.50 |
892.50 |
| S1 |
887.50 |
887.50 |
|