E-mini S&P 500 Future September 2009
Trading Metrics calculated at close of trading on 19-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2009 |
19-May-2009 |
Change |
Change % |
Previous Week |
Open |
876.00 |
903.00 |
27.00 |
3.1% |
921.75 |
High |
904.00 |
911.25 |
7.25 |
0.8% |
921.75 |
Low |
871.00 |
899.25 |
28.25 |
3.2% |
872.25 |
Close |
902.50 |
902.00 |
-0.50 |
-0.1% |
878.50 |
Range |
33.00 |
12.00 |
-21.00 |
-63.6% |
49.50 |
ATR |
23.99 |
23.13 |
-0.86 |
-3.6% |
0.00 |
Volume |
6,959 |
7,255 |
296 |
4.3% |
33,717 |
|
Daily Pivots for day following 19-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
940.25 |
933.00 |
908.50 |
|
R3 |
928.25 |
921.00 |
905.25 |
|
R2 |
916.25 |
916.25 |
904.25 |
|
R1 |
909.00 |
909.00 |
903.00 |
906.50 |
PP |
904.25 |
904.25 |
904.25 |
903.00 |
S1 |
897.00 |
897.00 |
901.00 |
894.50 |
S2 |
892.25 |
892.25 |
899.75 |
|
S3 |
880.25 |
885.00 |
898.75 |
|
S4 |
868.25 |
873.00 |
895.50 |
|
|
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 |
911.25 |
871.00 |
40.25 |
4.5% |
22.25 |
2.5% |
77% |
True |
False |
6,290 |
10 |
924.75 |
871.00 |
53.75 |
6.0% |
23.25 |
2.6% |
58% |
False |
False |
6,960 |
20 |
924.75 |
827.75 |
97.00 |
10.8% |
22.25 |
2.5% |
77% |
False |
False |
6,009 |
40 |
924.75 |
772.25 |
152.50 |
16.9% |
23.75 |
2.6% |
85% |
False |
False |
4,042 |
60 |
924.75 |
662.00 |
262.75 |
29.1% |
25.25 |
2.8% |
91% |
False |
False |
2,730 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
962.25 |
2.618 |
942.75 |
1.618 |
930.75 |
1.000 |
923.25 |
0.618 |
918.75 |
HIGH |
911.25 |
0.618 |
906.75 |
0.500 |
905.25 |
0.382 |
903.75 |
LOW |
899.25 |
0.618 |
891.75 |
1.000 |
887.25 |
1.618 |
879.75 |
2.618 |
867.75 |
4.250 |
848.25 |
|
|
Fisher Pivots for day following 19-May-2009 |
Pivot |
1 day |
3 day |
R1 |
905.25 |
898.50 |
PP |
904.25 |
894.75 |
S1 |
903.00 |
891.00 |
|