E-mini S&P 500 Future September 2009
Trading Metrics calculated at close of trading on 22-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2009 |
22-May-2009 |
Change |
Change % |
Previous Week |
Open |
895.25 |
885.00 |
-10.25 |
-1.1% |
876.00 |
High |
896.25 |
891.00 |
-5.25 |
-0.6% |
918.50 |
Low |
873.50 |
878.00 |
4.50 |
0.5% |
871.00 |
Close |
884.25 |
880.50 |
-3.75 |
-0.4% |
880.50 |
Range |
22.75 |
13.00 |
-9.75 |
-42.9% |
47.50 |
ATR |
23.15 |
22.42 |
-0.72 |
-3.1% |
0.00 |
Volume |
7,918 |
9,349 |
1,431 |
18.1% |
41,547 |
|
Daily Pivots for day following 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
922.25 |
914.25 |
887.75 |
|
R3 |
909.25 |
901.25 |
884.00 |
|
R2 |
896.25 |
896.25 |
883.00 |
|
R1 |
888.25 |
888.25 |
881.75 |
885.75 |
PP |
883.25 |
883.25 |
883.25 |
882.00 |
S1 |
875.25 |
875.25 |
879.25 |
872.75 |
S2 |
870.25 |
870.25 |
878.00 |
|
S3 |
857.25 |
862.25 |
877.00 |
|
S4 |
844.25 |
849.25 |
873.25 |
|
|
Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,032.50 |
1,004.00 |
906.50 |
|
R3 |
985.00 |
956.50 |
893.50 |
|
R2 |
937.50 |
937.50 |
889.25 |
|
R1 |
909.00 |
909.00 |
884.75 |
923.25 |
PP |
890.00 |
890.00 |
890.00 |
897.00 |
S1 |
861.50 |
861.50 |
876.25 |
875.75 |
S2 |
842.50 |
842.50 |
871.75 |
|
S3 |
795.00 |
814.00 |
867.50 |
|
S4 |
747.50 |
766.50 |
854.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
918.50 |
871.00 |
47.50 |
5.4% |
21.00 |
2.4% |
20% |
False |
False |
8,309 |
10 |
921.75 |
871.00 |
50.75 |
5.8% |
21.25 |
2.4% |
19% |
False |
False |
7,526 |
20 |
924.75 |
835.25 |
89.50 |
10.2% |
21.75 |
2.5% |
51% |
False |
False |
6,283 |
40 |
924.75 |
772.25 |
152.50 |
17.3% |
23.50 |
2.7% |
71% |
False |
False |
4,599 |
60 |
924.75 |
662.00 |
262.75 |
29.8% |
25.00 |
2.8% |
83% |
False |
False |
3,178 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
946.25 |
2.618 |
925.00 |
1.618 |
912.00 |
1.000 |
904.00 |
0.618 |
899.00 |
HIGH |
891.00 |
0.618 |
886.00 |
0.500 |
884.50 |
0.382 |
883.00 |
LOW |
878.00 |
0.618 |
870.00 |
1.000 |
865.00 |
1.618 |
857.00 |
2.618 |
844.00 |
4.250 |
822.75 |
|
|
Fisher Pivots for day following 22-May-2009 |
Pivot |
1 day |
3 day |
R1 |
884.50 |
896.00 |
PP |
883.25 |
890.75 |
S1 |
881.75 |
885.75 |
|