E-mini S&P 500 Future September 2009
Trading Metrics calculated at close of trading on 26-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2009 |
26-May-2009 |
Change |
Change % |
Previous Week |
Open |
885.00 |
883.00 |
-2.00 |
-0.2% |
876.00 |
High |
891.00 |
906.00 |
15.00 |
1.7% |
918.50 |
Low |
878.00 |
872.75 |
-5.25 |
-0.6% |
871.00 |
Close |
880.50 |
904.25 |
23.75 |
2.7% |
880.50 |
Range |
13.00 |
33.25 |
20.25 |
155.8% |
47.50 |
ATR |
22.42 |
23.19 |
0.77 |
3.4% |
0.00 |
Volume |
9,349 |
8,431 |
-918 |
-9.8% |
41,547 |
|
Daily Pivots for day following 26-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
994.00 |
982.50 |
922.50 |
|
R3 |
960.75 |
949.25 |
913.50 |
|
R2 |
927.50 |
927.50 |
910.25 |
|
R1 |
916.00 |
916.00 |
907.25 |
921.75 |
PP |
894.25 |
894.25 |
894.25 |
897.25 |
S1 |
882.75 |
882.75 |
901.25 |
888.50 |
S2 |
861.00 |
861.00 |
898.25 |
|
S3 |
827.75 |
849.50 |
895.00 |
|
S4 |
794.50 |
816.25 |
886.00 |
|
|
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 |
872.75 |
45.75 |
5.1% |
21.00 |
2.3% |
69% |
False |
True |
8,603 |
10 |
918.50 |
871.00 |
47.50 |
5.3% |
22.50 |
2.5% |
70% |
False |
False |
7,429 |
20 |
924.75 |
835.25 |
89.50 |
9.9% |
22.50 |
2.5% |
77% |
False |
False |
6,546 |
40 |
924.75 |
772.25 |
152.50 |
16.9% |
23.75 |
2.6% |
87% |
False |
False |
4,721 |
60 |
924.75 |
662.00 |
262.75 |
29.1% |
25.25 |
2.8% |
92% |
False |
False |
3,318 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,047.25 |
2.618 |
993.00 |
1.618 |
959.75 |
1.000 |
939.25 |
0.618 |
926.50 |
HIGH |
906.00 |
0.618 |
893.25 |
0.500 |
889.50 |
0.382 |
885.50 |
LOW |
872.75 |
0.618 |
852.25 |
1.000 |
839.50 |
1.618 |
819.00 |
2.618 |
785.75 |
4.250 |
731.50 |
|
|
Fisher Pivots for day following 26-May-2009 |
Pivot |
1 day |
3 day |
R1 |
899.25 |
899.25 |
PP |
894.25 |
894.25 |
S1 |
889.50 |
889.50 |
|