E-mini S&P 500 Future September 2009
Trading Metrics calculated at close of trading on 27-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2009 |
27-May-2009 |
Change |
Change % |
Previous Week |
Open |
883.00 |
902.75 |
19.75 |
2.2% |
876.00 |
High |
906.00 |
909.00 |
3.00 |
0.3% |
918.50 |
Low |
872.75 |
886.25 |
13.50 |
1.5% |
871.00 |
Close |
904.25 |
888.00 |
-16.25 |
-1.8% |
880.50 |
Range |
33.25 |
22.75 |
-10.50 |
-31.6% |
47.50 |
ATR |
23.19 |
23.16 |
-0.03 |
-0.1% |
0.00 |
Volume |
8,431 |
16,453 |
8,022 |
95.1% |
41,547 |
|
Daily Pivots for day following 27-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
962.75 |
948.00 |
900.50 |
|
R3 |
940.00 |
925.25 |
894.25 |
|
R2 |
917.25 |
917.25 |
892.25 |
|
R1 |
902.50 |
902.50 |
890.00 |
898.50 |
PP |
894.50 |
894.50 |
894.50 |
892.50 |
S1 |
879.75 |
879.75 |
886.00 |
875.75 |
S2 |
871.75 |
871.75 |
883.75 |
|
S3 |
849.00 |
857.00 |
881.75 |
|
S4 |
826.25 |
834.25 |
875.50 |
|
|
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 |
5.2% |
23.00 |
2.6% |
33% |
False |
False |
10,443 |
10 |
918.50 |
871.00 |
47.50 |
5.3% |
22.75 |
2.6% |
36% |
False |
False |
8,367 |
20 |
924.75 |
846.00 |
78.75 |
8.9% |
22.50 |
2.5% |
53% |
False |
False |
7,127 |
40 |
924.75 |
776.00 |
148.75 |
16.8% |
23.25 |
2.6% |
75% |
False |
False |
5,108 |
60 |
924.75 |
662.00 |
262.75 |
29.6% |
25.25 |
2.8% |
86% |
False |
False |
3,591 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,005.75 |
2.618 |
968.50 |
1.618 |
945.75 |
1.000 |
931.75 |
0.618 |
923.00 |
HIGH |
909.00 |
0.618 |
900.25 |
0.500 |
897.50 |
0.382 |
895.00 |
LOW |
886.25 |
0.618 |
872.25 |
1.000 |
863.50 |
1.618 |
849.50 |
2.618 |
826.75 |
4.250 |
789.50 |
|
|
Fisher Pivots for day following 27-May-2009 |
Pivot |
1 day |
3 day |
R1 |
897.50 |
891.00 |
PP |
894.50 |
890.00 |
S1 |
891.25 |
889.00 |
|