E-mini S&P 500 Future September 2009
| Trading Metrics calculated at close of trading on 29-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2009 |
29-May-2009 |
Change |
Change % |
Previous Week |
| Open |
886.50 |
899.75 |
13.25 |
1.5% |
883.00 |
| High |
904.00 |
921.75 |
17.75 |
2.0% |
921.75 |
| Low |
881.50 |
898.00 |
16.50 |
1.9% |
872.75 |
| Close |
900.50 |
913.50 |
13.00 |
1.4% |
913.50 |
| Range |
22.50 |
23.75 |
1.25 |
5.6% |
49.00 |
| ATR |
23.12 |
23.16 |
0.05 |
0.2% |
0.00 |
| Volume |
11,697 |
14,550 |
2,853 |
24.4% |
51,131 |
|
| Daily Pivots for day following 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
982.25 |
971.75 |
926.50 |
|
| R3 |
958.50 |
948.00 |
920.00 |
|
| R2 |
934.75 |
934.75 |
917.75 |
|
| R1 |
924.25 |
924.25 |
915.75 |
929.50 |
| PP |
911.00 |
911.00 |
911.00 |
913.75 |
| S1 |
900.50 |
900.50 |
911.25 |
905.75 |
| S2 |
887.25 |
887.25 |
909.25 |
|
| S3 |
863.50 |
876.75 |
907.00 |
|
| S4 |
839.75 |
853.00 |
900.50 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,049.75 |
1,030.50 |
940.50 |
|
| R3 |
1,000.75 |
981.50 |
927.00 |
|
| R2 |
951.75 |
951.75 |
922.50 |
|
| R1 |
932.50 |
932.50 |
918.00 |
942.00 |
| PP |
902.75 |
902.75 |
902.75 |
907.50 |
| S1 |
883.50 |
883.50 |
909.00 |
893.00 |
| S2 |
853.75 |
853.75 |
904.50 |
|
| S3 |
804.75 |
834.50 |
900.00 |
|
| S4 |
755.75 |
785.50 |
886.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
921.75 |
872.75 |
49.00 |
5.4% |
23.00 |
2.5% |
83% |
True |
False |
12,096 |
| 10 |
921.75 |
871.00 |
50.75 |
5.6% |
22.50 |
2.5% |
84% |
True |
False |
10,298 |
| 20 |
924.75 |
859.00 |
65.75 |
7.2% |
22.25 |
2.4% |
83% |
False |
False |
7,743 |
| 40 |
924.75 |
799.25 |
125.50 |
13.7% |
23.25 |
2.5% |
91% |
False |
False |
5,689 |
| 60 |
924.75 |
662.00 |
262.75 |
28.8% |
24.75 |
2.7% |
96% |
False |
False |
4,026 |
| 80 |
924.75 |
662.00 |
262.75 |
28.8% |
24.75 |
2.7% |
96% |
False |
False |
3,030 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,022.75 |
|
2.618 |
984.00 |
|
1.618 |
960.25 |
|
1.000 |
945.50 |
|
0.618 |
936.50 |
|
HIGH |
921.75 |
|
0.618 |
912.75 |
|
0.500 |
910.00 |
|
0.382 |
907.00 |
|
LOW |
898.00 |
|
0.618 |
883.25 |
|
1.000 |
874.25 |
|
1.618 |
859.50 |
|
2.618 |
835.75 |
|
4.250 |
797.00 |
|
|
| Fisher Pivots for day following 29-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
912.25 |
909.50 |
| PP |
911.00 |
905.50 |
| S1 |
910.00 |
901.50 |
|