E-mini S&P 500 Future September 2009
| Trading Metrics calculated at close of trading on 03-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2009 |
03-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
934.50 |
937.50 |
3.00 |
0.3% |
883.00 |
| High |
944.00 |
941.50 |
-2.50 |
-0.3% |
921.75 |
| Low |
930.00 |
918.00 |
-12.00 |
-1.3% |
872.75 |
| Close |
938.00 |
927.25 |
-10.75 |
-1.1% |
913.50 |
| Range |
14.00 |
23.50 |
9.50 |
67.9% |
49.00 |
| ATR |
22.99 |
23.03 |
0.04 |
0.2% |
0.00 |
| Volume |
20,515 |
31,706 |
11,191 |
54.6% |
51,131 |
|
| Daily Pivots for day following 03-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
999.50 |
986.75 |
940.25 |
|
| R3 |
976.00 |
963.25 |
933.75 |
|
| R2 |
952.50 |
952.50 |
931.50 |
|
| R1 |
939.75 |
939.75 |
929.50 |
934.50 |
| PP |
929.00 |
929.00 |
929.00 |
926.25 |
| S1 |
916.25 |
916.25 |
925.00 |
911.00 |
| S2 |
905.50 |
905.50 |
923.00 |
|
| S3 |
882.00 |
892.75 |
920.75 |
|
| S4 |
858.50 |
869.25 |
914.25 |
|
|
| 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 |
944.00 |
881.50 |
62.50 |
6.7% |
22.75 |
2.5% |
73% |
False |
False |
18,355 |
| 10 |
944.00 |
872.75 |
71.25 |
7.7% |
23.00 |
2.5% |
76% |
False |
False |
14,399 |
| 20 |
944.00 |
871.00 |
73.00 |
7.9% |
23.00 |
2.5% |
77% |
False |
False |
10,679 |
| 40 |
944.00 |
799.25 |
144.75 |
15.6% |
22.75 |
2.5% |
88% |
False |
False |
7,224 |
| 60 |
944.00 |
665.50 |
278.50 |
30.0% |
24.75 |
2.7% |
94% |
False |
False |
5,115 |
| 80 |
944.00 |
662.00 |
282.00 |
30.4% |
24.75 |
2.7% |
94% |
False |
False |
3,849 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,041.50 |
|
2.618 |
1,003.00 |
|
1.618 |
979.50 |
|
1.000 |
965.00 |
|
0.618 |
956.00 |
|
HIGH |
941.50 |
|
0.618 |
932.50 |
|
0.500 |
929.75 |
|
0.382 |
927.00 |
|
LOW |
918.00 |
|
0.618 |
903.50 |
|
1.000 |
894.50 |
|
1.618 |
880.00 |
|
2.618 |
856.50 |
|
4.250 |
818.00 |
|
|
| Fisher Pivots for day following 03-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
929.75 |
928.00 |
| PP |
929.00 |
927.75 |
| S1 |
928.00 |
927.50 |
|