E-mini S&P 500 Future September 2009
| Trading Metrics calculated at close of trading on 08-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2009 |
08-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
936.25 |
928.50 |
-7.75 |
-0.8% |
916.50 |
| High |
953.00 |
942.25 |
-10.75 |
-1.1% |
953.00 |
| Low |
928.75 |
921.25 |
-7.50 |
-0.8% |
912.25 |
| Close |
936.00 |
934.50 |
-1.50 |
-0.2% |
936.00 |
| Range |
24.25 |
21.00 |
-3.25 |
-13.4% |
40.75 |
| ATR |
22.50 |
22.39 |
-0.11 |
-0.5% |
0.00 |
| Volume |
29,657 |
57,376 |
27,719 |
93.5% |
150,811 |
|
| Daily Pivots for day following 08-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
995.75 |
986.00 |
946.00 |
|
| R3 |
974.75 |
965.00 |
940.25 |
|
| R2 |
953.75 |
953.75 |
938.25 |
|
| R1 |
944.00 |
944.00 |
936.50 |
949.00 |
| PP |
932.75 |
932.75 |
932.75 |
935.00 |
| S1 |
923.00 |
923.00 |
932.50 |
928.00 |
| S2 |
911.75 |
911.75 |
930.75 |
|
| S3 |
890.75 |
902.00 |
928.75 |
|
| S4 |
869.75 |
881.00 |
923.00 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,056.00 |
1,036.75 |
958.50 |
|
| R3 |
1,015.25 |
996.00 |
947.25 |
|
| R2 |
974.50 |
974.50 |
943.50 |
|
| R1 |
955.25 |
955.25 |
939.75 |
965.00 |
| PP |
933.75 |
933.75 |
933.75 |
938.50 |
| S1 |
914.50 |
914.50 |
932.25 |
924.00 |
| S2 |
893.00 |
893.00 |
928.50 |
|
| S3 |
852.25 |
873.75 |
924.75 |
|
| S4 |
811.50 |
833.00 |
913.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
953.00 |
918.00 |
35.00 |
3.7% |
19.25 |
2.1% |
47% |
False |
False |
38,975 |
| 10 |
953.00 |
872.75 |
80.25 |
8.6% |
23.00 |
2.5% |
77% |
False |
False |
25,931 |
| 20 |
953.00 |
871.00 |
82.00 |
8.8% |
22.00 |
2.4% |
77% |
False |
False |
16,729 |
| 40 |
953.00 |
819.75 |
133.25 |
14.3% |
22.25 |
2.4% |
86% |
False |
False |
10,668 |
| 60 |
953.00 |
738.25 |
214.75 |
23.0% |
24.00 |
2.6% |
91% |
False |
False |
7,491 |
| 80 |
953.00 |
662.00 |
291.00 |
31.1% |
24.75 |
2.6% |
94% |
False |
False |
5,632 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,031.50 |
|
2.618 |
997.25 |
|
1.618 |
976.25 |
|
1.000 |
963.25 |
|
0.618 |
955.25 |
|
HIGH |
942.25 |
|
0.618 |
934.25 |
|
0.500 |
931.75 |
|
0.382 |
929.25 |
|
LOW |
921.25 |
|
0.618 |
908.25 |
|
1.000 |
900.25 |
|
1.618 |
887.25 |
|
2.618 |
866.25 |
|
4.250 |
832.00 |
|
|
| Fisher Pivots for day following 08-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
933.50 |
937.00 |
| PP |
932.75 |
936.25 |
| S1 |
931.75 |
935.50 |
|