E-mini S&P 500 Future September 2009
| Trading Metrics calculated at close of trading on 09-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2009 |
09-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
928.50 |
935.00 |
6.50 |
0.7% |
916.50 |
| High |
942.25 |
942.50 |
0.25 |
0.0% |
953.00 |
| Low |
921.25 |
930.00 |
8.75 |
0.9% |
912.25 |
| Close |
934.50 |
935.50 |
1.00 |
0.1% |
936.00 |
| Range |
21.00 |
12.50 |
-8.50 |
-40.5% |
40.75 |
| ATR |
22.39 |
21.69 |
-0.71 |
-3.2% |
0.00 |
| Volume |
57,376 |
77,276 |
19,900 |
34.7% |
150,811 |
|
| Daily Pivots for day following 09-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
973.50 |
967.00 |
942.50 |
|
| R3 |
961.00 |
954.50 |
939.00 |
|
| R2 |
948.50 |
948.50 |
937.75 |
|
| R1 |
942.00 |
942.00 |
936.75 |
945.25 |
| PP |
936.00 |
936.00 |
936.00 |
937.50 |
| S1 |
929.50 |
929.50 |
934.25 |
932.75 |
| S2 |
923.50 |
923.50 |
933.25 |
|
| S3 |
911.00 |
917.00 |
932.00 |
|
| S4 |
898.50 |
904.50 |
928.50 |
|
|
| 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% |
19.00 |
2.0% |
50% |
False |
False |
50,327 |
| 10 |
953.00 |
881.50 |
71.50 |
7.6% |
20.75 |
2.2% |
76% |
False |
False |
32,816 |
| 20 |
953.00 |
871.00 |
82.00 |
8.8% |
21.75 |
2.3% |
79% |
False |
False |
20,122 |
| 40 |
953.00 |
819.75 |
133.25 |
14.2% |
22.25 |
2.4% |
87% |
False |
False |
12,560 |
| 60 |
953.00 |
745.25 |
207.75 |
22.2% |
24.00 |
2.6% |
92% |
False |
False |
8,778 |
| 80 |
953.00 |
662.00 |
291.00 |
31.1% |
24.50 |
2.6% |
94% |
False |
False |
6,598 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
995.50 |
|
2.618 |
975.25 |
|
1.618 |
962.75 |
|
1.000 |
955.00 |
|
0.618 |
950.25 |
|
HIGH |
942.50 |
|
0.618 |
937.75 |
|
0.500 |
936.25 |
|
0.382 |
934.75 |
|
LOW |
930.00 |
|
0.618 |
922.25 |
|
1.000 |
917.50 |
|
1.618 |
909.75 |
|
2.618 |
897.25 |
|
4.250 |
877.00 |
|
|
| Fisher Pivots for day following 09-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
936.25 |
937.00 |
| PP |
936.00 |
936.50 |
| S1 |
935.75 |
936.00 |
|