E-mini S&P 500 Future September 2009
| Trading Metrics calculated at close of trading on 10-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2009 |
10-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
935.00 |
934.50 |
-0.50 |
-0.1% |
916.50 |
| High |
942.50 |
950.75 |
8.25 |
0.9% |
953.00 |
| Low |
930.00 |
923.00 |
-7.00 |
-0.8% |
912.25 |
| Close |
935.50 |
936.50 |
1.00 |
0.1% |
936.00 |
| Range |
12.50 |
27.75 |
15.25 |
122.0% |
40.75 |
| ATR |
21.69 |
22.12 |
0.43 |
2.0% |
0.00 |
| Volume |
77,276 |
177,889 |
100,613 |
130.2% |
150,811 |
|
| Daily Pivots for day following 10-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,020.00 |
1,006.00 |
951.75 |
|
| R3 |
992.25 |
978.25 |
944.25 |
|
| R2 |
964.50 |
964.50 |
941.50 |
|
| R1 |
950.50 |
950.50 |
939.00 |
957.50 |
| PP |
936.75 |
936.75 |
936.75 |
940.25 |
| S1 |
922.75 |
922.75 |
934.00 |
929.75 |
| S2 |
909.00 |
909.00 |
931.50 |
|
| S3 |
881.25 |
895.00 |
928.75 |
|
| S4 |
853.50 |
867.25 |
921.25 |
|
|
| 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 |
921.25 |
31.75 |
3.4% |
19.75 |
2.1% |
48% |
False |
False |
79,564 |
| 10 |
953.00 |
881.50 |
71.50 |
7.6% |
21.25 |
2.3% |
77% |
False |
False |
48,959 |
| 20 |
953.00 |
871.00 |
82.00 |
8.8% |
22.00 |
2.4% |
80% |
False |
False |
28,663 |
| 40 |
953.00 |
819.75 |
133.25 |
14.2% |
22.25 |
2.4% |
88% |
False |
False |
16,971 |
| 60 |
953.00 |
745.25 |
207.75 |
22.2% |
24.00 |
2.6% |
92% |
False |
False |
11,742 |
| 80 |
953.00 |
662.00 |
291.00 |
31.1% |
24.75 |
2.6% |
94% |
False |
False |
8,821 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,068.75 |
|
2.618 |
1,023.50 |
|
1.618 |
995.75 |
|
1.000 |
978.50 |
|
0.618 |
968.00 |
|
HIGH |
950.75 |
|
0.618 |
940.25 |
|
0.500 |
937.00 |
|
0.382 |
933.50 |
|
LOW |
923.00 |
|
0.618 |
905.75 |
|
1.000 |
895.25 |
|
1.618 |
878.00 |
|
2.618 |
850.25 |
|
4.250 |
805.00 |
|
|
| Fisher Pivots for day following 10-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
937.00 |
936.25 |
| PP |
936.75 |
936.25 |
| S1 |
936.50 |
936.00 |
|