E-mini S&P 500 Future September 2009
| Trading Metrics calculated at close of trading on 19-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2009 |
19-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
905.50 |
912.25 |
6.75 |
0.7% |
938.50 |
| High |
917.75 |
923.00 |
5.25 |
0.6% |
938.75 |
| Low |
903.00 |
910.75 |
7.75 |
0.9% |
899.25 |
| Close |
913.25 |
915.75 |
2.50 |
0.3% |
915.75 |
| Range |
14.75 |
12.25 |
-2.50 |
-16.9% |
39.50 |
| ATR |
20.41 |
19.83 |
-0.58 |
-2.9% |
0.00 |
| Volume |
2,362,146 |
1,888,281 |
-473,865 |
-20.1% |
10,354,803 |
|
| Daily Pivots for day following 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
953.25 |
946.75 |
922.50 |
|
| R3 |
941.00 |
934.50 |
919.00 |
|
| R2 |
928.75 |
928.75 |
918.00 |
|
| R1 |
922.25 |
922.25 |
916.75 |
925.50 |
| PP |
916.50 |
916.50 |
916.50 |
918.00 |
| S1 |
910.00 |
910.00 |
914.75 |
913.25 |
| S2 |
904.25 |
904.25 |
913.50 |
|
| S3 |
892.00 |
897.75 |
912.50 |
|
| S4 |
879.75 |
885.50 |
909.00 |
|
|
| Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,036.50 |
1,015.50 |
937.50 |
|
| R3 |
997.00 |
976.00 |
926.50 |
|
| R2 |
957.50 |
957.50 |
923.00 |
|
| R1 |
936.50 |
936.50 |
919.25 |
927.25 |
| PP |
918.00 |
918.00 |
918.00 |
913.25 |
| S1 |
897.00 |
897.00 |
912.25 |
887.75 |
| S2 |
878.50 |
878.50 |
908.50 |
|
| S3 |
839.00 |
857.50 |
905.00 |
|
| S4 |
799.50 |
818.00 |
894.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
938.75 |
899.25 |
39.50 |
4.3% |
16.75 |
1.8% |
42% |
False |
False |
2,070,960 |
| 10 |
952.75 |
899.25 |
53.50 |
5.8% |
17.75 |
1.9% |
31% |
False |
False |
1,294,176 |
| 20 |
953.00 |
872.75 |
80.25 |
8.8% |
20.00 |
2.2% |
54% |
False |
False |
657,652 |
| 40 |
953.00 |
835.25 |
117.75 |
12.9% |
21.25 |
2.3% |
68% |
False |
False |
331,863 |
| 60 |
953.00 |
772.25 |
180.75 |
19.7% |
22.50 |
2.4% |
79% |
False |
False |
222,171 |
| 80 |
953.00 |
662.00 |
291.00 |
31.8% |
24.00 |
2.6% |
87% |
False |
False |
166,680 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
975.00 |
|
2.618 |
955.00 |
|
1.618 |
942.75 |
|
1.000 |
935.25 |
|
0.618 |
930.50 |
|
HIGH |
923.00 |
|
0.618 |
918.25 |
|
0.500 |
917.00 |
|
0.382 |
915.50 |
|
LOW |
910.75 |
|
0.618 |
903.25 |
|
1.000 |
898.50 |
|
1.618 |
891.00 |
|
2.618 |
878.75 |
|
4.250 |
858.75 |
|
|
| Fisher Pivots for day following 19-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
917.00 |
914.25 |
| PP |
916.50 |
912.75 |
| S1 |
916.00 |
911.00 |
|