E-mini S&P 500 Future September 2009
| Trading Metrics calculated at close of trading on 13-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2009 |
13-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
878.75 |
874.75 |
-4.00 |
-0.5% |
892.00 |
| High |
880.25 |
897.75 |
17.50 |
2.0% |
898.25 |
| Low |
868.75 |
865.50 |
-3.25 |
-0.4% |
865.25 |
| Close |
874.25 |
895.50 |
21.25 |
2.4% |
874.25 |
| Range |
11.50 |
32.25 |
20.75 |
180.4% |
33.00 |
| ATR |
18.22 |
19.22 |
1.00 |
5.5% |
0.00 |
| Volume |
1,779,181 |
1,825,714 |
46,533 |
2.6% |
9,795,459 |
|
| Daily Pivots for day following 13-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
983.00 |
971.50 |
913.25 |
|
| R3 |
950.75 |
939.25 |
904.25 |
|
| R2 |
918.50 |
918.50 |
901.50 |
|
| R1 |
907.00 |
907.00 |
898.50 |
912.75 |
| PP |
886.25 |
886.25 |
886.25 |
889.00 |
| S1 |
874.75 |
874.75 |
892.50 |
880.50 |
| S2 |
854.00 |
854.00 |
889.50 |
|
| S3 |
821.75 |
842.50 |
886.75 |
|
| S4 |
789.50 |
810.25 |
877.75 |
|
|
| Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
978.25 |
959.25 |
892.50 |
|
| R3 |
945.25 |
926.25 |
883.25 |
|
| R2 |
912.25 |
912.25 |
880.25 |
|
| R1 |
893.25 |
893.25 |
877.25 |
886.25 |
| PP |
879.25 |
879.25 |
879.25 |
875.75 |
| S1 |
860.25 |
860.25 |
871.25 |
853.25 |
| S2 |
846.25 |
846.25 |
868.25 |
|
| S3 |
813.25 |
827.25 |
865.25 |
|
| S4 |
780.25 |
794.25 |
856.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
898.25 |
865.25 |
33.00 |
3.7% |
19.25 |
2.1% |
92% |
False |
False |
1,954,144 |
| 10 |
928.25 |
865.25 |
63.00 |
7.0% |
18.75 |
2.1% |
48% |
False |
False |
1,797,531 |
| 20 |
938.75 |
865.25 |
73.50 |
8.2% |
18.50 |
2.1% |
41% |
False |
False |
1,893,027 |
| 40 |
953.00 |
865.25 |
87.75 |
9.8% |
19.75 |
2.2% |
34% |
False |
False |
1,017,532 |
| 60 |
953.00 |
819.75 |
133.25 |
14.9% |
20.75 |
2.3% |
57% |
False |
False |
680,190 |
| 80 |
953.00 |
758.25 |
194.75 |
21.7% |
22.25 |
2.5% |
70% |
False |
False |
510,484 |
| 100 |
953.00 |
662.00 |
291.00 |
32.5% |
23.25 |
2.6% |
80% |
False |
False |
408,406 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,034.75 |
|
2.618 |
982.25 |
|
1.618 |
950.00 |
|
1.000 |
930.00 |
|
0.618 |
917.75 |
|
HIGH |
897.75 |
|
0.618 |
885.50 |
|
0.500 |
881.50 |
|
0.382 |
877.75 |
|
LOW |
865.50 |
|
0.618 |
845.50 |
|
1.000 |
833.25 |
|
1.618 |
813.25 |
|
2.618 |
781.00 |
|
4.250 |
728.50 |
|
|
| Fisher Pivots for day following 13-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
891.00 |
891.00 |
| PP |
886.25 |
886.25 |
| S1 |
881.50 |
881.50 |
|