E-mini S&P 500 Future December 2009
Trading Metrics calculated at close of trading on 16-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2009 |
16-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
899.75 |
920.25 |
20.50 |
2.3% |
886.25 |
High |
926.25 |
936.25 |
10.00 |
1.1% |
893.75 |
Low |
899.75 |
917.00 |
17.25 |
1.9% |
861.25 |
Close |
922.75 |
931.25 |
8.50 |
0.9% |
869.75 |
Range |
26.50 |
19.25 |
-7.25 |
-27.4% |
32.50 |
ATR |
17.94 |
18.04 |
0.09 |
0.5% |
0.00 |
Volume |
979 |
1,234 |
255 |
26.0% |
10,265 |
|
Daily Pivots for day following 16-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
986.00 |
977.75 |
941.75 |
|
R3 |
966.75 |
958.50 |
936.50 |
|
R2 |
947.50 |
947.50 |
934.75 |
|
R1 |
939.25 |
939.25 |
933.00 |
943.50 |
PP |
928.25 |
928.25 |
928.25 |
930.25 |
S1 |
920.00 |
920.00 |
929.50 |
924.00 |
S2 |
909.00 |
909.00 |
927.75 |
|
S3 |
889.75 |
900.75 |
926.00 |
|
S4 |
870.50 |
881.50 |
920.75 |
|
|
Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
972.50 |
953.50 |
887.50 |
|
R3 |
940.00 |
921.00 |
878.75 |
|
R2 |
907.50 |
907.50 |
875.75 |
|
R1 |
888.50 |
888.50 |
872.75 |
881.75 |
PP |
875.00 |
875.00 |
875.00 |
871.50 |
S1 |
856.00 |
856.00 |
866.75 |
849.25 |
S2 |
842.50 |
842.50 |
863.75 |
|
S3 |
810.00 |
823.50 |
860.75 |
|
S4 |
777.50 |
791.00 |
852.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
936.25 |
861.50 |
74.75 |
8.0% |
19.75 |
2.1% |
93% |
True |
False |
2,369 |
10 |
936.25 |
861.25 |
75.00 |
8.1% |
17.00 |
1.8% |
93% |
True |
False |
2,055 |
20 |
936.25 |
861.25 |
75.00 |
8.1% |
17.50 |
1.9% |
93% |
True |
False |
1,821 |
40 |
948.00 |
861.25 |
86.75 |
9.3% |
17.25 |
1.8% |
81% |
False |
False |
969 |
60 |
948.00 |
828.00 |
120.00 |
12.9% |
17.75 |
1.9% |
86% |
False |
False |
657 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,018.00 |
2.618 |
986.75 |
1.618 |
967.50 |
1.000 |
955.50 |
0.618 |
948.25 |
HIGH |
936.25 |
0.618 |
929.00 |
0.500 |
926.50 |
0.382 |
924.25 |
LOW |
917.00 |
0.618 |
905.00 |
1.000 |
897.75 |
1.618 |
885.75 |
2.618 |
866.50 |
4.250 |
835.25 |
|
|
Fisher Pivots for day following 16-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
929.75 |
925.00 |
PP |
928.25 |
918.75 |
S1 |
926.50 |
912.50 |
|