E-mini S&P 500 Future December 2009
Trading Metrics calculated at close of trading on 22-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2009 |
22-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
942.00 |
947.00 |
5.00 |
0.5% |
871.50 |
High |
951.50 |
952.25 |
0.75 |
0.1% |
936.25 |
Low |
935.50 |
939.50 |
4.00 |
0.4% |
861.50 |
Close |
949.00 |
945.00 |
-4.00 |
-0.4% |
932.50 |
Range |
16.00 |
12.75 |
-3.25 |
-20.3% |
74.75 |
ATR |
17.18 |
16.86 |
-0.32 |
-1.8% |
0.00 |
Volume |
817 |
1,610 |
793 |
97.1% |
9,847 |
|
Daily Pivots for day following 22-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
983.75 |
977.25 |
952.00 |
|
R3 |
971.00 |
964.50 |
948.50 |
|
R2 |
958.25 |
958.25 |
947.25 |
|
R1 |
951.75 |
951.75 |
946.25 |
948.50 |
PP |
945.50 |
945.50 |
945.50 |
944.00 |
S1 |
939.00 |
939.00 |
943.75 |
936.00 |
S2 |
932.75 |
932.75 |
942.75 |
|
S3 |
920.00 |
926.25 |
941.50 |
|
S4 |
907.25 |
913.50 |
938.00 |
|
|
Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,134.25 |
1,108.25 |
973.50 |
|
R3 |
1,059.50 |
1,033.50 |
953.00 |
|
R2 |
984.75 |
984.75 |
946.25 |
|
R1 |
958.75 |
958.75 |
939.25 |
971.75 |
PP |
910.00 |
910.00 |
910.00 |
916.50 |
S1 |
884.00 |
884.00 |
925.75 |
897.00 |
S2 |
835.25 |
835.25 |
918.75 |
|
S3 |
760.50 |
809.25 |
912.00 |
|
S4 |
685.75 |
734.50 |
891.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
952.25 |
917.00 |
35.25 |
3.7% |
14.50 |
1.5% |
79% |
True |
False |
1,335 |
10 |
952.25 |
861.50 |
90.75 |
9.6% |
16.25 |
1.7% |
92% |
True |
False |
1,921 |
20 |
952.25 |
861.25 |
91.00 |
9.6% |
16.75 |
1.8% |
92% |
True |
False |
1,821 |
40 |
952.25 |
861.25 |
91.00 |
9.6% |
16.50 |
1.7% |
92% |
True |
False |
1,104 |
60 |
952.25 |
857.00 |
95.25 |
10.1% |
17.50 |
1.9% |
92% |
True |
False |
747 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,006.50 |
2.618 |
985.75 |
1.618 |
973.00 |
1.000 |
965.00 |
0.618 |
960.25 |
HIGH |
952.25 |
0.618 |
947.50 |
0.500 |
946.00 |
0.382 |
944.25 |
LOW |
939.50 |
0.618 |
931.50 |
1.000 |
926.75 |
1.618 |
918.75 |
2.618 |
906.00 |
4.250 |
885.25 |
|
|
Fisher Pivots for day following 22-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
946.00 |
943.75 |
PP |
945.50 |
942.25 |
S1 |
945.25 |
941.00 |
|