E-mini S&P 500 Future December 2009
| Trading Metrics calculated at close of trading on 28-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2009 |
28-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
975.00 |
975.25 |
0.25 |
0.0% |
932.25 |
| High |
979.25 |
978.25 |
-1.00 |
-0.1% |
974.00 |
| Low |
965.00 |
962.00 |
-3.00 |
-0.3% |
929.75 |
| Close |
975.50 |
971.50 |
-4.00 |
-0.4% |
973.50 |
| Range |
14.25 |
16.25 |
2.00 |
14.0% |
44.25 |
| ATR |
17.24 |
17.17 |
-0.07 |
-0.4% |
0.00 |
| Volume |
1,371 |
1,344 |
-27 |
-2.0% |
10,116 |
|
| Daily Pivots for day following 28-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,019.25 |
1,011.75 |
980.50 |
|
| R3 |
1,003.00 |
995.50 |
976.00 |
|
| R2 |
986.75 |
986.75 |
974.50 |
|
| R1 |
979.25 |
979.25 |
973.00 |
975.00 |
| PP |
970.50 |
970.50 |
970.50 |
968.50 |
| S1 |
963.00 |
963.00 |
970.00 |
958.50 |
| S2 |
954.25 |
954.25 |
968.50 |
|
| S3 |
938.00 |
946.75 |
967.00 |
|
| S4 |
921.75 |
930.50 |
962.50 |
|
|
| Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,091.75 |
1,077.00 |
997.75 |
|
| R3 |
1,047.50 |
1,032.75 |
985.75 |
|
| R2 |
1,003.25 |
1,003.25 |
981.50 |
|
| R1 |
988.50 |
988.50 |
977.50 |
996.00 |
| PP |
959.00 |
959.00 |
959.00 |
962.75 |
| S1 |
944.25 |
944.25 |
969.50 |
951.50 |
| S2 |
914.75 |
914.75 |
965.50 |
|
| S3 |
870.50 |
900.00 |
961.25 |
|
| S4 |
826.25 |
855.75 |
949.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
979.25 |
939.50 |
39.75 |
4.1% |
17.25 |
1.8% |
81% |
False |
False |
2,046 |
| 10 |
979.25 |
899.75 |
79.50 |
8.2% |
17.25 |
1.8% |
90% |
False |
False |
1,628 |
| 20 |
979.25 |
861.25 |
118.00 |
12.1% |
17.00 |
1.7% |
93% |
False |
False |
1,863 |
| 40 |
979.25 |
861.25 |
118.00 |
12.1% |
16.50 |
1.7% |
93% |
False |
False |
1,318 |
| 60 |
979.25 |
861.25 |
118.00 |
12.1% |
17.75 |
1.8% |
93% |
False |
False |
890 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,047.25 |
|
2.618 |
1,020.75 |
|
1.618 |
1,004.50 |
|
1.000 |
994.50 |
|
0.618 |
988.25 |
|
HIGH |
978.25 |
|
0.618 |
972.00 |
|
0.500 |
970.00 |
|
0.382 |
968.25 |
|
LOW |
962.00 |
|
0.618 |
952.00 |
|
1.000 |
945.75 |
|
1.618 |
935.75 |
|
2.618 |
919.50 |
|
4.250 |
893.00 |
|
|
| Fisher Pivots for day following 28-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
971.00 |
970.50 |
| PP |
970.50 |
969.75 |
| S1 |
970.00 |
969.00 |
|