E-mini S&P 500 Future December 2009
| Trading Metrics calculated at close of trading on 29-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2009 |
29-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
975.25 |
970.00 |
-5.25 |
-0.5% |
932.25 |
| High |
978.25 |
971.50 |
-6.75 |
-0.7% |
974.00 |
| Low |
962.00 |
960.00 |
-2.00 |
-0.2% |
929.75 |
| Close |
971.50 |
970.50 |
-1.00 |
-0.1% |
973.50 |
| Range |
16.25 |
11.50 |
-4.75 |
-29.2% |
44.25 |
| ATR |
17.17 |
16.76 |
-0.40 |
-2.4% |
0.00 |
| Volume |
1,344 |
1,973 |
629 |
46.8% |
10,116 |
|
| Daily Pivots for day following 29-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,001.75 |
997.75 |
976.75 |
|
| R3 |
990.25 |
986.25 |
973.75 |
|
| R2 |
978.75 |
978.75 |
972.50 |
|
| R1 |
974.75 |
974.75 |
971.50 |
976.75 |
| PP |
967.25 |
967.25 |
967.25 |
968.50 |
| S1 |
963.25 |
963.25 |
969.50 |
965.25 |
| S2 |
955.75 |
955.75 |
968.50 |
|
| S3 |
944.25 |
951.75 |
967.25 |
|
| S4 |
932.75 |
940.25 |
964.25 |
|
|
| 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 |
944.75 |
34.50 |
3.6% |
17.00 |
1.8% |
75% |
False |
False |
2,119 |
| 10 |
979.25 |
917.00 |
62.25 |
6.4% |
15.75 |
1.6% |
86% |
False |
False |
1,727 |
| 20 |
979.25 |
861.25 |
118.00 |
12.2% |
16.75 |
1.7% |
93% |
False |
False |
1,883 |
| 40 |
979.25 |
861.25 |
118.00 |
12.2% |
16.50 |
1.7% |
93% |
False |
False |
1,361 |
| 60 |
979.25 |
861.25 |
118.00 |
12.2% |
17.75 |
1.8% |
93% |
False |
False |
923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,020.50 |
|
2.618 |
1,001.50 |
|
1.618 |
990.00 |
|
1.000 |
983.00 |
|
0.618 |
978.50 |
|
HIGH |
971.50 |
|
0.618 |
967.00 |
|
0.500 |
965.75 |
|
0.382 |
964.50 |
|
LOW |
960.00 |
|
0.618 |
953.00 |
|
1.000 |
948.50 |
|
1.618 |
941.50 |
|
2.618 |
930.00 |
|
4.250 |
911.00 |
|
|
| Fisher Pivots for day following 29-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
969.00 |
970.25 |
| PP |
967.25 |
970.00 |
| S1 |
965.75 |
969.50 |
|