E-mini S&P 500 Future December 2009
Trading Metrics calculated at close of trading on 31-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2009 |
31-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
970.50 |
977.75 |
7.25 |
0.7% |
975.00 |
High |
989.25 |
986.00 |
-3.25 |
-0.3% |
989.25 |
Low |
969.75 |
974.25 |
4.50 |
0.5% |
960.00 |
Close |
977.75 |
980.00 |
2.25 |
0.2% |
980.00 |
Range |
19.50 |
11.75 |
-7.75 |
-39.7% |
29.25 |
ATR |
16.96 |
16.59 |
-0.37 |
-2.2% |
0.00 |
Volume |
2,219 |
1,231 |
-988 |
-44.5% |
8,138 |
|
Daily Pivots for day following 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,015.25 |
1,009.50 |
986.50 |
|
R3 |
1,003.50 |
997.75 |
983.25 |
|
R2 |
991.75 |
991.75 |
982.25 |
|
R1 |
986.00 |
986.00 |
981.00 |
989.00 |
PP |
980.00 |
980.00 |
980.00 |
981.50 |
S1 |
974.25 |
974.25 |
979.00 |
977.00 |
S2 |
968.25 |
968.25 |
977.75 |
|
S3 |
956.50 |
962.50 |
976.75 |
|
S4 |
944.75 |
950.75 |
973.50 |
|
|
Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,064.25 |
1,051.25 |
996.00 |
|
R3 |
1,035.00 |
1,022.00 |
988.00 |
|
R2 |
1,005.75 |
1,005.75 |
985.25 |
|
R1 |
992.75 |
992.75 |
982.75 |
999.25 |
PP |
976.50 |
976.50 |
976.50 |
979.50 |
S1 |
963.50 |
963.50 |
977.25 |
970.00 |
S2 |
947.25 |
947.25 |
974.75 |
|
S3 |
918.00 |
934.25 |
972.00 |
|
S4 |
888.75 |
905.00 |
964.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
989.25 |
960.00 |
29.25 |
3.0% |
14.75 |
1.5% |
68% |
False |
False |
1,627 |
10 |
989.25 |
929.75 |
59.50 |
6.1% |
16.00 |
1.6% |
84% |
False |
False |
1,825 |
20 |
989.25 |
861.25 |
128.00 |
13.1% |
16.75 |
1.7% |
93% |
False |
False |
1,918 |
40 |
989.25 |
861.25 |
128.00 |
13.1% |
16.50 |
1.7% |
93% |
False |
False |
1,436 |
60 |
989.25 |
861.25 |
128.00 |
13.1% |
17.25 |
1.8% |
93% |
False |
False |
979 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,036.00 |
2.618 |
1,016.75 |
1.618 |
1,005.00 |
1.000 |
997.75 |
0.618 |
993.25 |
HIGH |
986.00 |
0.618 |
981.50 |
0.500 |
980.00 |
0.382 |
978.75 |
LOW |
974.25 |
0.618 |
967.00 |
1.000 |
962.50 |
1.618 |
955.25 |
2.618 |
943.50 |
4.250 |
924.25 |
|
|
Fisher Pivots for day following 31-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
980.00 |
978.25 |
PP |
980.00 |
976.50 |
S1 |
980.00 |
974.50 |
|