E-mini S&P 500 Future September 2009
| Trading Metrics calculated at close of trading on 11-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2009 |
11-May-2009 |
Change |
Change % |
Previous Week |
| Open |
903.50 |
921.75 |
18.25 |
2.0% |
874.00 |
| High |
923.00 |
921.75 |
-1.25 |
-0.1% |
924.75 |
| Low |
899.50 |
901.50 |
2.00 |
0.2% |
873.50 |
| Close |
920.50 |
904.75 |
-15.75 |
-1.7% |
920.50 |
| Range |
23.50 |
20.25 |
-3.25 |
-13.8% |
51.25 |
| ATR |
24.20 |
23.92 |
-0.28 |
-1.2% |
0.00 |
| Volume |
4,310 |
9,400 |
5,090 |
118.1% |
26,257 |
|
| Daily Pivots for day following 11-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
970.00 |
957.75 |
916.00 |
|
| R3 |
949.75 |
937.50 |
910.25 |
|
| R2 |
929.50 |
929.50 |
908.50 |
|
| R1 |
917.25 |
917.25 |
906.50 |
913.25 |
| PP |
909.25 |
909.25 |
909.25 |
907.50 |
| S1 |
897.00 |
897.00 |
903.00 |
893.00 |
| S2 |
889.00 |
889.00 |
901.00 |
|
| S3 |
868.75 |
876.75 |
899.25 |
|
| S4 |
848.50 |
856.50 |
893.50 |
|
|
| Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,060.00 |
1,041.50 |
948.75 |
|
| R3 |
1,008.75 |
990.25 |
934.50 |
|
| R2 |
957.50 |
957.50 |
930.00 |
|
| R1 |
939.00 |
939.00 |
925.25 |
948.25 |
| PP |
906.25 |
906.25 |
906.25 |
911.00 |
| S1 |
887.75 |
887.75 |
915.75 |
897.00 |
| S2 |
855.00 |
855.00 |
911.00 |
|
| S3 |
803.75 |
836.50 |
906.50 |
|
| S4 |
752.50 |
785.25 |
892.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
924.75 |
887.50 |
37.25 |
4.1% |
22.25 |
2.5% |
46% |
False |
False |
6,835 |
| 10 |
924.75 |
835.25 |
89.50 |
9.9% |
22.75 |
2.5% |
78% |
False |
False |
5,663 |
| 20 |
924.75 |
819.75 |
105.00 |
11.6% |
22.50 |
2.5% |
81% |
False |
False |
4,997 |
| 40 |
924.75 |
745.25 |
179.50 |
19.8% |
25.00 |
2.8% |
89% |
False |
False |
3,106 |
| 60 |
924.75 |
662.00 |
262.75 |
29.0% |
25.50 |
2.8% |
92% |
False |
False |
2,090 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,007.75 |
|
2.618 |
974.75 |
|
1.618 |
954.50 |
|
1.000 |
942.00 |
|
0.618 |
934.25 |
|
HIGH |
921.75 |
|
0.618 |
914.00 |
|
0.500 |
911.50 |
|
0.382 |
909.25 |
|
LOW |
901.50 |
|
0.618 |
889.00 |
|
1.000 |
881.25 |
|
1.618 |
868.75 |
|
2.618 |
848.50 |
|
4.250 |
815.50 |
|
|
| Fisher Pivots for day following 11-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
911.50 |
909.50 |
| PP |
909.25 |
908.00 |
| S1 |
907.00 |
906.25 |
|