E-mini S&P 500 Future June 2009
| Trading Metrics calculated at close of trading on 04-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2009 |
04-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
701.75 |
686.25 |
-15.50 |
-2.2% |
765.25 |
| High |
711.50 |
720.50 |
9.00 |
1.3% |
782.50 |
| Low |
686.00 |
678.75 |
-7.25 |
-1.1% |
727.50 |
| Close |
686.25 |
705.25 |
19.00 |
2.8% |
731.00 |
| Range |
25.50 |
41.75 |
16.25 |
63.7% |
55.00 |
| ATR |
28.49 |
29.44 |
0.95 |
3.3% |
0.00 |
| Volume |
21,156 |
46,610 |
25,454 |
120.3% |
94,408 |
|
| Daily Pivots for day following 04-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
826.75 |
807.75 |
728.25 |
|
| R3 |
785.00 |
766.00 |
716.75 |
|
| R2 |
743.25 |
743.25 |
713.00 |
|
| R1 |
724.25 |
724.25 |
709.00 |
733.75 |
| PP |
701.50 |
701.50 |
701.50 |
706.25 |
| S1 |
682.50 |
682.50 |
701.50 |
692.00 |
| S2 |
659.75 |
659.75 |
697.50 |
|
| S3 |
618.00 |
640.75 |
693.75 |
|
| S4 |
576.25 |
599.00 |
682.25 |
|
|
| Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
912.00 |
876.50 |
761.25 |
|
| R3 |
857.00 |
821.50 |
746.00 |
|
| R2 |
802.00 |
802.00 |
741.00 |
|
| R1 |
766.50 |
766.50 |
736.00 |
756.75 |
| PP |
747.00 |
747.00 |
747.00 |
742.00 |
| S1 |
711.50 |
711.50 |
726.00 |
701.75 |
| S2 |
692.00 |
692.00 |
721.00 |
|
| S3 |
637.00 |
656.50 |
716.00 |
|
| S4 |
582.00 |
601.50 |
700.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
775.25 |
678.75 |
96.50 |
13.7% |
30.75 |
4.4% |
27% |
False |
True |
26,558 |
| 10 |
793.50 |
678.75 |
114.75 |
16.3% |
30.50 |
4.3% |
23% |
False |
True |
19,674 |
| 20 |
869.75 |
678.75 |
191.00 |
27.1% |
28.25 |
4.0% |
14% |
False |
True |
12,749 |
| 40 |
910.50 |
678.75 |
231.75 |
32.9% |
29.50 |
4.2% |
11% |
False |
True |
9,345 |
| 60 |
939.25 |
678.75 |
260.50 |
36.9% |
28.00 |
4.0% |
10% |
False |
True |
6,497 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
898.00 |
|
2.618 |
829.75 |
|
1.618 |
788.00 |
|
1.000 |
762.25 |
|
0.618 |
746.25 |
|
HIGH |
720.50 |
|
0.618 |
704.50 |
|
0.500 |
699.50 |
|
0.382 |
694.75 |
|
LOW |
678.75 |
|
0.618 |
653.00 |
|
1.000 |
637.00 |
|
1.618 |
611.25 |
|
2.618 |
569.50 |
|
4.250 |
501.25 |
|
|
| Fisher Pivots for day following 04-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
703.50 |
705.00 |
| PP |
701.50 |
704.50 |
| S1 |
699.50 |
704.25 |
|