E-mini S&P 500 Future June 2009
| Trading Metrics calculated at close of trading on 18-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2009 |
18-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
753.50 |
776.00 |
22.50 |
3.0% |
685.50 |
| High |
777.00 |
800.50 |
23.50 |
3.0% |
758.25 |
| Low |
746.00 |
761.75 |
15.75 |
2.1% |
668.00 |
| Close |
775.25 |
791.50 |
16.25 |
2.1% |
754.50 |
| Range |
31.00 |
38.75 |
7.75 |
25.0% |
90.25 |
| ATR |
29.89 |
30.53 |
0.63 |
2.1% |
0.00 |
| Volume |
2,848,135 |
2,826,223 |
-21,912 |
-0.8% |
3,290,525 |
|
| Daily Pivots for day following 18-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
900.75 |
885.00 |
812.75 |
|
| R3 |
862.00 |
846.25 |
802.25 |
|
| R2 |
823.25 |
823.25 |
798.50 |
|
| R1 |
807.50 |
807.50 |
795.00 |
815.50 |
| PP |
784.50 |
784.50 |
784.50 |
788.50 |
| S1 |
768.75 |
768.75 |
788.00 |
776.50 |
| S2 |
745.75 |
745.75 |
784.50 |
|
| S3 |
707.00 |
730.00 |
780.75 |
|
| S4 |
668.25 |
691.25 |
770.25 |
|
|
| Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
997.75 |
966.25 |
804.25 |
|
| R3 |
907.50 |
876.00 |
779.25 |
|
| R2 |
817.25 |
817.25 |
771.00 |
|
| R1 |
785.75 |
785.75 |
762.75 |
801.50 |
| PP |
727.00 |
727.00 |
727.00 |
734.75 |
| S1 |
695.50 |
695.50 |
746.25 |
711.25 |
| S2 |
636.75 |
636.75 |
738.00 |
|
| S3 |
546.50 |
605.25 |
729.75 |
|
| S4 |
456.25 |
515.00 |
704.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
800.50 |
708.00 |
92.50 |
11.7% |
31.25 |
3.9% |
90% |
True |
False |
2,264,149 |
| 10 |
800.50 |
662.75 |
137.75 |
17.4% |
31.50 |
4.0% |
93% |
True |
False |
1,178,890 |
| 20 |
800.50 |
662.75 |
137.75 |
17.4% |
31.00 |
3.9% |
93% |
True |
False |
599,282 |
| 40 |
871.75 |
662.75 |
209.00 |
26.4% |
29.25 |
3.7% |
62% |
False |
False |
302,539 |
| 60 |
939.25 |
662.75 |
276.50 |
34.9% |
28.25 |
3.6% |
47% |
False |
False |
202,949 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
965.25 |
|
2.618 |
902.00 |
|
1.618 |
863.25 |
|
1.000 |
839.25 |
|
0.618 |
824.50 |
|
HIGH |
800.50 |
|
0.618 |
785.75 |
|
0.500 |
781.00 |
|
0.382 |
776.50 |
|
LOW |
761.75 |
|
0.618 |
737.75 |
|
1.000 |
723.00 |
|
1.618 |
699.00 |
|
2.618 |
660.25 |
|
4.250 |
597.00 |
|
|
| Fisher Pivots for day following 18-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
788.00 |
785.50 |
| PP |
784.50 |
779.25 |
| S1 |
781.00 |
773.25 |
|