E-mini S&P 500 Future June 2009
| Trading Metrics calculated at close of trading on 02-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2009 |
02-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
790.50 |
809.00 |
18.50 |
2.3% |
766.75 |
| High |
810.25 |
842.25 |
32.00 |
3.9% |
830.50 |
| Low |
779.00 |
807.25 |
28.25 |
3.6% |
765.50 |
| Close |
809.25 |
835.50 |
26.25 |
3.2% |
816.00 |
| Range |
31.25 |
35.00 |
3.75 |
12.0% |
65.00 |
| ATR |
30.13 |
30.48 |
0.35 |
1.2% |
0.00 |
| Volume |
2,688,645 |
2,614,278 |
-74,367 |
-2.8% |
13,586,304 |
|
| Daily Pivots for day following 02-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
933.25 |
919.50 |
854.75 |
|
| R3 |
898.25 |
884.50 |
845.00 |
|
| R2 |
863.25 |
863.25 |
842.00 |
|
| R1 |
849.50 |
849.50 |
838.75 |
856.50 |
| PP |
828.25 |
828.25 |
828.25 |
831.75 |
| S1 |
814.50 |
814.50 |
832.25 |
821.50 |
| S2 |
793.25 |
793.25 |
829.00 |
|
| S3 |
758.25 |
779.50 |
826.00 |
|
| S4 |
723.25 |
744.50 |
816.25 |
|
|
| Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
999.00 |
972.50 |
851.75 |
|
| R3 |
934.00 |
907.50 |
834.00 |
|
| R2 |
869.00 |
869.00 |
828.00 |
|
| R1 |
842.50 |
842.50 |
822.00 |
855.75 |
| PP |
804.00 |
804.00 |
804.00 |
810.50 |
| S1 |
777.50 |
777.50 |
810.00 |
790.75 |
| S2 |
739.00 |
739.00 |
804.00 |
|
| S3 |
674.00 |
712.50 |
798.00 |
|
| S4 |
609.00 |
647.50 |
780.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
842.25 |
775.50 |
66.75 |
8.0% |
30.00 |
3.6% |
90% |
True |
False |
2,501,697 |
| 10 |
842.25 |
761.50 |
80.75 |
9.7% |
30.75 |
3.7% |
92% |
True |
False |
2,610,079 |
| 20 |
842.25 |
662.75 |
179.50 |
21.5% |
30.75 |
3.7% |
96% |
True |
False |
2,058,989 |
| 40 |
869.75 |
662.75 |
207.00 |
24.8% |
29.50 |
3.5% |
83% |
False |
False |
1,036,502 |
| 60 |
910.50 |
662.75 |
247.75 |
29.7% |
30.25 |
3.6% |
70% |
False |
False |
693,116 |
| 80 |
939.25 |
662.75 |
276.50 |
33.1% |
28.75 |
3.5% |
62% |
False |
False |
520,056 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
991.00 |
|
2.618 |
934.00 |
|
1.618 |
899.00 |
|
1.000 |
877.25 |
|
0.618 |
864.00 |
|
HIGH |
842.25 |
|
0.618 |
829.00 |
|
0.500 |
824.75 |
|
0.382 |
820.50 |
|
LOW |
807.25 |
|
0.618 |
785.50 |
|
1.000 |
772.25 |
|
1.618 |
750.50 |
|
2.618 |
715.50 |
|
4.250 |
658.50 |
|
|
| Fisher Pivots for day following 02-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
832.00 |
827.25 |
| PP |
828.25 |
819.00 |
| S1 |
824.75 |
810.50 |
|