E-mini S&P 500 Future June 2009
| Trading Metrics calculated at close of trading on 03-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2009 |
03-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
809.00 |
835.25 |
26.25 |
3.2% |
812.50 |
| High |
842.25 |
844.50 |
2.25 |
0.3% |
844.50 |
| Low |
807.25 |
822.75 |
15.50 |
1.9% |
775.50 |
| Close |
835.50 |
840.50 |
5.00 |
0.6% |
840.50 |
| Range |
35.00 |
21.75 |
-13.25 |
-37.9% |
69.00 |
| ATR |
30.48 |
29.85 |
-0.62 |
-2.0% |
0.00 |
| Volume |
2,614,278 |
2,984,901 |
370,623 |
14.2% |
12,760,199 |
|
| Daily Pivots for day following 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
901.25 |
892.50 |
852.50 |
|
| R3 |
879.50 |
870.75 |
846.50 |
|
| R2 |
857.75 |
857.75 |
844.50 |
|
| R1 |
849.00 |
849.00 |
842.50 |
853.50 |
| PP |
836.00 |
836.00 |
836.00 |
838.00 |
| S1 |
827.25 |
827.25 |
838.50 |
831.50 |
| S2 |
814.25 |
814.25 |
836.50 |
|
| S3 |
792.50 |
805.50 |
834.50 |
|
| S4 |
770.75 |
783.75 |
828.50 |
|
|
| Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,027.25 |
1,002.75 |
878.50 |
|
| R3 |
958.25 |
933.75 |
859.50 |
|
| R2 |
889.25 |
889.25 |
853.25 |
|
| R1 |
864.75 |
864.75 |
846.75 |
877.00 |
| PP |
820.25 |
820.25 |
820.25 |
826.25 |
| S1 |
795.75 |
795.75 |
834.25 |
808.00 |
| S2 |
751.25 |
751.25 |
827.75 |
|
| S3 |
682.25 |
726.75 |
821.50 |
|
| S4 |
613.25 |
657.75 |
802.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
844.50 |
775.50 |
69.00 |
8.2% |
30.25 |
3.6% |
94% |
True |
False |
2,552,039 |
| 10 |
844.50 |
765.50 |
79.00 |
9.4% |
30.50 |
3.6% |
95% |
True |
False |
2,634,650 |
| 20 |
844.50 |
668.00 |
176.50 |
21.0% |
30.00 |
3.6% |
98% |
True |
False |
2,204,550 |
| 40 |
869.75 |
662.75 |
207.00 |
24.6% |
29.25 |
3.5% |
86% |
False |
False |
1,111,064 |
| 60 |
884.75 |
662.75 |
222.00 |
26.4% |
30.25 |
3.6% |
80% |
False |
False |
742,781 |
| 80 |
939.25 |
662.75 |
276.50 |
32.9% |
29.25 |
3.5% |
64% |
False |
False |
557,366 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
937.00 |
|
2.618 |
901.50 |
|
1.618 |
879.75 |
|
1.000 |
866.25 |
|
0.618 |
858.00 |
|
HIGH |
844.50 |
|
0.618 |
836.25 |
|
0.500 |
833.50 |
|
0.382 |
831.00 |
|
LOW |
822.75 |
|
0.618 |
809.25 |
|
1.000 |
801.00 |
|
1.618 |
787.50 |
|
2.618 |
765.75 |
|
4.250 |
730.25 |
|
|
| Fisher Pivots for day following 03-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
838.25 |
831.00 |
| PP |
836.00 |
821.25 |
| S1 |
833.50 |
811.75 |
|