E-mini S&P 500 Future June 2009
| Trading Metrics calculated at close of trading on 06-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2009 |
06-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
835.25 |
840.00 |
4.75 |
0.6% |
812.50 |
| High |
844.50 |
848.00 |
3.50 |
0.4% |
844.50 |
| Low |
822.75 |
818.75 |
-4.00 |
-0.5% |
775.50 |
| Close |
840.50 |
830.50 |
-10.00 |
-1.2% |
840.50 |
| Range |
21.75 |
29.25 |
7.50 |
34.5% |
69.00 |
| ATR |
29.85 |
29.81 |
-0.04 |
-0.1% |
0.00 |
| Volume |
2,984,901 |
2,171,655 |
-813,246 |
-27.2% |
12,760,199 |
|
| Daily Pivots for day following 06-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
920.25 |
904.50 |
846.50 |
|
| R3 |
891.00 |
875.25 |
838.50 |
|
| R2 |
861.75 |
861.75 |
835.75 |
|
| R1 |
846.00 |
846.00 |
833.25 |
839.25 |
| PP |
832.50 |
832.50 |
832.50 |
829.00 |
| S1 |
816.75 |
816.75 |
827.75 |
810.00 |
| S2 |
803.25 |
803.25 |
825.25 |
|
| S3 |
774.00 |
787.50 |
822.50 |
|
| S4 |
744.75 |
758.25 |
814.50 |
|
|
| 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 |
848.00 |
779.00 |
69.00 |
8.3% |
28.00 |
3.4% |
75% |
True |
False |
2,544,279 |
| 10 |
848.00 |
775.50 |
72.50 |
8.7% |
28.00 |
3.4% |
76% |
True |
False |
2,613,276 |
| 20 |
848.00 |
670.25 |
177.75 |
21.4% |
30.25 |
3.7% |
90% |
True |
False |
2,307,830 |
| 40 |
862.50 |
662.75 |
199.75 |
24.1% |
29.50 |
3.6% |
84% |
False |
False |
1,165,222 |
| 60 |
871.75 |
662.75 |
209.00 |
25.2% |
30.25 |
3.6% |
80% |
False |
False |
778,907 |
| 80 |
939.25 |
662.75 |
276.50 |
33.3% |
29.00 |
3.5% |
61% |
False |
False |
584,512 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
972.25 |
|
2.618 |
924.50 |
|
1.618 |
895.25 |
|
1.000 |
877.25 |
|
0.618 |
866.00 |
|
HIGH |
848.00 |
|
0.618 |
836.75 |
|
0.500 |
833.50 |
|
0.382 |
830.00 |
|
LOW |
818.75 |
|
0.618 |
800.75 |
|
1.000 |
789.50 |
|
1.618 |
771.50 |
|
2.618 |
742.25 |
|
4.250 |
694.50 |
|
|
| Fisher Pivots for day following 06-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
833.50 |
829.50 |
| PP |
832.50 |
828.50 |
| S1 |
831.50 |
827.50 |
|