E-mini S&P 500 Future June 2009
| Trading Metrics calculated at close of trading on 17-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2009 |
17-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
848.50 |
861.50 |
13.00 |
1.5% |
848.75 |
| High |
867.00 |
872.00 |
5.00 |
0.6% |
872.00 |
| Low |
840.25 |
853.75 |
13.50 |
1.6% |
831.50 |
| Close |
861.50 |
866.75 |
5.25 |
0.6% |
866.75 |
| Range |
26.75 |
18.25 |
-8.50 |
-31.8% |
40.50 |
| ATR |
27.25 |
26.61 |
-0.64 |
-2.4% |
0.00 |
| Volume |
2,175,733 |
2,587,100 |
411,367 |
18.9% |
10,831,289 |
|
| Daily Pivots for day following 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
919.00 |
911.00 |
876.75 |
|
| R3 |
900.75 |
892.75 |
871.75 |
|
| R2 |
882.50 |
882.50 |
870.00 |
|
| R1 |
874.50 |
874.50 |
868.50 |
878.50 |
| PP |
864.25 |
864.25 |
864.25 |
866.00 |
| S1 |
856.25 |
856.25 |
865.00 |
860.25 |
| S2 |
846.00 |
846.00 |
863.50 |
|
| S3 |
827.75 |
838.00 |
861.75 |
|
| S4 |
809.50 |
819.75 |
856.75 |
|
|
| Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
978.25 |
963.00 |
889.00 |
|
| R3 |
937.75 |
922.50 |
878.00 |
|
| R2 |
897.25 |
897.25 |
874.25 |
|
| R1 |
882.00 |
882.00 |
870.50 |
889.50 |
| PP |
856.75 |
856.75 |
856.75 |
860.50 |
| S1 |
841.50 |
841.50 |
863.00 |
849.00 |
| S2 |
816.25 |
816.25 |
859.25 |
|
| S3 |
775.75 |
801.00 |
855.50 |
|
| S4 |
735.25 |
760.50 |
844.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
872.00 |
831.50 |
40.50 |
4.7% |
21.00 |
2.4% |
87% |
True |
False |
2,166,257 |
| 10 |
872.00 |
802.25 |
69.75 |
8.0% |
23.50 |
2.7% |
92% |
True |
False |
2,217,398 |
| 20 |
872.00 |
761.50 |
110.50 |
12.7% |
27.00 |
3.1% |
95% |
True |
False |
2,413,739 |
| 40 |
872.00 |
662.75 |
209.25 |
24.1% |
29.25 |
3.4% |
97% |
True |
False |
1,589,460 |
| 60 |
872.00 |
662.75 |
209.25 |
24.1% |
28.25 |
3.3% |
97% |
True |
False |
1,061,517 |
| 80 |
939.25 |
662.75 |
276.50 |
31.9% |
28.00 |
3.2% |
74% |
False |
False |
797,199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
949.50 |
|
2.618 |
919.75 |
|
1.618 |
901.50 |
|
1.000 |
890.25 |
|
0.618 |
883.25 |
|
HIGH |
872.00 |
|
0.618 |
865.00 |
|
0.500 |
863.00 |
|
0.382 |
860.75 |
|
LOW |
853.75 |
|
0.618 |
842.50 |
|
1.000 |
835.50 |
|
1.618 |
824.25 |
|
2.618 |
806.00 |
|
4.250 |
776.25 |
|
|
| Fisher Pivots for day following 17-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
865.50 |
861.75 |
| PP |
864.25 |
856.75 |
| S1 |
863.00 |
851.75 |
|