E-mini S&P 500 Future June 2009
| Trading Metrics calculated at close of trading on 30-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2009 |
30-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
850.25 |
868.50 |
18.25 |
2.1% |
865.50 |
| High |
879.25 |
887.00 |
7.75 |
0.9% |
868.75 |
| Low |
849.25 |
864.50 |
15.25 |
1.8% |
823.00 |
| Close |
869.00 |
870.00 |
1.00 |
0.1% |
866.50 |
| Range |
30.00 |
22.50 |
-7.50 |
-25.0% |
45.75 |
| ATR |
26.10 |
25.84 |
-0.26 |
-1.0% |
0.00 |
| Volume |
2,224,466 |
2,418,138 |
193,672 |
8.7% |
12,206,335 |
|
| Daily Pivots for day following 30-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
941.25 |
928.25 |
882.50 |
|
| R3 |
918.75 |
905.75 |
876.25 |
|
| R2 |
896.25 |
896.25 |
874.00 |
|
| R1 |
883.25 |
883.25 |
872.00 |
889.75 |
| PP |
873.75 |
873.75 |
873.75 |
877.00 |
| S1 |
860.75 |
860.75 |
868.00 |
867.25 |
| S2 |
851.25 |
851.25 |
866.00 |
|
| S3 |
828.75 |
838.25 |
863.75 |
|
| S4 |
806.25 |
815.75 |
857.50 |
|
|
| Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
990.00 |
974.00 |
891.75 |
|
| R3 |
944.25 |
928.25 |
879.00 |
|
| R2 |
898.50 |
898.50 |
875.00 |
|
| R1 |
882.50 |
882.50 |
870.75 |
890.50 |
| PP |
852.75 |
852.75 |
852.75 |
856.75 |
| S1 |
836.75 |
836.75 |
862.25 |
844.75 |
| S2 |
807.00 |
807.00 |
858.00 |
|
| S3 |
761.25 |
791.00 |
854.00 |
|
| S4 |
715.50 |
745.25 |
841.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
887.00 |
838.50 |
48.50 |
5.6% |
24.25 |
2.8% |
65% |
True |
False |
2,400,084 |
| 10 |
887.00 |
823.00 |
64.00 |
7.4% |
24.50 |
2.8% |
73% |
True |
False |
2,430,430 |
| 20 |
887.00 |
802.25 |
84.75 |
9.7% |
24.75 |
2.8% |
80% |
True |
False |
2,325,273 |
| 40 |
887.00 |
662.75 |
224.25 |
25.8% |
27.75 |
3.2% |
92% |
True |
False |
2,127,646 |
| 60 |
887.00 |
662.75 |
224.25 |
25.8% |
28.00 |
3.2% |
92% |
True |
False |
1,422,681 |
| 80 |
910.50 |
662.75 |
247.75 |
28.5% |
28.75 |
3.3% |
84% |
False |
False |
1,068,496 |
| 100 |
939.25 |
662.75 |
276.50 |
31.8% |
28.00 |
3.2% |
75% |
False |
False |
854,957 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
982.50 |
|
2.618 |
946.00 |
|
1.618 |
923.50 |
|
1.000 |
909.50 |
|
0.618 |
901.00 |
|
HIGH |
887.00 |
|
0.618 |
878.50 |
|
0.500 |
875.75 |
|
0.382 |
873.00 |
|
LOW |
864.50 |
|
0.618 |
850.50 |
|
1.000 |
842.00 |
|
1.618 |
828.00 |
|
2.618 |
805.50 |
|
4.250 |
769.00 |
|
|
| Fisher Pivots for day following 30-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
875.75 |
867.50 |
| PP |
873.75 |
865.25 |
| S1 |
872.00 |
862.75 |
|