E-mini S&P 500 Future September 2009
| Trading Metrics calculated at close of trading on 23-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2009 |
23-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
762.00 |
769.00 |
7.00 |
0.9% |
804.25 |
| High |
769.25 |
773.75 |
4.50 |
0.6% |
807.25 |
| Low |
752.25 |
732.00 |
-20.25 |
-2.7% |
752.25 |
| Close |
763.25 |
739.00 |
-24.25 |
-3.2% |
763.25 |
| Range |
17.00 |
41.75 |
24.75 |
145.6% |
55.00 |
| ATR |
22.79 |
24.14 |
1.35 |
5.9% |
0.00 |
| Volume |
30 |
9 |
-21 |
-70.0% |
87 |
|
| Daily Pivots for day following 23-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
873.50 |
848.00 |
762.00 |
|
| R3 |
831.75 |
806.25 |
750.50 |
|
| R2 |
790.00 |
790.00 |
746.75 |
|
| R1 |
764.50 |
764.50 |
742.75 |
756.50 |
| PP |
748.25 |
748.25 |
748.25 |
744.25 |
| S1 |
722.75 |
722.75 |
735.25 |
714.50 |
| S2 |
706.50 |
706.50 |
731.25 |
|
| S3 |
664.75 |
681.00 |
727.50 |
|
| S4 |
623.00 |
639.25 |
716.00 |
|
|
| Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
939.25 |
906.25 |
793.50 |
|
| R3 |
884.25 |
851.25 |
778.50 |
|
| R2 |
829.25 |
829.25 |
773.25 |
|
| R1 |
796.25 |
796.25 |
768.25 |
785.25 |
| PP |
774.25 |
774.25 |
774.25 |
768.75 |
| S1 |
741.25 |
741.25 |
758.25 |
730.25 |
| S2 |
719.25 |
719.25 |
753.25 |
|
| S3 |
664.25 |
686.25 |
748.00 |
|
| S4 |
609.25 |
631.25 |
733.00 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
951.25 |
|
2.618 |
883.00 |
|
1.618 |
841.25 |
|
1.000 |
815.50 |
|
0.618 |
799.50 |
|
HIGH |
773.75 |
|
0.618 |
757.75 |
|
0.500 |
753.00 |
|
0.382 |
748.00 |
|
LOW |
732.00 |
|
0.618 |
706.25 |
|
1.000 |
690.25 |
|
1.618 |
664.50 |
|
2.618 |
622.75 |
|
4.250 |
554.50 |
|
|
| Fisher Pivots for day following 23-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
753.00 |
762.50 |
| PP |
748.25 |
754.75 |
| S1 |
743.50 |
747.00 |
|