E-mini S&P 500 Future September 2009
| Trading Metrics calculated at close of trading on 07-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2009 |
07-May-2009 |
Change |
Change % |
Previous Week |
| Open |
899.00 |
912.25 |
13.25 |
1.5% |
859.00 |
| High |
914.00 |
924.75 |
10.75 |
1.2% |
882.50 |
| Low |
887.50 |
894.25 |
6.75 |
0.8% |
835.25 |
| Close |
913.25 |
903.00 |
-10.25 |
-1.1% |
872.00 |
| Range |
26.50 |
30.50 |
4.00 |
15.1% |
47.25 |
| ATR |
23.77 |
24.25 |
0.48 |
2.0% |
0.00 |
| Volume |
3,917 |
13,444 |
9,527 |
243.2% |
24,148 |
|
| Daily Pivots for day following 07-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
998.75 |
981.50 |
919.75 |
|
| R3 |
968.25 |
951.00 |
911.50 |
|
| R2 |
937.75 |
937.75 |
908.50 |
|
| R1 |
920.50 |
920.50 |
905.75 |
914.00 |
| PP |
907.25 |
907.25 |
907.25 |
904.00 |
| S1 |
890.00 |
890.00 |
900.25 |
883.50 |
| S2 |
876.75 |
876.75 |
897.50 |
|
| S3 |
846.25 |
859.50 |
894.50 |
|
| S4 |
815.75 |
829.00 |
886.25 |
|
|
| Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,005.00 |
985.75 |
898.00 |
|
| R3 |
957.75 |
938.50 |
885.00 |
|
| R2 |
910.50 |
910.50 |
880.75 |
|
| R1 |
891.25 |
891.25 |
876.25 |
901.00 |
| PP |
863.25 |
863.25 |
863.25 |
868.00 |
| S1 |
844.00 |
844.00 |
867.75 |
853.50 |
| S2 |
816.00 |
816.00 |
863.25 |
|
| S3 |
768.75 |
796.75 |
859.00 |
|
| S4 |
721.50 |
749.50 |
846.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
924.75 |
859.00 |
65.75 |
7.3% |
22.00 |
2.4% |
67% |
True |
False |
4,833 |
| 10 |
924.75 |
835.25 |
89.50 |
9.9% |
22.75 |
2.5% |
76% |
True |
False |
5,126 |
| 20 |
924.75 |
818.50 |
106.25 |
11.8% |
23.00 |
2.5% |
80% |
True |
False |
4,479 |
| 40 |
924.75 |
711.00 |
213.75 |
23.7% |
25.25 |
2.8% |
90% |
True |
False |
2,765 |
| 60 |
924.75 |
662.00 |
262.75 |
29.1% |
25.25 |
2.8% |
92% |
True |
False |
1,862 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,054.50 |
|
2.618 |
1,004.50 |
|
1.618 |
974.00 |
|
1.000 |
955.25 |
|
0.618 |
943.50 |
|
HIGH |
924.75 |
|
0.618 |
913.00 |
|
0.500 |
909.50 |
|
0.382 |
906.00 |
|
LOW |
894.25 |
|
0.618 |
875.50 |
|
1.000 |
863.75 |
|
1.618 |
845.00 |
|
2.618 |
814.50 |
|
4.250 |
764.50 |
|
|
| Fisher Pivots for day following 07-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
909.50 |
906.00 |
| PP |
907.25 |
905.00 |
| S1 |
905.25 |
904.00 |
|