E-mini S&P 500 Future September 2009
| Trading Metrics calculated at close of trading on 12-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2009 |
12-May-2009 |
Change |
Change % |
Previous Week |
| Open |
921.75 |
904.00 |
-17.75 |
-1.9% |
874.00 |
| High |
921.75 |
910.50 |
-11.25 |
-1.2% |
924.75 |
| Low |
901.50 |
890.00 |
-11.50 |
-1.3% |
873.50 |
| Close |
904.75 |
902.50 |
-2.25 |
-0.2% |
920.50 |
| Range |
20.25 |
20.50 |
0.25 |
1.2% |
51.25 |
| ATR |
23.92 |
23.67 |
-0.24 |
-1.0% |
0.00 |
| Volume |
9,400 |
7,077 |
-2,323 |
-24.7% |
26,257 |
|
| Daily Pivots for day following 12-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
962.50 |
953.00 |
913.75 |
|
| R3 |
942.00 |
932.50 |
908.25 |
|
| R2 |
921.50 |
921.50 |
906.25 |
|
| R1 |
912.00 |
912.00 |
904.50 |
906.50 |
| PP |
901.00 |
901.00 |
901.00 |
898.25 |
| S1 |
891.50 |
891.50 |
900.50 |
886.00 |
| S2 |
880.50 |
880.50 |
898.75 |
|
| S3 |
860.00 |
871.00 |
896.75 |
|
| S4 |
839.50 |
850.50 |
891.25 |
|
|
| Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,060.00 |
1,041.50 |
948.75 |
|
| R3 |
1,008.75 |
990.25 |
934.50 |
|
| R2 |
957.50 |
957.50 |
930.00 |
|
| R1 |
939.00 |
939.00 |
925.25 |
948.25 |
| PP |
906.25 |
906.25 |
906.25 |
911.00 |
| S1 |
887.75 |
887.75 |
915.75 |
897.00 |
| S2 |
855.00 |
855.00 |
911.00 |
|
| S3 |
803.75 |
836.50 |
906.50 |
|
| S4 |
752.50 |
785.25 |
892.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
924.75 |
887.50 |
37.25 |
4.1% |
24.25 |
2.7% |
40% |
False |
False |
7,629 |
| 10 |
924.75 |
846.00 |
78.75 |
8.7% |
22.50 |
2.5% |
72% |
False |
False |
5,886 |
| 20 |
924.75 |
819.75 |
105.00 |
11.6% |
22.50 |
2.5% |
79% |
False |
False |
5,279 |
| 40 |
924.75 |
745.25 |
179.50 |
19.9% |
25.00 |
2.8% |
88% |
False |
False |
3,281 |
| 60 |
924.75 |
662.00 |
262.75 |
29.1% |
25.50 |
2.8% |
92% |
False |
False |
2,207 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
997.50 |
|
2.618 |
964.25 |
|
1.618 |
943.75 |
|
1.000 |
931.00 |
|
0.618 |
923.25 |
|
HIGH |
910.50 |
|
0.618 |
902.75 |
|
0.500 |
900.25 |
|
0.382 |
897.75 |
|
LOW |
890.00 |
|
0.618 |
877.25 |
|
1.000 |
869.50 |
|
1.618 |
856.75 |
|
2.618 |
836.25 |
|
4.250 |
803.00 |
|
|
| Fisher Pivots for day following 12-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
901.75 |
906.50 |
| PP |
901.00 |
905.25 |
| S1 |
900.25 |
903.75 |
|