E-mini S&P 500 Future September 2009
| Trading Metrics calculated at close of trading on 13-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2009 |
13-May-2009 |
Change |
Change % |
Previous Week |
| Open |
904.00 |
904.00 |
0.00 |
0.0% |
874.00 |
| High |
910.50 |
907.00 |
-3.50 |
-0.4% |
924.75 |
| Low |
890.00 |
876.00 |
-14.00 |
-1.6% |
873.50 |
| Close |
902.50 |
881.00 |
-21.50 |
-2.4% |
920.50 |
| Range |
20.50 |
31.00 |
10.50 |
51.2% |
51.25 |
| ATR |
23.67 |
24.20 |
0.52 |
2.2% |
0.00 |
| Volume |
7,077 |
3,944 |
-3,133 |
-44.3% |
26,257 |
|
| Daily Pivots for day following 13-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
981.00 |
962.00 |
898.00 |
|
| R3 |
950.00 |
931.00 |
889.50 |
|
| R2 |
919.00 |
919.00 |
886.75 |
|
| R1 |
900.00 |
900.00 |
883.75 |
894.00 |
| PP |
888.00 |
888.00 |
888.00 |
885.00 |
| S1 |
869.00 |
869.00 |
878.25 |
863.00 |
| S2 |
857.00 |
857.00 |
875.25 |
|
| S3 |
826.00 |
838.00 |
872.50 |
|
| S4 |
795.00 |
807.00 |
864.00 |
|
|
| 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 |
876.00 |
48.75 |
5.5% |
25.25 |
2.9% |
10% |
False |
True |
7,635 |
| 10 |
924.75 |
859.00 |
65.75 |
7.5% |
22.75 |
2.6% |
33% |
False |
False |
5,687 |
| 20 |
924.75 |
819.75 |
105.00 |
11.9% |
23.25 |
2.6% |
58% |
False |
False |
5,416 |
| 40 |
924.75 |
758.25 |
166.50 |
18.9% |
25.00 |
2.8% |
74% |
False |
False |
3,371 |
| 60 |
924.75 |
662.00 |
262.75 |
29.8% |
25.50 |
2.9% |
83% |
False |
False |
2,272 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,038.75 |
|
2.618 |
988.25 |
|
1.618 |
957.25 |
|
1.000 |
938.00 |
|
0.618 |
926.25 |
|
HIGH |
907.00 |
|
0.618 |
895.25 |
|
0.500 |
891.50 |
|
0.382 |
887.75 |
|
LOW |
876.00 |
|
0.618 |
856.75 |
|
1.000 |
845.00 |
|
1.618 |
825.75 |
|
2.618 |
794.75 |
|
4.250 |
744.25 |
|
|
| Fisher Pivots for day following 13-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
891.50 |
899.00 |
| PP |
888.00 |
893.00 |
| S1 |
884.50 |
887.00 |
|