E-mini S&P 500 Future December 2009
| Trading Metrics calculated at close of trading on 10-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2009 |
10-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
869.25 |
874.00 |
4.75 |
0.5% |
886.25 |
| High |
879.75 |
875.50 |
-4.25 |
-0.5% |
893.75 |
| Low |
869.25 |
864.75 |
-4.50 |
-0.5% |
861.25 |
| Close |
874.50 |
869.75 |
-4.75 |
-0.5% |
869.75 |
| Range |
10.50 |
10.75 |
0.25 |
2.4% |
32.50 |
| ATR |
16.93 |
16.49 |
-0.44 |
-2.6% |
0.00 |
| Volume |
1,922 |
3,236 |
1,314 |
68.4% |
10,265 |
|
| Daily Pivots for day following 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
902.25 |
896.75 |
875.75 |
|
| R3 |
891.50 |
886.00 |
872.75 |
|
| R2 |
880.75 |
880.75 |
871.75 |
|
| R1 |
875.25 |
875.25 |
870.75 |
872.50 |
| PP |
870.00 |
870.00 |
870.00 |
868.75 |
| S1 |
864.50 |
864.50 |
868.75 |
862.00 |
| S2 |
859.25 |
859.25 |
867.75 |
|
| S3 |
848.50 |
853.75 |
866.75 |
|
| S4 |
837.75 |
843.00 |
863.75 |
|
|
| Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
972.50 |
953.50 |
887.50 |
|
| R3 |
940.00 |
921.00 |
878.75 |
|
| R2 |
907.50 |
907.50 |
875.75 |
|
| R1 |
888.50 |
888.50 |
872.75 |
881.75 |
| PP |
875.00 |
875.00 |
875.00 |
871.50 |
| S1 |
856.00 |
856.00 |
866.75 |
849.25 |
| S2 |
842.50 |
842.50 |
863.75 |
|
| S3 |
810.00 |
823.50 |
860.75 |
|
| S4 |
777.50 |
791.00 |
852.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
893.75 |
861.25 |
32.50 |
3.7% |
15.25 |
1.7% |
26% |
False |
False |
2,053 |
| 10 |
924.00 |
861.25 |
62.75 |
7.2% |
15.75 |
1.8% |
14% |
False |
False |
1,671 |
| 20 |
932.00 |
861.25 |
70.75 |
8.1% |
16.50 |
1.9% |
12% |
False |
False |
1,427 |
| 40 |
948.00 |
861.25 |
86.75 |
10.0% |
17.25 |
2.0% |
10% |
False |
False |
763 |
| 60 |
948.00 |
816.50 |
131.50 |
15.1% |
17.25 |
2.0% |
40% |
False |
False |
514 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
921.25 |
|
2.618 |
903.75 |
|
1.618 |
893.00 |
|
1.000 |
886.25 |
|
0.618 |
882.25 |
|
HIGH |
875.50 |
|
0.618 |
871.50 |
|
0.500 |
870.00 |
|
0.382 |
868.75 |
|
LOW |
864.75 |
|
0.618 |
858.00 |
|
1.000 |
854.00 |
|
1.618 |
847.25 |
|
2.618 |
836.50 |
|
4.250 |
819.00 |
|
|
| Fisher Pivots for day following 10-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
870.00 |
870.50 |
| PP |
870.00 |
870.25 |
| S1 |
870.00 |
870.00 |
|