E-mini S&P 500 Future December 2009
| Trading Metrics calculated at close of trading on 13-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2009 |
13-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
874.00 |
871.50 |
-2.50 |
-0.3% |
886.25 |
| High |
875.50 |
893.00 |
17.50 |
2.0% |
893.75 |
| Low |
864.75 |
861.50 |
-3.25 |
-0.4% |
861.25 |
| Close |
869.75 |
891.25 |
21.50 |
2.5% |
869.75 |
| Range |
10.75 |
31.50 |
20.75 |
193.0% |
32.50 |
| ATR |
16.49 |
17.56 |
1.07 |
6.5% |
0.00 |
| Volume |
3,236 |
2,215 |
-1,021 |
-31.6% |
10,265 |
|
| Daily Pivots for day following 13-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
976.50 |
965.25 |
908.50 |
|
| R3 |
945.00 |
933.75 |
900.00 |
|
| R2 |
913.50 |
913.50 |
897.00 |
|
| R1 |
902.25 |
902.25 |
894.25 |
908.00 |
| PP |
882.00 |
882.00 |
882.00 |
884.75 |
| S1 |
870.75 |
870.75 |
888.25 |
876.50 |
| S2 |
850.50 |
850.50 |
885.50 |
|
| S3 |
819.00 |
839.25 |
882.50 |
|
| S4 |
787.50 |
807.75 |
874.00 |
|
|
| 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 |
3.6% |
18.50 |
2.1% |
92% |
False |
False |
2,159 |
| 10 |
924.00 |
861.25 |
62.75 |
7.0% |
17.25 |
1.9% |
48% |
False |
False |
1,773 |
| 20 |
924.00 |
861.25 |
62.75 |
7.0% |
17.00 |
1.9% |
48% |
False |
False |
1,516 |
| 40 |
948.00 |
861.25 |
86.75 |
9.7% |
17.25 |
1.9% |
35% |
False |
False |
818 |
| 60 |
948.00 |
816.50 |
131.50 |
14.8% |
17.75 |
2.0% |
57% |
False |
False |
551 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,027.00 |
|
2.618 |
975.50 |
|
1.618 |
944.00 |
|
1.000 |
924.50 |
|
0.618 |
912.50 |
|
HIGH |
893.00 |
|
0.618 |
881.00 |
|
0.500 |
877.25 |
|
0.382 |
873.50 |
|
LOW |
861.50 |
|
0.618 |
842.00 |
|
1.000 |
830.00 |
|
1.618 |
810.50 |
|
2.618 |
779.00 |
|
4.250 |
727.50 |
|
|
| Fisher Pivots for day following 13-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
886.50 |
886.50 |
| PP |
882.00 |
882.00 |
| S1 |
877.25 |
877.25 |
|