E-mini S&P 500 Future December 2009
| Trading Metrics calculated at close of trading on 14-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2009 |
14-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
871.50 |
891.75 |
20.25 |
2.3% |
886.25 |
| High |
893.00 |
899.25 |
6.25 |
0.7% |
893.75 |
| Low |
861.50 |
888.50 |
27.00 |
3.1% |
861.25 |
| Close |
891.25 |
897.00 |
5.75 |
0.6% |
869.75 |
| Range |
31.50 |
10.75 |
-20.75 |
-65.9% |
32.50 |
| ATR |
17.56 |
17.07 |
-0.49 |
-2.8% |
0.00 |
| Volume |
2,215 |
4,182 |
1,967 |
88.8% |
10,265 |
|
| Daily Pivots for day following 14-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
927.25 |
922.75 |
903.00 |
|
| R3 |
916.50 |
912.00 |
900.00 |
|
| R2 |
905.75 |
905.75 |
899.00 |
|
| R1 |
901.25 |
901.25 |
898.00 |
903.50 |
| PP |
895.00 |
895.00 |
895.00 |
896.00 |
| S1 |
890.50 |
890.50 |
896.00 |
892.75 |
| S2 |
884.25 |
884.25 |
895.00 |
|
| S3 |
873.50 |
879.75 |
894.00 |
|
| S4 |
862.75 |
869.00 |
891.00 |
|
|
| 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 |
899.25 |
861.25 |
38.00 |
4.2% |
16.25 |
1.8% |
94% |
True |
False |
2,778 |
| 10 |
924.00 |
861.25 |
62.75 |
7.0% |
16.50 |
1.9% |
57% |
False |
False |
2,098 |
| 20 |
924.00 |
861.25 |
62.75 |
7.0% |
17.00 |
1.9% |
57% |
False |
False |
1,721 |
| 40 |
948.00 |
861.25 |
86.75 |
9.7% |
16.75 |
1.9% |
41% |
False |
False |
922 |
| 60 |
948.00 |
816.50 |
131.50 |
14.7% |
17.50 |
2.0% |
61% |
False |
False |
620 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
945.00 |
|
2.618 |
927.50 |
|
1.618 |
916.75 |
|
1.000 |
910.00 |
|
0.618 |
906.00 |
|
HIGH |
899.25 |
|
0.618 |
895.25 |
|
0.500 |
894.00 |
|
0.382 |
892.50 |
|
LOW |
888.50 |
|
0.618 |
881.75 |
|
1.000 |
877.75 |
|
1.618 |
871.00 |
|
2.618 |
860.25 |
|
4.250 |
842.75 |
|
|
| Fisher Pivots for day following 14-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
896.00 |
891.50 |
| PP |
895.00 |
886.00 |
| S1 |
894.00 |
880.50 |
|