E-mini S&P 500 Future December 2009
| Trading Metrics calculated at close of trading on 17-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2009 |
17-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
920.25 |
930.25 |
10.00 |
1.1% |
871.50 |
| High |
936.25 |
934.00 |
-2.25 |
-0.2% |
936.25 |
| Low |
917.00 |
924.00 |
7.00 |
0.8% |
861.50 |
| Close |
931.25 |
932.50 |
1.25 |
0.1% |
932.50 |
| Range |
19.25 |
10.00 |
-9.25 |
-48.1% |
74.75 |
| ATR |
18.04 |
17.46 |
-0.57 |
-3.2% |
0.00 |
| Volume |
1,234 |
1,237 |
3 |
0.2% |
9,847 |
|
| Daily Pivots for day following 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
960.25 |
956.25 |
938.00 |
|
| R3 |
950.25 |
946.25 |
935.25 |
|
| R2 |
940.25 |
940.25 |
934.25 |
|
| R1 |
936.25 |
936.25 |
933.50 |
938.25 |
| PP |
930.25 |
930.25 |
930.25 |
931.00 |
| S1 |
926.25 |
926.25 |
931.50 |
928.25 |
| S2 |
920.25 |
920.25 |
930.75 |
|
| S3 |
910.25 |
916.25 |
929.75 |
|
| S4 |
900.25 |
906.25 |
927.00 |
|
|
| Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,134.25 |
1,108.25 |
973.50 |
|
| R3 |
1,059.50 |
1,033.50 |
953.00 |
|
| R2 |
984.75 |
984.75 |
946.25 |
|
| R1 |
958.75 |
958.75 |
939.25 |
971.75 |
| PP |
910.00 |
910.00 |
910.00 |
916.50 |
| S1 |
884.00 |
884.00 |
925.75 |
897.00 |
| S2 |
835.25 |
835.25 |
918.75 |
|
| S3 |
760.50 |
809.25 |
912.00 |
|
| S4 |
685.75 |
734.50 |
891.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
936.25 |
861.50 |
74.75 |
8.0% |
19.50 |
2.1% |
95% |
False |
False |
1,969 |
| 10 |
936.25 |
861.25 |
75.00 |
8.0% |
17.50 |
1.9% |
95% |
False |
False |
2,011 |
| 20 |
936.25 |
861.25 |
75.00 |
8.0% |
17.50 |
1.9% |
95% |
False |
False |
1,880 |
| 40 |
948.00 |
861.25 |
86.75 |
9.3% |
17.00 |
1.8% |
82% |
False |
False |
999 |
| 60 |
948.00 |
833.50 |
114.50 |
12.3% |
17.75 |
1.9% |
86% |
False |
False |
677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
976.50 |
|
2.618 |
960.25 |
|
1.618 |
950.25 |
|
1.000 |
944.00 |
|
0.618 |
940.25 |
|
HIGH |
934.00 |
|
0.618 |
930.25 |
|
0.500 |
929.00 |
|
0.382 |
927.75 |
|
LOW |
924.00 |
|
0.618 |
917.75 |
|
1.000 |
914.00 |
|
1.618 |
907.75 |
|
2.618 |
897.75 |
|
4.250 |
881.50 |
|
|
| Fisher Pivots for day following 17-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
931.25 |
927.75 |
| PP |
930.25 |
922.75 |
| S1 |
929.00 |
918.00 |
|