E-mini S&P 500 Future December 2009
| Trading Metrics calculated at close of trading on 22-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2009 |
22-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
942.00 |
947.00 |
5.00 |
0.5% |
871.50 |
| High |
951.50 |
952.25 |
0.75 |
0.1% |
936.25 |
| Low |
935.50 |
939.50 |
4.00 |
0.4% |
861.50 |
| Close |
949.00 |
945.00 |
-4.00 |
-0.4% |
932.50 |
| Range |
16.00 |
12.75 |
-3.25 |
-20.3% |
74.75 |
| ATR |
17.18 |
16.86 |
-0.32 |
-1.8% |
0.00 |
| Volume |
817 |
1,610 |
793 |
97.1% |
9,847 |
|
| Daily Pivots for day following 22-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
983.75 |
977.25 |
952.00 |
|
| R3 |
971.00 |
964.50 |
948.50 |
|
| R2 |
958.25 |
958.25 |
947.25 |
|
| R1 |
951.75 |
951.75 |
946.25 |
948.50 |
| PP |
945.50 |
945.50 |
945.50 |
944.00 |
| S1 |
939.00 |
939.00 |
943.75 |
936.00 |
| S2 |
932.75 |
932.75 |
942.75 |
|
| S3 |
920.00 |
926.25 |
941.50 |
|
| S4 |
907.25 |
913.50 |
938.00 |
|
|
| 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 |
952.25 |
917.00 |
35.25 |
3.7% |
14.50 |
1.5% |
79% |
True |
False |
1,335 |
| 10 |
952.25 |
861.50 |
90.75 |
9.6% |
16.25 |
1.7% |
92% |
True |
False |
1,921 |
| 20 |
952.25 |
861.25 |
91.00 |
9.6% |
16.75 |
1.8% |
92% |
True |
False |
1,821 |
| 40 |
952.25 |
861.25 |
91.00 |
9.6% |
16.50 |
1.7% |
92% |
True |
False |
1,104 |
| 60 |
952.25 |
857.00 |
95.25 |
10.1% |
17.50 |
1.9% |
92% |
True |
False |
747 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,006.50 |
|
2.618 |
985.75 |
|
1.618 |
973.00 |
|
1.000 |
965.00 |
|
0.618 |
960.25 |
|
HIGH |
952.25 |
|
0.618 |
947.50 |
|
0.500 |
946.00 |
|
0.382 |
944.25 |
|
LOW |
939.50 |
|
0.618 |
931.50 |
|
1.000 |
926.75 |
|
1.618 |
918.75 |
|
2.618 |
906.00 |
|
4.250 |
885.25 |
|
|
| Fisher Pivots for day following 22-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
946.00 |
943.75 |
| PP |
945.50 |
942.25 |
| S1 |
945.25 |
941.00 |
|