E-mini S&P 500 Future December 2009
| Trading Metrics calculated at close of trading on 24-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2009 |
24-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
945.75 |
963.00 |
17.25 |
1.8% |
932.25 |
| High |
972.25 |
974.00 |
1.75 |
0.2% |
974.00 |
| Low |
944.75 |
958.50 |
13.75 |
1.5% |
929.75 |
| Close |
964.50 |
973.50 |
9.00 |
0.9% |
973.50 |
| Range |
27.50 |
15.50 |
-12.00 |
-43.6% |
44.25 |
| ATR |
17.62 |
17.47 |
-0.15 |
-0.9% |
0.00 |
| Volume |
1,710 |
4,199 |
2,489 |
145.6% |
10,116 |
|
| Daily Pivots for day following 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,015.25 |
1,009.75 |
982.00 |
|
| R3 |
999.75 |
994.25 |
977.75 |
|
| R2 |
984.25 |
984.25 |
976.25 |
|
| R1 |
978.75 |
978.75 |
975.00 |
981.50 |
| PP |
968.75 |
968.75 |
968.75 |
970.00 |
| S1 |
963.25 |
963.25 |
972.00 |
966.00 |
| S2 |
953.25 |
953.25 |
970.75 |
|
| S3 |
937.75 |
947.75 |
969.25 |
|
| S4 |
922.25 |
932.25 |
965.00 |
|
|
| Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,091.75 |
1,077.00 |
997.75 |
|
| R3 |
1,047.50 |
1,032.75 |
985.75 |
|
| R2 |
1,003.25 |
1,003.25 |
981.50 |
|
| R1 |
988.50 |
988.50 |
977.50 |
996.00 |
| PP |
959.00 |
959.00 |
959.00 |
962.75 |
| S1 |
944.25 |
944.25 |
969.50 |
951.50 |
| S2 |
914.75 |
914.75 |
965.50 |
|
| S3 |
870.50 |
900.00 |
961.25 |
|
| S4 |
826.25 |
855.75 |
949.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
974.00 |
929.75 |
44.25 |
4.5% |
17.25 |
1.8% |
99% |
True |
False |
2,023 |
| 10 |
974.00 |
861.50 |
112.50 |
11.6% |
18.50 |
1.9% |
100% |
True |
False |
1,996 |
| 20 |
974.00 |
861.25 |
112.75 |
11.6% |
17.00 |
1.8% |
100% |
True |
False |
1,834 |
| 40 |
974.00 |
861.25 |
112.75 |
11.6% |
16.50 |
1.7% |
100% |
True |
False |
1,251 |
| 60 |
974.00 |
857.00 |
117.00 |
12.0% |
17.75 |
1.8% |
100% |
True |
False |
845 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,040.00 |
|
2.618 |
1,014.50 |
|
1.618 |
999.00 |
|
1.000 |
989.50 |
|
0.618 |
983.50 |
|
HIGH |
974.00 |
|
0.618 |
968.00 |
|
0.500 |
966.25 |
|
0.382 |
964.50 |
|
LOW |
958.50 |
|
0.618 |
949.00 |
|
1.000 |
943.00 |
|
1.618 |
933.50 |
|
2.618 |
918.00 |
|
4.250 |
892.50 |
|
|
| Fisher Pivots for day following 24-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
971.00 |
968.00 |
| PP |
968.75 |
962.25 |
| S1 |
966.25 |
956.75 |
|