E-mini S&P 500 Future June 2009
| Trading Metrics calculated at close of trading on 02-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2008 |
02-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
889.00 |
903.50 |
14.50 |
1.6% |
864.75 |
| High |
905.25 |
930.50 |
25.25 |
2.8% |
930.50 |
| Low |
884.25 |
894.75 |
10.50 |
1.2% |
851.00 |
| Close |
897.50 |
923.25 |
25.75 |
2.9% |
923.25 |
| Range |
21.00 |
35.75 |
14.75 |
70.2% |
79.50 |
| ATR |
28.50 |
29.02 |
0.52 |
1.8% |
0.00 |
| Volume |
471 |
2,958 |
2,487 |
528.0% |
3,908 |
|
| Daily Pivots for day following 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,023.50 |
1,009.00 |
943.00 |
|
| R3 |
987.75 |
973.25 |
933.00 |
|
| R2 |
952.00 |
952.00 |
929.75 |
|
| R1 |
937.50 |
937.50 |
926.50 |
944.75 |
| PP |
916.25 |
916.25 |
916.25 |
919.75 |
| S1 |
901.75 |
901.75 |
920.00 |
909.00 |
| S2 |
880.50 |
880.50 |
916.75 |
|
| S3 |
844.75 |
866.00 |
913.50 |
|
| S4 |
809.00 |
830.25 |
903.50 |
|
|
| Weekly Pivots for week ending 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,140.00 |
1,111.25 |
967.00 |
|
| R3 |
1,060.50 |
1,031.75 |
945.00 |
|
| R2 |
981.00 |
981.00 |
937.75 |
|
| R1 |
952.25 |
952.25 |
930.50 |
966.50 |
| PP |
901.50 |
901.50 |
901.50 |
908.75 |
| S1 |
872.75 |
872.75 |
916.00 |
887.00 |
| S2 |
822.00 |
822.00 |
908.75 |
|
| S3 |
742.50 |
793.25 |
901.50 |
|
| S4 |
663.00 |
713.75 |
879.50 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,082.50 |
|
2.618 |
1,024.00 |
|
1.618 |
988.25 |
|
1.000 |
966.25 |
|
0.618 |
952.50 |
|
HIGH |
930.50 |
|
0.618 |
916.75 |
|
0.500 |
912.50 |
|
0.382 |
908.50 |
|
LOW |
894.75 |
|
0.618 |
872.75 |
|
1.000 |
859.00 |
|
1.618 |
837.00 |
|
2.618 |
801.25 |
|
4.250 |
742.75 |
|
|
| Fisher Pivots for day following 02-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
919.75 |
915.00 |
| PP |
916.25 |
906.75 |
| S1 |
912.50 |
898.50 |
|