E-mini S&P 500 Future June 2009
Trading Metrics calculated at close of trading on 05-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2009 |
05-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
903.50 |
924.00 |
20.50 |
2.3% |
864.75 |
High |
930.50 |
931.50 |
1.00 |
0.1% |
930.50 |
Low |
894.75 |
914.75 |
20.00 |
2.2% |
851.00 |
Close |
923.25 |
925.00 |
1.75 |
0.2% |
923.25 |
Range |
35.75 |
16.75 |
-19.00 |
-53.1% |
79.50 |
ATR |
29.02 |
28.15 |
-0.88 |
-3.0% |
0.00 |
Volume |
2,958 |
1,114 |
-1,844 |
-62.3% |
3,908 |
|
Daily Pivots for day following 05-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
974.00 |
966.25 |
934.25 |
|
R3 |
957.25 |
949.50 |
929.50 |
|
R2 |
940.50 |
940.50 |
928.00 |
|
R1 |
932.75 |
932.75 |
926.50 |
936.50 |
PP |
923.75 |
923.75 |
923.75 |
925.75 |
S1 |
916.00 |
916.00 |
923.50 |
920.00 |
S2 |
907.00 |
907.00 |
922.00 |
|
S3 |
890.25 |
899.25 |
920.50 |
|
S4 |
873.50 |
882.50 |
915.75 |
|
|
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 |
1,002.75 |
2.618 |
975.25 |
1.618 |
958.50 |
1.000 |
948.25 |
0.618 |
941.75 |
HIGH |
931.50 |
0.618 |
925.00 |
0.500 |
923.00 |
0.382 |
921.25 |
LOW |
914.75 |
0.618 |
904.50 |
1.000 |
898.00 |
1.618 |
887.75 |
2.618 |
871.00 |
4.250 |
843.50 |
|
|
Fisher Pivots for day following 05-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
924.50 |
919.25 |
PP |
923.75 |
913.50 |
S1 |
923.00 |
908.00 |
|