E-mini S&P 500 Future June 2009
| Trading Metrics calculated at close of trading on 06-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2009 |
06-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
924.00 |
923.00 |
-1.00 |
-0.1% |
864.75 |
| High |
931.50 |
939.25 |
7.75 |
0.8% |
930.50 |
| Low |
914.75 |
921.50 |
6.75 |
0.7% |
851.00 |
| Close |
925.00 |
928.00 |
3.00 |
0.3% |
923.25 |
| Range |
16.75 |
17.75 |
1.00 |
6.0% |
79.50 |
| ATR |
28.15 |
27.40 |
-0.74 |
-2.6% |
0.00 |
| Volume |
1,114 |
2,620 |
1,506 |
135.2% |
3,908 |
|
| Daily Pivots for day following 06-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
982.75 |
973.25 |
937.75 |
|
| R3 |
965.00 |
955.50 |
933.00 |
|
| R2 |
947.25 |
947.25 |
931.25 |
|
| R1 |
937.75 |
937.75 |
929.75 |
942.50 |
| PP |
929.50 |
929.50 |
929.50 |
932.00 |
| S1 |
920.00 |
920.00 |
926.25 |
924.75 |
| S2 |
911.75 |
911.75 |
924.75 |
|
| S3 |
894.00 |
902.25 |
923.00 |
|
| S4 |
876.25 |
884.50 |
918.25 |
|
|
| 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 |
1,014.75 |
|
2.618 |
985.75 |
|
1.618 |
968.00 |
|
1.000 |
957.00 |
|
0.618 |
950.25 |
|
HIGH |
939.25 |
|
0.618 |
932.50 |
|
0.500 |
930.50 |
|
0.382 |
928.25 |
|
LOW |
921.50 |
|
0.618 |
910.50 |
|
1.000 |
903.75 |
|
1.618 |
892.75 |
|
2.618 |
875.00 |
|
4.250 |
846.00 |
|
|
| Fisher Pivots for day following 06-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
930.50 |
924.25 |
| PP |
929.50 |
920.75 |
| S1 |
928.75 |
917.00 |
|