E-mini S&P 500 Future June 2009
Trading Metrics calculated at close of trading on 07-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2009 |
07-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
923.00 |
927.00 |
4.00 |
0.4% |
864.75 |
High |
939.25 |
929.50 |
-9.75 |
-1.0% |
930.50 |
Low |
921.50 |
896.25 |
-25.25 |
-2.7% |
851.00 |
Close |
928.00 |
902.50 |
-25.50 |
-2.7% |
923.25 |
Range |
17.75 |
33.25 |
15.50 |
87.3% |
79.50 |
ATR |
27.40 |
27.82 |
0.42 |
1.5% |
0.00 |
Volume |
2,620 |
5,033 |
2,413 |
92.1% |
3,908 |
|
Daily Pivots for day following 07-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,009.25 |
989.00 |
920.75 |
|
R3 |
976.00 |
955.75 |
911.75 |
|
R2 |
942.75 |
942.75 |
908.50 |
|
R1 |
922.50 |
922.50 |
905.50 |
916.00 |
PP |
909.50 |
909.50 |
909.50 |
906.00 |
S1 |
889.25 |
889.25 |
899.50 |
882.75 |
S2 |
876.25 |
876.25 |
896.50 |
|
S3 |
843.00 |
856.00 |
893.25 |
|
S4 |
809.75 |
822.75 |
884.25 |
|
|
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 |
1,070.75 |
2.618 |
1,016.50 |
1.618 |
983.25 |
1.000 |
962.75 |
0.618 |
950.00 |
HIGH |
929.50 |
0.618 |
916.75 |
0.500 |
913.00 |
0.382 |
909.00 |
LOW |
896.25 |
0.618 |
875.75 |
1.000 |
863.00 |
1.618 |
842.50 |
2.618 |
809.25 |
4.250 |
755.00 |
|
|
Fisher Pivots for day following 07-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
913.00 |
917.75 |
PP |
909.50 |
912.75 |
S1 |
906.00 |
907.50 |
|