E-mini S&P 500 Future June 2009
Trading Metrics calculated at close of trading on 08-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2009 |
08-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
927.00 |
900.00 |
-27.00 |
-2.9% |
864.75 |
High |
929.50 |
904.25 |
-25.25 |
-2.7% |
930.50 |
Low |
896.25 |
889.25 |
-7.00 |
-0.8% |
851.00 |
Close |
902.50 |
903.75 |
1.25 |
0.1% |
923.25 |
Range |
33.25 |
15.00 |
-18.25 |
-54.9% |
79.50 |
ATR |
27.82 |
26.90 |
-0.92 |
-3.3% |
0.00 |
Volume |
5,033 |
1,530 |
-3,503 |
-69.6% |
3,908 |
|
Daily Pivots for day following 08-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
944.00 |
939.00 |
912.00 |
|
R3 |
929.00 |
924.00 |
908.00 |
|
R2 |
914.00 |
914.00 |
906.50 |
|
R1 |
909.00 |
909.00 |
905.00 |
911.50 |
PP |
899.00 |
899.00 |
899.00 |
900.50 |
S1 |
894.00 |
894.00 |
902.50 |
896.50 |
S2 |
884.00 |
884.00 |
901.00 |
|
S3 |
869.00 |
879.00 |
899.50 |
|
S4 |
854.00 |
864.00 |
895.50 |
|
|
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 |
968.00 |
2.618 |
943.50 |
1.618 |
928.50 |
1.000 |
919.25 |
0.618 |
913.50 |
HIGH |
904.25 |
0.618 |
898.50 |
0.500 |
896.75 |
0.382 |
895.00 |
LOW |
889.25 |
0.618 |
880.00 |
1.000 |
874.25 |
1.618 |
865.00 |
2.618 |
850.00 |
4.250 |
825.50 |
|
|
Fisher Pivots for day following 08-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
901.50 |
914.25 |
PP |
899.00 |
910.75 |
S1 |
896.75 |
907.25 |
|