E-mini S&P 500 Future June 2009
Trading Metrics calculated at close of trading on 09-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2009 |
09-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
900.00 |
903.00 |
3.00 |
0.3% |
924.00 |
High |
904.25 |
910.50 |
6.25 |
0.7% |
939.25 |
Low |
889.25 |
880.00 |
-9.25 |
-1.0% |
880.00 |
Close |
903.75 |
882.25 |
-21.50 |
-2.4% |
882.25 |
Range |
15.00 |
30.50 |
15.50 |
103.3% |
59.25 |
ATR |
26.90 |
27.16 |
0.26 |
1.0% |
0.00 |
Volume |
1,530 |
4,960 |
3,430 |
224.2% |
15,257 |
|
Daily Pivots for day following 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
982.50 |
962.75 |
899.00 |
|
R3 |
952.00 |
932.25 |
890.75 |
|
R2 |
921.50 |
921.50 |
887.75 |
|
R1 |
901.75 |
901.75 |
885.00 |
896.50 |
PP |
891.00 |
891.00 |
891.00 |
888.25 |
S1 |
871.25 |
871.25 |
879.50 |
866.00 |
S2 |
860.50 |
860.50 |
876.75 |
|
S3 |
830.00 |
840.75 |
873.75 |
|
S4 |
799.50 |
810.25 |
865.50 |
|
|
Weekly Pivots for week ending 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,078.25 |
1,039.50 |
914.75 |
|
R3 |
1,019.00 |
980.25 |
898.50 |
|
R2 |
959.75 |
959.75 |
893.00 |
|
R1 |
921.00 |
921.00 |
887.75 |
910.75 |
PP |
900.50 |
900.50 |
900.50 |
895.50 |
S1 |
861.75 |
861.75 |
876.75 |
851.50 |
S2 |
841.25 |
841.25 |
871.50 |
|
S3 |
782.00 |
802.50 |
866.00 |
|
S4 |
722.75 |
743.25 |
849.75 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,040.00 |
2.618 |
990.25 |
1.618 |
959.75 |
1.000 |
941.00 |
0.618 |
929.25 |
HIGH |
910.50 |
0.618 |
898.75 |
0.500 |
895.25 |
0.382 |
891.75 |
LOW |
880.00 |
0.618 |
861.25 |
1.000 |
849.50 |
1.618 |
830.75 |
2.618 |
800.25 |
4.250 |
750.50 |
|
|
Fisher Pivots for day following 09-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
895.25 |
904.75 |
PP |
891.00 |
897.25 |
S1 |
886.50 |
889.75 |
|