E-mini S&P 500 Future June 2009
Trading Metrics calculated at close of trading on 12-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2009 |
12-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
903.00 |
879.00 |
-24.00 |
-2.7% |
924.00 |
High |
910.50 |
884.75 |
-25.75 |
-2.8% |
939.25 |
Low |
880.00 |
857.25 |
-22.75 |
-2.6% |
880.00 |
Close |
882.25 |
864.50 |
-17.75 |
-2.0% |
882.25 |
Range |
30.50 |
27.50 |
-3.00 |
-9.8% |
59.25 |
ATR |
27.16 |
27.19 |
0.02 |
0.1% |
0.00 |
Volume |
4,960 |
4,134 |
-826 |
-16.7% |
15,257 |
|
Daily Pivots for day following 12-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
951.25 |
935.50 |
879.50 |
|
R3 |
923.75 |
908.00 |
872.00 |
|
R2 |
896.25 |
896.25 |
869.50 |
|
R1 |
880.50 |
880.50 |
867.00 |
874.50 |
PP |
868.75 |
868.75 |
868.75 |
866.00 |
S1 |
853.00 |
853.00 |
862.00 |
847.00 |
S2 |
841.25 |
841.25 |
859.50 |
|
S3 |
813.75 |
825.50 |
857.00 |
|
S4 |
786.25 |
798.00 |
849.50 |
|
|
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 |
1,001.50 |
2.618 |
956.75 |
1.618 |
929.25 |
1.000 |
912.25 |
0.618 |
901.75 |
HIGH |
884.75 |
0.618 |
874.25 |
0.500 |
871.00 |
0.382 |
867.75 |
LOW |
857.25 |
0.618 |
840.25 |
1.000 |
829.75 |
1.618 |
812.75 |
2.618 |
785.25 |
4.250 |
740.50 |
|
|
Fisher Pivots for day following 12-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
871.00 |
884.00 |
PP |
868.75 |
877.50 |
S1 |
866.75 |
871.00 |
|