E-mini S&P 500 Future June 2009
Trading Metrics calculated at close of trading on 13-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2009 |
13-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
879.00 |
867.25 |
-11.75 |
-1.3% |
924.00 |
High |
884.75 |
870.00 |
-14.75 |
-1.7% |
939.25 |
Low |
857.25 |
853.25 |
-4.00 |
-0.5% |
880.00 |
Close |
864.50 |
865.00 |
0.50 |
0.1% |
882.25 |
Range |
27.50 |
16.75 |
-10.75 |
-39.1% |
59.25 |
ATR |
27.19 |
26.44 |
-0.75 |
-2.7% |
0.00 |
Volume |
4,134 |
1,694 |
-2,440 |
-59.0% |
15,257 |
|
Daily Pivots for day following 13-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
913.00 |
905.75 |
874.25 |
|
R3 |
896.25 |
889.00 |
869.50 |
|
R2 |
879.50 |
879.50 |
868.00 |
|
R1 |
872.25 |
872.25 |
866.50 |
867.50 |
PP |
862.75 |
862.75 |
862.75 |
860.50 |
S1 |
855.50 |
855.50 |
863.50 |
850.75 |
S2 |
846.00 |
846.00 |
862.00 |
|
S3 |
829.25 |
838.75 |
860.50 |
|
S4 |
812.50 |
822.00 |
855.75 |
|
|
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 |
941.25 |
2.618 |
913.75 |
1.618 |
897.00 |
1.000 |
886.75 |
0.618 |
880.25 |
HIGH |
870.00 |
0.618 |
863.50 |
0.500 |
861.50 |
0.382 |
859.75 |
LOW |
853.25 |
0.618 |
843.00 |
1.000 |
836.50 |
1.618 |
826.25 |
2.618 |
809.50 |
4.250 |
782.00 |
|
|
Fisher Pivots for day following 13-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
864.00 |
882.00 |
PP |
862.75 |
876.25 |
S1 |
861.50 |
870.50 |
|