E-mini S&P 500 Future June 2009
| Trading Metrics calculated at close of trading on 14-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2009 |
14-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
867.25 |
863.75 |
-3.50 |
-0.4% |
924.00 |
| High |
870.00 |
870.75 |
0.75 |
0.1% |
939.25 |
| Low |
853.25 |
829.25 |
-24.00 |
-2.8% |
880.00 |
| Close |
865.00 |
836.00 |
-29.00 |
-3.4% |
882.25 |
| Range |
16.75 |
41.50 |
24.75 |
147.8% |
59.25 |
| ATR |
26.44 |
27.52 |
1.08 |
4.1% |
0.00 |
| Volume |
1,694 |
3,451 |
1,757 |
103.7% |
15,257 |
|
| Daily Pivots for day following 14-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
969.75 |
944.50 |
858.75 |
|
| R3 |
928.25 |
903.00 |
847.50 |
|
| R2 |
886.75 |
886.75 |
843.50 |
|
| R1 |
861.50 |
861.50 |
839.75 |
853.50 |
| PP |
845.25 |
845.25 |
845.25 |
841.25 |
| S1 |
820.00 |
820.00 |
832.25 |
812.00 |
| S2 |
803.75 |
803.75 |
828.50 |
|
| S3 |
762.25 |
778.50 |
824.50 |
|
| S4 |
720.75 |
737.00 |
813.25 |
|
|
| 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 |
1,047.00 |
|
2.618 |
979.50 |
|
1.618 |
938.00 |
|
1.000 |
912.25 |
|
0.618 |
896.50 |
|
HIGH |
870.75 |
|
0.618 |
855.00 |
|
0.500 |
850.00 |
|
0.382 |
845.00 |
|
LOW |
829.25 |
|
0.618 |
803.50 |
|
1.000 |
787.75 |
|
1.618 |
762.00 |
|
2.618 |
720.50 |
|
4.250 |
653.00 |
|
|
| Fisher Pivots for day following 14-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
850.00 |
857.00 |
| PP |
845.25 |
850.00 |
| S1 |
840.75 |
843.00 |
|