E-mini S&P 500 Future June 2009
Trading Metrics calculated at close of trading on 15-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2009 |
15-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
863.75 |
834.25 |
-29.50 |
-3.4% |
924.00 |
High |
870.75 |
844.50 |
-26.25 |
-3.0% |
939.25 |
Low |
829.25 |
809.50 |
-19.75 |
-2.4% |
880.00 |
Close |
836.00 |
835.75 |
-0.25 |
0.0% |
882.25 |
Range |
41.50 |
35.00 |
-6.50 |
-15.7% |
59.25 |
ATR |
27.52 |
28.05 |
0.53 |
1.9% |
0.00 |
Volume |
3,451 |
4,742 |
1,291 |
37.4% |
15,257 |
|
Daily Pivots for day following 15-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
935.00 |
920.25 |
855.00 |
|
R3 |
900.00 |
885.25 |
845.50 |
|
R2 |
865.00 |
865.00 |
842.25 |
|
R1 |
850.25 |
850.25 |
839.00 |
857.50 |
PP |
830.00 |
830.00 |
830.00 |
833.50 |
S1 |
815.25 |
815.25 |
832.50 |
822.50 |
S2 |
795.00 |
795.00 |
829.25 |
|
S3 |
760.00 |
780.25 |
826.00 |
|
S4 |
725.00 |
745.25 |
816.50 |
|
|
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 |
993.25 |
2.618 |
936.25 |
1.618 |
901.25 |
1.000 |
879.50 |
0.618 |
866.25 |
HIGH |
844.50 |
0.618 |
831.25 |
0.500 |
827.00 |
0.382 |
822.75 |
LOW |
809.50 |
0.618 |
787.75 |
1.000 |
774.50 |
1.618 |
752.75 |
2.618 |
717.75 |
4.250 |
660.75 |
|
|
Fisher Pivots for day following 15-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
832.75 |
840.00 |
PP |
830.00 |
838.75 |
S1 |
827.00 |
837.25 |
|