E-mini S&P 500 Future June 2009
Trading Metrics calculated at close of trading on 16-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2009 |
16-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
834.25 |
837.50 |
3.25 |
0.4% |
879.00 |
High |
844.50 |
853.50 |
9.00 |
1.1% |
884.75 |
Low |
809.50 |
823.00 |
13.50 |
1.7% |
809.50 |
Close |
835.75 |
845.00 |
9.25 |
1.1% |
845.00 |
Range |
35.00 |
30.50 |
-4.50 |
-12.9% |
75.25 |
ATR |
28.05 |
28.23 |
0.17 |
0.6% |
0.00 |
Volume |
4,742 |
16,376 |
11,634 |
245.3% |
30,397 |
|
Daily Pivots for day following 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
932.00 |
919.00 |
861.75 |
|
R3 |
901.50 |
888.50 |
853.50 |
|
R2 |
871.00 |
871.00 |
850.50 |
|
R1 |
858.00 |
858.00 |
847.75 |
864.50 |
PP |
840.50 |
840.50 |
840.50 |
843.75 |
S1 |
827.50 |
827.50 |
842.25 |
834.00 |
S2 |
810.00 |
810.00 |
839.50 |
|
S3 |
779.50 |
797.00 |
836.50 |
|
S4 |
749.00 |
766.50 |
828.25 |
|
|
Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,072.25 |
1,033.75 |
886.50 |
|
R3 |
997.00 |
958.50 |
865.75 |
|
R2 |
921.75 |
921.75 |
858.75 |
|
R1 |
883.25 |
883.25 |
852.00 |
865.00 |
PP |
846.50 |
846.50 |
846.50 |
837.25 |
S1 |
808.00 |
808.00 |
838.00 |
789.50 |
S2 |
771.25 |
771.25 |
831.25 |
|
S3 |
696.00 |
732.75 |
824.25 |
|
S4 |
620.75 |
657.50 |
803.50 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
983.00 |
2.618 |
933.25 |
1.618 |
902.75 |
1.000 |
884.00 |
0.618 |
872.25 |
HIGH |
853.50 |
0.618 |
841.75 |
0.500 |
838.25 |
0.382 |
834.75 |
LOW |
823.00 |
0.618 |
804.25 |
1.000 |
792.50 |
1.618 |
773.75 |
2.618 |
743.25 |
4.250 |
693.50 |
|
|
Fisher Pivots for day following 16-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
842.75 |
843.50 |
PP |
840.50 |
841.75 |
S1 |
838.25 |
840.00 |
|