E-mini S&P 500 Future June 2009
Trading Metrics calculated at close of trading on 19-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2009 |
19-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
837.50 |
855.00 |
17.50 |
2.1% |
879.00 |
High |
853.50 |
861.25 |
7.75 |
0.9% |
884.75 |
Low |
823.00 |
832.75 |
9.75 |
1.2% |
809.50 |
Close |
845.00 |
834.00 |
-11.00 |
-1.3% |
845.00 |
Range |
30.50 |
28.50 |
-2.00 |
-6.6% |
75.25 |
ATR |
28.23 |
28.25 |
0.02 |
0.1% |
0.00 |
Volume |
16,376 |
16,376 |
0 |
0.0% |
30,397 |
|
Daily Pivots for day following 19-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
928.25 |
909.50 |
849.75 |
|
R3 |
899.75 |
881.00 |
841.75 |
|
R2 |
871.25 |
871.25 |
839.25 |
|
R1 |
852.50 |
852.50 |
836.50 |
847.50 |
PP |
842.75 |
842.75 |
842.75 |
840.25 |
S1 |
824.00 |
824.00 |
831.50 |
819.00 |
S2 |
814.25 |
814.25 |
828.75 |
|
S3 |
785.75 |
795.50 |
826.25 |
|
S4 |
757.25 |
767.00 |
818.25 |
|
|
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 |
982.50 |
2.618 |
935.75 |
1.618 |
907.25 |
1.000 |
889.75 |
0.618 |
878.75 |
HIGH |
861.25 |
0.618 |
850.25 |
0.500 |
847.00 |
0.382 |
843.75 |
LOW |
832.75 |
0.618 |
815.25 |
1.000 |
804.25 |
1.618 |
786.75 |
2.618 |
758.25 |
4.250 |
711.50 |
|
|
Fisher Pivots for day following 19-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
847.00 |
835.50 |
PP |
842.75 |
835.00 |
S1 |
838.25 |
834.50 |
|