E-mini S&P 500 Future June 2009
Trading Metrics calculated at close of trading on 21-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2009 |
21-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
839.25 |
801.00 |
-38.25 |
-4.6% |
879.00 |
High |
861.25 |
834.75 |
-26.50 |
-3.1% |
884.75 |
Low |
794.25 |
797.00 |
2.75 |
0.3% |
809.50 |
Close |
802.25 |
833.25 |
31.00 |
3.9% |
845.00 |
Range |
67.00 |
37.75 |
-29.25 |
-43.7% |
75.25 |
ATR |
31.01 |
31.49 |
0.48 |
1.6% |
0.00 |
Volume |
5,511 |
2,351 |
-3,160 |
-57.3% |
30,397 |
|
Daily Pivots for day following 21-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
935.00 |
921.75 |
854.00 |
|
R3 |
897.25 |
884.00 |
843.75 |
|
R2 |
859.50 |
859.50 |
840.25 |
|
R1 |
846.25 |
846.25 |
836.75 |
853.00 |
PP |
821.75 |
821.75 |
821.75 |
825.00 |
S1 |
808.50 |
808.50 |
829.75 |
815.00 |
S2 |
784.00 |
784.00 |
826.25 |
|
S3 |
746.25 |
770.75 |
822.75 |
|
S4 |
708.50 |
733.00 |
812.50 |
|
|
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 |
995.25 |
2.618 |
933.50 |
1.618 |
895.75 |
1.000 |
872.50 |
0.618 |
858.00 |
HIGH |
834.75 |
0.618 |
820.25 |
0.500 |
816.00 |
0.382 |
811.50 |
LOW |
797.00 |
0.618 |
773.75 |
1.000 |
759.25 |
1.618 |
736.00 |
2.618 |
698.25 |
4.250 |
636.50 |
|
|
Fisher Pivots for day following 21-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
827.50 |
831.50 |
PP |
821.75 |
829.50 |
S1 |
816.00 |
827.75 |
|