E-mini S&P 500 Future June 2009
Trading Metrics calculated at close of trading on 22-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2009 |
22-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
801.00 |
836.00 |
35.00 |
4.4% |
879.00 |
High |
834.75 |
839.75 |
5.00 |
0.6% |
884.75 |
Low |
797.00 |
803.50 |
6.50 |
0.8% |
809.50 |
Close |
833.25 |
822.00 |
-11.25 |
-1.4% |
845.00 |
Range |
37.75 |
36.25 |
-1.50 |
-4.0% |
75.25 |
ATR |
31.49 |
31.83 |
0.34 |
1.1% |
0.00 |
Volume |
2,351 |
10,331 |
7,980 |
339.4% |
30,397 |
|
Daily Pivots for day following 22-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
930.50 |
912.50 |
842.00 |
|
R3 |
894.25 |
876.25 |
832.00 |
|
R2 |
858.00 |
858.00 |
828.75 |
|
R1 |
840.00 |
840.00 |
825.25 |
831.00 |
PP |
821.75 |
821.75 |
821.75 |
817.25 |
S1 |
803.75 |
803.75 |
818.75 |
794.50 |
S2 |
785.50 |
785.50 |
815.25 |
|
S3 |
749.25 |
767.50 |
812.00 |
|
S4 |
713.00 |
731.25 |
802.00 |
|
|
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 |
993.75 |
2.618 |
934.75 |
1.618 |
898.50 |
1.000 |
876.00 |
0.618 |
862.25 |
HIGH |
839.75 |
0.618 |
826.00 |
0.500 |
821.50 |
0.382 |
817.25 |
LOW |
803.50 |
0.618 |
781.00 |
1.000 |
767.25 |
1.618 |
744.75 |
2.618 |
708.50 |
4.250 |
649.50 |
|
|
Fisher Pivots for day following 22-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
822.00 |
827.75 |
PP |
821.75 |
825.75 |
S1 |
821.50 |
824.00 |
|