E-mini S&P 500 Future June 2009
| Trading Metrics calculated at close of trading on 23-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2009 |
23-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
836.00 |
822.00 |
-14.00 |
-1.7% |
855.00 |
| High |
839.75 |
832.00 |
-7.75 |
-0.9% |
861.25 |
| Low |
803.50 |
796.00 |
-7.50 |
-0.9% |
794.25 |
| Close |
822.00 |
820.00 |
-2.00 |
-0.2% |
820.00 |
| Range |
36.25 |
36.00 |
-0.25 |
-0.7% |
67.00 |
| ATR |
31.83 |
32.13 |
0.30 |
0.9% |
0.00 |
| Volume |
10,331 |
3,506 |
-6,825 |
-66.1% |
38,075 |
|
| Daily Pivots for day following 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
924.00 |
908.00 |
839.75 |
|
| R3 |
888.00 |
872.00 |
830.00 |
|
| R2 |
852.00 |
852.00 |
826.50 |
|
| R1 |
836.00 |
836.00 |
823.25 |
826.00 |
| PP |
816.00 |
816.00 |
816.00 |
811.00 |
| S1 |
800.00 |
800.00 |
816.75 |
790.00 |
| S2 |
780.00 |
780.00 |
813.50 |
|
| S3 |
744.00 |
764.00 |
810.00 |
|
| S4 |
708.00 |
728.00 |
800.25 |
|
|
| Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,026.25 |
990.00 |
856.75 |
|
| R3 |
959.25 |
923.00 |
838.50 |
|
| R2 |
892.25 |
892.25 |
832.25 |
|
| R1 |
856.00 |
856.00 |
826.25 |
840.50 |
| PP |
825.25 |
825.25 |
825.25 |
817.50 |
| S1 |
789.00 |
789.00 |
813.75 |
773.50 |
| S2 |
758.25 |
758.25 |
807.75 |
|
| S3 |
691.25 |
722.00 |
801.50 |
|
| S4 |
624.25 |
655.00 |
783.25 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
985.00 |
|
2.618 |
926.25 |
|
1.618 |
890.25 |
|
1.000 |
868.00 |
|
0.618 |
854.25 |
|
HIGH |
832.00 |
|
0.618 |
818.25 |
|
0.500 |
814.00 |
|
0.382 |
809.75 |
|
LOW |
796.00 |
|
0.618 |
773.75 |
|
1.000 |
760.00 |
|
1.618 |
737.75 |
|
2.618 |
701.75 |
|
4.250 |
643.00 |
|
|
| Fisher Pivots for day following 23-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
818.00 |
819.25 |
| PP |
816.00 |
818.50 |
| S1 |
814.00 |
818.00 |
|