E-mini S&P 500 Future June 2009
Trading Metrics calculated at close of trading on 26-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2009 |
26-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
822.00 |
817.75 |
-4.25 |
-0.5% |
855.00 |
High |
832.00 |
845.50 |
13.50 |
1.6% |
861.25 |
Low |
796.00 |
808.00 |
12.00 |
1.5% |
794.25 |
Close |
820.00 |
827.25 |
7.25 |
0.9% |
820.00 |
Range |
36.00 |
37.50 |
1.50 |
4.2% |
67.00 |
ATR |
32.13 |
32.52 |
0.38 |
1.2% |
0.00 |
Volume |
3,506 |
2,923 |
-583 |
-16.6% |
38,075 |
|
Daily Pivots for day following 26-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
939.50 |
920.75 |
848.00 |
|
R3 |
902.00 |
883.25 |
837.50 |
|
R2 |
864.50 |
864.50 |
834.00 |
|
R1 |
845.75 |
845.75 |
830.75 |
855.00 |
PP |
827.00 |
827.00 |
827.00 |
831.50 |
S1 |
808.25 |
808.25 |
823.75 |
817.50 |
S2 |
789.50 |
789.50 |
820.50 |
|
S3 |
752.00 |
770.75 |
817.00 |
|
S4 |
714.50 |
733.25 |
806.50 |
|
|
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 |
1,005.00 |
2.618 |
943.75 |
1.618 |
906.25 |
1.000 |
883.00 |
0.618 |
868.75 |
HIGH |
845.50 |
0.618 |
831.25 |
0.500 |
826.75 |
0.382 |
822.25 |
LOW |
808.00 |
0.618 |
784.75 |
1.000 |
770.50 |
1.618 |
747.25 |
2.618 |
709.75 |
4.250 |
648.50 |
|
|
Fisher Pivots for day following 26-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
827.00 |
825.00 |
PP |
827.00 |
823.00 |
S1 |
826.75 |
820.75 |
|