E-mini S&P 500 Future June 2009
| Trading Metrics calculated at close of trading on 28-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2009 |
28-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
832.50 |
836.00 |
3.50 |
0.4% |
855.00 |
| High |
844.00 |
871.75 |
27.75 |
3.3% |
861.25 |
| Low |
828.25 |
835.50 |
7.25 |
0.9% |
794.25 |
| Close |
835.75 |
868.00 |
32.25 |
3.9% |
820.00 |
| Range |
15.75 |
36.25 |
20.50 |
130.2% |
67.00 |
| ATR |
31.39 |
31.74 |
0.35 |
1.1% |
0.00 |
| Volume |
2,891 |
2,585 |
-306 |
-10.6% |
38,075 |
|
| Daily Pivots for day following 28-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
967.25 |
953.75 |
888.00 |
|
| R3 |
931.00 |
917.50 |
878.00 |
|
| R2 |
894.75 |
894.75 |
874.75 |
|
| R1 |
881.25 |
881.25 |
871.25 |
888.00 |
| PP |
858.50 |
858.50 |
858.50 |
861.75 |
| S1 |
845.00 |
845.00 |
864.75 |
851.75 |
| S2 |
822.25 |
822.25 |
861.25 |
|
| S3 |
786.00 |
808.75 |
858.00 |
|
| S4 |
749.75 |
772.50 |
848.00 |
|
|
| 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 |
1,025.75 |
|
2.618 |
966.75 |
|
1.618 |
930.50 |
|
1.000 |
908.00 |
|
0.618 |
894.25 |
|
HIGH |
871.75 |
|
0.618 |
858.00 |
|
0.500 |
853.50 |
|
0.382 |
849.25 |
|
LOW |
835.50 |
|
0.618 |
813.00 |
|
1.000 |
799.25 |
|
1.618 |
776.75 |
|
2.618 |
740.50 |
|
4.250 |
681.50 |
|
|
| Fisher Pivots for day following 28-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
863.25 |
858.50 |
| PP |
858.50 |
849.25 |
| S1 |
853.50 |
840.00 |
|