E-mini S&P 500 Future June 2009
| Trading Metrics calculated at close of trading on 29-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2009 |
29-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
836.00 |
863.00 |
27.00 |
3.2% |
855.00 |
| High |
871.75 |
865.00 |
-6.75 |
-0.8% |
861.25 |
| Low |
835.50 |
837.00 |
1.50 |
0.2% |
794.25 |
| Close |
868.00 |
839.25 |
-28.75 |
-3.3% |
820.00 |
| Range |
36.25 |
28.00 |
-8.25 |
-22.8% |
67.00 |
| ATR |
31.74 |
31.68 |
-0.05 |
-0.2% |
0.00 |
| Volume |
2,585 |
6,433 |
3,848 |
148.9% |
38,075 |
|
| Daily Pivots for day following 29-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
931.00 |
913.25 |
854.75 |
|
| R3 |
903.00 |
885.25 |
847.00 |
|
| R2 |
875.00 |
875.00 |
844.50 |
|
| R1 |
857.25 |
857.25 |
841.75 |
852.00 |
| PP |
847.00 |
847.00 |
847.00 |
844.50 |
| S1 |
829.25 |
829.25 |
836.75 |
824.00 |
| S2 |
819.00 |
819.00 |
834.00 |
|
| S3 |
791.00 |
801.25 |
831.50 |
|
| S4 |
763.00 |
773.25 |
823.75 |
|
|
| 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 |
984.00 |
|
2.618 |
938.25 |
|
1.618 |
910.25 |
|
1.000 |
893.00 |
|
0.618 |
882.25 |
|
HIGH |
865.00 |
|
0.618 |
854.25 |
|
0.500 |
851.00 |
|
0.382 |
847.75 |
|
LOW |
837.00 |
|
0.618 |
819.75 |
|
1.000 |
809.00 |
|
1.618 |
791.75 |
|
2.618 |
763.75 |
|
4.250 |
718.00 |
|
|
| Fisher Pivots for day following 29-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
851.00 |
850.00 |
| PP |
847.00 |
846.50 |
| S1 |
843.25 |
842.75 |
|