E-mini S&P 500 Future June 2009
| Trading Metrics calculated at close of trading on 02-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2009 |
02-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
845.25 |
816.75 |
-28.50 |
-3.4% |
817.75 |
| High |
845.25 |
824.00 |
-21.25 |
-2.5% |
871.75 |
| Low |
814.50 |
803.00 |
-11.50 |
-1.4% |
808.00 |
| Close |
819.00 |
818.00 |
-1.00 |
-0.1% |
819.00 |
| Range |
30.75 |
21.00 |
-9.75 |
-31.7% |
63.75 |
| ATR |
31.62 |
30.86 |
-0.76 |
-2.4% |
0.00 |
| Volume |
3,957 |
9,628 |
5,671 |
143.3% |
18,789 |
|
| Daily Pivots for day following 02-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
878.00 |
869.00 |
829.50 |
|
| R3 |
857.00 |
848.00 |
823.75 |
|
| R2 |
836.00 |
836.00 |
821.75 |
|
| R1 |
827.00 |
827.00 |
820.00 |
831.50 |
| PP |
815.00 |
815.00 |
815.00 |
817.25 |
| S1 |
806.00 |
806.00 |
816.00 |
810.50 |
| S2 |
794.00 |
794.00 |
814.25 |
|
| S3 |
773.00 |
785.00 |
812.25 |
|
| S4 |
752.00 |
764.00 |
806.50 |
|
|
| Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,024.25 |
985.25 |
854.00 |
|
| R3 |
960.50 |
921.50 |
836.50 |
|
| R2 |
896.75 |
896.75 |
830.75 |
|
| R1 |
857.75 |
857.75 |
824.75 |
877.25 |
| PP |
833.00 |
833.00 |
833.00 |
842.50 |
| S1 |
794.00 |
794.00 |
813.25 |
813.50 |
| S2 |
769.25 |
769.25 |
807.25 |
|
| S3 |
705.50 |
730.25 |
801.50 |
|
| S4 |
641.75 |
666.50 |
784.00 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
913.25 |
|
2.618 |
879.00 |
|
1.618 |
858.00 |
|
1.000 |
845.00 |
|
0.618 |
837.00 |
|
HIGH |
824.00 |
|
0.618 |
816.00 |
|
0.500 |
813.50 |
|
0.382 |
811.00 |
|
LOW |
803.00 |
|
0.618 |
790.00 |
|
1.000 |
782.00 |
|
1.618 |
769.00 |
|
2.618 |
748.00 |
|
4.250 |
713.75 |
|
|
| Fisher Pivots for day following 02-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
816.50 |
834.00 |
| PP |
815.00 |
828.75 |
| S1 |
813.50 |
823.25 |
|