E-mini S&P 500 Future June 2009
| Trading Metrics calculated at close of trading on 03-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2009 |
03-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
816.75 |
817.75 |
1.00 |
0.1% |
817.75 |
| High |
824.00 |
836.00 |
12.00 |
1.5% |
871.75 |
| Low |
803.00 |
813.25 |
10.25 |
1.3% |
808.00 |
| Close |
818.00 |
828.25 |
10.25 |
1.3% |
819.00 |
| Range |
21.00 |
22.75 |
1.75 |
8.3% |
63.75 |
| ATR |
30.86 |
30.28 |
-0.58 |
-1.9% |
0.00 |
| Volume |
9,628 |
12,441 |
2,813 |
29.2% |
18,789 |
|
| Daily Pivots for day following 03-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
894.00 |
884.00 |
840.75 |
|
| R3 |
871.25 |
861.25 |
834.50 |
|
| R2 |
848.50 |
848.50 |
832.50 |
|
| R1 |
838.50 |
838.50 |
830.25 |
843.50 |
| PP |
825.75 |
825.75 |
825.75 |
828.50 |
| S1 |
815.75 |
815.75 |
826.25 |
820.75 |
| S2 |
803.00 |
803.00 |
824.00 |
|
| S3 |
780.25 |
793.00 |
822.00 |
|
| S4 |
757.50 |
770.25 |
815.75 |
|
|
| 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 |
932.75 |
|
2.618 |
895.50 |
|
1.618 |
872.75 |
|
1.000 |
858.75 |
|
0.618 |
850.00 |
|
HIGH |
836.00 |
|
0.618 |
827.25 |
|
0.500 |
824.50 |
|
0.382 |
822.00 |
|
LOW |
813.25 |
|
0.618 |
799.25 |
|
1.000 |
790.50 |
|
1.618 |
776.50 |
|
2.618 |
753.75 |
|
4.250 |
716.50 |
|
|
| Fisher Pivots for day following 03-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
827.00 |
827.00 |
| PP |
825.75 |
825.50 |
| S1 |
824.50 |
824.00 |
|