E-mini S&P 500 Future June 2009
| Trading Metrics calculated at close of trading on 04-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2009 |
04-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
817.75 |
830.25 |
12.50 |
1.5% |
817.75 |
| High |
836.00 |
846.00 |
10.00 |
1.2% |
871.75 |
| Low |
813.25 |
822.50 |
9.25 |
1.1% |
808.00 |
| Close |
828.25 |
826.50 |
-1.75 |
-0.2% |
819.00 |
| Range |
22.75 |
23.50 |
0.75 |
3.3% |
63.75 |
| ATR |
30.28 |
29.80 |
-0.48 |
-1.6% |
0.00 |
| Volume |
12,441 |
2,988 |
-9,453 |
-76.0% |
18,789 |
|
| Daily Pivots for day following 04-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
902.25 |
887.75 |
839.50 |
|
| R3 |
878.75 |
864.25 |
833.00 |
|
| R2 |
855.25 |
855.25 |
830.75 |
|
| R1 |
840.75 |
840.75 |
828.75 |
836.25 |
| PP |
831.75 |
831.75 |
831.75 |
829.50 |
| S1 |
817.25 |
817.25 |
824.25 |
812.75 |
| S2 |
808.25 |
808.25 |
822.25 |
|
| S3 |
784.75 |
793.75 |
820.00 |
|
| S4 |
761.25 |
770.25 |
813.50 |
|
|
| 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 |
946.00 |
|
2.618 |
907.50 |
|
1.618 |
884.00 |
|
1.000 |
869.50 |
|
0.618 |
860.50 |
|
HIGH |
846.00 |
|
0.618 |
837.00 |
|
0.500 |
834.25 |
|
0.382 |
831.50 |
|
LOW |
822.50 |
|
0.618 |
808.00 |
|
1.000 |
799.00 |
|
1.618 |
784.50 |
|
2.618 |
761.00 |
|
4.250 |
722.50 |
|
|
| Fisher Pivots for day following 04-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
834.25 |
825.75 |
| PP |
831.75 |
825.25 |
| S1 |
829.00 |
824.50 |
|