E-mini S&P 500 Future June 2009
| Trading Metrics calculated at close of trading on 05-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2009 |
05-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
830.25 |
827.25 |
-3.00 |
-0.4% |
817.75 |
| High |
846.00 |
845.25 |
-0.75 |
-0.1% |
871.75 |
| Low |
822.50 |
813.50 |
-9.00 |
-1.1% |
808.00 |
| Close |
826.50 |
837.25 |
10.75 |
1.3% |
819.00 |
| Range |
23.50 |
31.75 |
8.25 |
35.1% |
63.75 |
| ATR |
29.80 |
29.93 |
0.14 |
0.5% |
0.00 |
| Volume |
2,988 |
9,580 |
6,592 |
220.6% |
18,789 |
|
| Daily Pivots for day following 05-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
927.25 |
914.00 |
854.75 |
|
| R3 |
895.50 |
882.25 |
846.00 |
|
| R2 |
863.75 |
863.75 |
843.00 |
|
| R1 |
850.50 |
850.50 |
840.25 |
857.00 |
| PP |
832.00 |
832.00 |
832.00 |
835.25 |
| S1 |
818.75 |
818.75 |
834.25 |
825.50 |
| S2 |
800.25 |
800.25 |
831.50 |
|
| S3 |
768.50 |
787.00 |
828.50 |
|
| S4 |
736.75 |
755.25 |
819.75 |
|
|
| 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 |
980.25 |
|
2.618 |
928.25 |
|
1.618 |
896.50 |
|
1.000 |
877.00 |
|
0.618 |
864.75 |
|
HIGH |
845.25 |
|
0.618 |
833.00 |
|
0.500 |
829.50 |
|
0.382 |
825.75 |
|
LOW |
813.50 |
|
0.618 |
794.00 |
|
1.000 |
781.75 |
|
1.618 |
762.25 |
|
2.618 |
730.50 |
|
4.250 |
678.50 |
|
|
| Fisher Pivots for day following 05-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
834.50 |
834.75 |
| PP |
832.00 |
832.25 |
| S1 |
829.50 |
829.50 |
|