E-mini S&P 500 Future June 2009
Trading Metrics calculated at close of trading on 06-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2009 |
06-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
827.25 |
837.75 |
10.50 |
1.3% |
816.75 |
High |
845.25 |
865.50 |
20.25 |
2.4% |
865.50 |
Low |
813.50 |
834.00 |
20.50 |
2.5% |
803.00 |
Close |
837.25 |
864.50 |
27.25 |
3.3% |
864.50 |
Range |
31.75 |
31.50 |
-0.25 |
-0.8% |
62.50 |
ATR |
29.93 |
30.05 |
0.11 |
0.4% |
0.00 |
Volume |
9,580 |
2,412 |
-7,168 |
-74.8% |
37,049 |
|
Daily Pivots for day following 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
949.25 |
938.25 |
881.75 |
|
R3 |
917.75 |
906.75 |
873.25 |
|
R2 |
886.25 |
886.25 |
870.25 |
|
R1 |
875.25 |
875.25 |
867.50 |
880.75 |
PP |
854.75 |
854.75 |
854.75 |
857.50 |
S1 |
843.75 |
843.75 |
861.50 |
849.25 |
S2 |
823.25 |
823.25 |
858.75 |
|
S3 |
791.75 |
812.25 |
855.75 |
|
S4 |
760.25 |
780.75 |
847.25 |
|
|
Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,031.75 |
1,010.75 |
899.00 |
|
R3 |
969.25 |
948.25 |
881.75 |
|
R2 |
906.75 |
906.75 |
876.00 |
|
R1 |
885.75 |
885.75 |
870.25 |
896.25 |
PP |
844.25 |
844.25 |
844.25 |
849.50 |
S1 |
823.25 |
823.25 |
858.75 |
833.75 |
S2 |
781.75 |
781.75 |
853.00 |
|
S3 |
719.25 |
760.75 |
847.25 |
|
S4 |
656.75 |
698.25 |
830.00 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
999.50 |
2.618 |
948.00 |
1.618 |
916.50 |
1.000 |
897.00 |
0.618 |
885.00 |
HIGH |
865.50 |
0.618 |
853.50 |
0.500 |
849.75 |
0.382 |
846.00 |
LOW |
834.00 |
0.618 |
814.50 |
1.000 |
802.50 |
1.618 |
783.00 |
2.618 |
751.50 |
4.250 |
700.00 |
|
|
Fisher Pivots for day following 06-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
859.50 |
856.25 |
PP |
854.75 |
847.75 |
S1 |
849.75 |
839.50 |
|