E-mini S&P 500 Future June 2009
Trading Metrics calculated at close of trading on 09-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2009 |
09-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
837.75 |
860.25 |
22.50 |
2.7% |
816.75 |
High |
865.50 |
869.75 |
4.25 |
0.5% |
865.50 |
Low |
834.00 |
850.00 |
16.00 |
1.9% |
803.00 |
Close |
864.50 |
862.00 |
-2.50 |
-0.3% |
864.50 |
Range |
31.50 |
19.75 |
-11.75 |
-37.3% |
62.50 |
ATR |
30.05 |
29.31 |
-0.74 |
-2.4% |
0.00 |
Volume |
2,412 |
5,366 |
2,954 |
122.5% |
37,049 |
|
Daily Pivots for day following 09-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
919.75 |
910.75 |
872.75 |
|
R3 |
900.00 |
891.00 |
867.50 |
|
R2 |
880.25 |
880.25 |
865.50 |
|
R1 |
871.25 |
871.25 |
863.75 |
875.75 |
PP |
860.50 |
860.50 |
860.50 |
863.00 |
S1 |
851.50 |
851.50 |
860.25 |
856.00 |
S2 |
840.75 |
840.75 |
858.50 |
|
S3 |
821.00 |
831.75 |
856.50 |
|
S4 |
801.25 |
812.00 |
851.25 |
|
|
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 |
953.75 |
2.618 |
921.50 |
1.618 |
901.75 |
1.000 |
889.50 |
0.618 |
882.00 |
HIGH |
869.75 |
0.618 |
862.25 |
0.500 |
860.00 |
0.382 |
857.50 |
LOW |
850.00 |
0.618 |
837.75 |
1.000 |
830.25 |
1.618 |
818.00 |
2.618 |
798.25 |
4.250 |
766.00 |
|
|
Fisher Pivots for day following 09-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
861.25 |
855.25 |
PP |
860.50 |
848.50 |
S1 |
860.00 |
841.50 |
|