E-mini S&P 500 Future June 2009
| Trading Metrics calculated at close of trading on 10-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2009 |
10-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
860.25 |
861.25 |
1.00 |
0.1% |
816.75 |
| High |
869.75 |
862.50 |
-7.25 |
-0.8% |
865.50 |
| Low |
850.00 |
816.75 |
-33.25 |
-3.9% |
803.00 |
| Close |
862.00 |
823.50 |
-38.50 |
-4.5% |
864.50 |
| Range |
19.75 |
45.75 |
26.00 |
131.6% |
62.50 |
| ATR |
29.31 |
30.49 |
1.17 |
4.0% |
0.00 |
| Volume |
5,366 |
1,681 |
-3,685 |
-68.7% |
37,049 |
|
| Daily Pivots for day following 10-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
971.50 |
943.25 |
848.75 |
|
| R3 |
925.75 |
897.50 |
836.00 |
|
| R2 |
880.00 |
880.00 |
832.00 |
|
| R1 |
851.75 |
851.75 |
827.75 |
843.00 |
| PP |
834.25 |
834.25 |
834.25 |
830.00 |
| S1 |
806.00 |
806.00 |
819.25 |
797.25 |
| S2 |
788.50 |
788.50 |
815.00 |
|
| S3 |
742.75 |
760.25 |
811.00 |
|
| S4 |
697.00 |
714.50 |
798.25 |
|
|
| 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 |
1,057.00 |
|
2.618 |
982.25 |
|
1.618 |
936.50 |
|
1.000 |
908.25 |
|
0.618 |
890.75 |
|
HIGH |
862.50 |
|
0.618 |
845.00 |
|
0.500 |
839.50 |
|
0.382 |
834.25 |
|
LOW |
816.75 |
|
0.618 |
788.50 |
|
1.000 |
771.00 |
|
1.618 |
742.75 |
|
2.618 |
697.00 |
|
4.250 |
622.25 |
|
|
| Fisher Pivots for day following 10-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
839.50 |
843.25 |
| PP |
834.25 |
836.75 |
| S1 |
829.00 |
830.00 |
|