E-mini S&P 500 Future June 2009
| Trading Metrics calculated at close of trading on 11-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2009 |
11-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
861.25 |
828.25 |
-33.00 |
-3.8% |
816.75 |
| High |
862.50 |
832.75 |
-29.75 |
-3.4% |
865.50 |
| Low |
816.75 |
816.75 |
0.00 |
0.0% |
803.00 |
| Close |
823.50 |
828.25 |
4.75 |
0.6% |
864.50 |
| Range |
45.75 |
16.00 |
-29.75 |
-65.0% |
62.50 |
| ATR |
30.49 |
29.45 |
-1.03 |
-3.4% |
0.00 |
| Volume |
1,681 |
11,496 |
9,815 |
583.9% |
37,049 |
|
| Daily Pivots for day following 11-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
874.00 |
867.00 |
837.00 |
|
| R3 |
858.00 |
851.00 |
832.75 |
|
| R2 |
842.00 |
842.00 |
831.25 |
|
| R1 |
835.00 |
835.00 |
829.75 |
836.25 |
| PP |
826.00 |
826.00 |
826.00 |
826.50 |
| S1 |
819.00 |
819.00 |
826.75 |
820.25 |
| S2 |
810.00 |
810.00 |
825.25 |
|
| S3 |
794.00 |
803.00 |
823.75 |
|
| S4 |
778.00 |
787.00 |
819.50 |
|
|
| 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 |
900.75 |
|
2.618 |
874.75 |
|
1.618 |
858.75 |
|
1.000 |
848.75 |
|
0.618 |
842.75 |
|
HIGH |
832.75 |
|
0.618 |
826.75 |
|
0.500 |
824.75 |
|
0.382 |
822.75 |
|
LOW |
816.75 |
|
0.618 |
806.75 |
|
1.000 |
800.75 |
|
1.618 |
790.75 |
|
2.618 |
774.75 |
|
4.250 |
748.75 |
|
|
| Fisher Pivots for day following 11-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
827.00 |
843.25 |
| PP |
826.00 |
838.25 |
| S1 |
824.75 |
833.25 |
|