E-mini S&P 500 Future June 2009
| Trading Metrics calculated at close of trading on 12-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2009 |
12-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
828.25 |
830.00 |
1.75 |
0.2% |
816.75 |
| High |
832.75 |
835.25 |
2.50 |
0.3% |
865.50 |
| Low |
816.75 |
802.75 |
-14.00 |
-1.7% |
803.00 |
| Close |
828.25 |
832.25 |
4.00 |
0.5% |
864.50 |
| Range |
16.00 |
32.50 |
16.50 |
103.1% |
62.50 |
| ATR |
29.45 |
29.67 |
0.22 |
0.7% |
0.00 |
| Volume |
11,496 |
9,331 |
-2,165 |
-18.8% |
37,049 |
|
| Daily Pivots for day following 12-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
921.00 |
909.00 |
850.00 |
|
| R3 |
888.50 |
876.50 |
841.25 |
|
| R2 |
856.00 |
856.00 |
838.25 |
|
| R1 |
844.00 |
844.00 |
835.25 |
850.00 |
| PP |
823.50 |
823.50 |
823.50 |
826.50 |
| S1 |
811.50 |
811.50 |
829.25 |
817.50 |
| S2 |
791.00 |
791.00 |
826.25 |
|
| S3 |
758.50 |
779.00 |
823.25 |
|
| S4 |
726.00 |
746.50 |
814.50 |
|
|
| 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 |
973.50 |
|
2.618 |
920.25 |
|
1.618 |
887.75 |
|
1.000 |
867.75 |
|
0.618 |
855.25 |
|
HIGH |
835.25 |
|
0.618 |
822.75 |
|
0.500 |
819.00 |
|
0.382 |
815.25 |
|
LOW |
802.75 |
|
0.618 |
782.75 |
|
1.000 |
770.25 |
|
1.618 |
750.25 |
|
2.618 |
717.75 |
|
4.250 |
664.50 |
|
|
| Fisher Pivots for day following 12-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
827.75 |
832.50 |
| PP |
823.50 |
832.50 |
| S1 |
819.00 |
832.50 |
|