E-mini S&P 500 Future June 2009
| Trading Metrics calculated at close of trading on 13-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2009 |
13-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
830.00 |
831.75 |
1.75 |
0.2% |
860.25 |
| High |
835.25 |
836.75 |
1.50 |
0.2% |
869.75 |
| Low |
802.75 |
815.75 |
13.00 |
1.6% |
802.75 |
| Close |
832.25 |
817.00 |
-15.25 |
-1.8% |
817.00 |
| Range |
32.50 |
21.00 |
-11.50 |
-35.4% |
67.00 |
| ATR |
29.67 |
29.05 |
-0.62 |
-2.1% |
0.00 |
| Volume |
9,331 |
4,793 |
-4,538 |
-48.6% |
32,667 |
|
| Daily Pivots for day following 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
886.25 |
872.50 |
828.50 |
|
| R3 |
865.25 |
851.50 |
822.75 |
|
| R2 |
844.25 |
844.25 |
820.75 |
|
| R1 |
830.50 |
830.50 |
819.00 |
827.00 |
| PP |
823.25 |
823.25 |
823.25 |
821.25 |
| S1 |
809.50 |
809.50 |
815.00 |
806.00 |
| S2 |
802.25 |
802.25 |
813.25 |
|
| S3 |
781.25 |
788.50 |
811.25 |
|
| S4 |
760.25 |
767.50 |
805.50 |
|
|
| Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,030.75 |
991.00 |
853.75 |
|
| R3 |
963.75 |
924.00 |
835.50 |
|
| R2 |
896.75 |
896.75 |
829.25 |
|
| R1 |
857.00 |
857.00 |
823.25 |
843.50 |
| PP |
829.75 |
829.75 |
829.75 |
823.00 |
| S1 |
790.00 |
790.00 |
810.75 |
776.50 |
| S2 |
762.75 |
762.75 |
804.75 |
|
| S3 |
695.75 |
723.00 |
798.50 |
|
| S4 |
628.75 |
656.00 |
780.25 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
926.00 |
|
2.618 |
891.75 |
|
1.618 |
870.75 |
|
1.000 |
857.75 |
|
0.618 |
849.75 |
|
HIGH |
836.75 |
|
0.618 |
828.75 |
|
0.500 |
826.25 |
|
0.382 |
823.75 |
|
LOW |
815.75 |
|
0.618 |
802.75 |
|
1.000 |
794.75 |
|
1.618 |
781.75 |
|
2.618 |
760.75 |
|
4.250 |
726.50 |
|
|
| Fisher Pivots for day following 13-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
826.25 |
819.75 |
| PP |
823.25 |
818.75 |
| S1 |
820.00 |
818.00 |
|