E-mini S&P 500 Future June 2009
Trading Metrics calculated at close of trading on 16-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2009 |
16-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
831.75 |
815.00 |
-16.75 |
-2.0% |
860.25 |
High |
836.75 |
815.00 |
-21.75 |
-2.6% |
869.75 |
Low |
815.75 |
805.50 |
-10.25 |
-1.3% |
802.75 |
Close |
817.00 |
805.50 |
-11.50 |
-1.4% |
817.00 |
Range |
21.00 |
9.50 |
-11.50 |
-54.8% |
67.00 |
ATR |
29.05 |
27.80 |
-1.25 |
-4.3% |
0.00 |
Volume |
4,793 |
4,793 |
0 |
0.0% |
32,667 |
|
Daily Pivots for day following 16-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
837.25 |
830.75 |
810.75 |
|
R3 |
827.75 |
821.25 |
808.00 |
|
R2 |
818.25 |
818.25 |
807.25 |
|
R1 |
811.75 |
811.75 |
806.25 |
810.25 |
PP |
808.75 |
808.75 |
808.75 |
808.00 |
S1 |
802.25 |
802.25 |
804.75 |
800.75 |
S2 |
799.25 |
799.25 |
803.75 |
|
S3 |
789.75 |
792.75 |
803.00 |
|
S4 |
780.25 |
783.25 |
800.25 |
|
|
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 |
855.50 |
2.618 |
839.75 |
1.618 |
830.25 |
1.000 |
824.50 |
0.618 |
820.75 |
HIGH |
815.00 |
0.618 |
811.25 |
0.500 |
810.25 |
0.382 |
809.25 |
LOW |
805.50 |
0.618 |
799.75 |
1.000 |
796.00 |
1.618 |
790.25 |
2.618 |
780.75 |
4.250 |
765.00 |
|
|
Fisher Pivots for day following 16-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
810.25 |
819.75 |
PP |
808.75 |
815.00 |
S1 |
807.00 |
810.25 |
|