E-mini S&P 500 Future June 2009
| Trading Metrics calculated at close of trading on 17-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2009 |
17-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
815.00 |
815.00 |
0.00 |
0.0% |
860.25 |
| High |
815.00 |
815.00 |
0.00 |
0.0% |
869.75 |
| Low |
805.50 |
782.00 |
-23.50 |
-2.9% |
802.75 |
| Close |
805.50 |
782.50 |
-23.00 |
-2.9% |
817.00 |
| Range |
9.50 |
33.00 |
23.50 |
247.4% |
67.00 |
| ATR |
27.80 |
28.17 |
0.37 |
1.3% |
0.00 |
| Volume |
4,793 |
3,553 |
-1,240 |
-25.9% |
32,667 |
|
| Daily Pivots for day following 17-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
892.25 |
870.25 |
800.75 |
|
| R3 |
859.25 |
837.25 |
791.50 |
|
| R2 |
826.25 |
826.25 |
788.50 |
|
| R1 |
804.25 |
804.25 |
785.50 |
798.75 |
| PP |
793.25 |
793.25 |
793.25 |
790.50 |
| S1 |
771.25 |
771.25 |
779.50 |
765.75 |
| S2 |
760.25 |
760.25 |
776.50 |
|
| S3 |
727.25 |
738.25 |
773.50 |
|
| S4 |
694.25 |
705.25 |
764.25 |
|
|
| 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 |
955.25 |
|
2.618 |
901.50 |
|
1.618 |
868.50 |
|
1.000 |
848.00 |
|
0.618 |
835.50 |
|
HIGH |
815.00 |
|
0.618 |
802.50 |
|
0.500 |
798.50 |
|
0.382 |
794.50 |
|
LOW |
782.00 |
|
0.618 |
761.50 |
|
1.000 |
749.00 |
|
1.618 |
728.50 |
|
2.618 |
695.50 |
|
4.250 |
641.75 |
|
|
| Fisher Pivots for day following 17-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
798.50 |
809.50 |
| PP |
793.25 |
800.50 |
| S1 |
787.75 |
791.50 |
|