E-mini S&P 500 Future June 2009
Trading Metrics calculated at close of trading on 18-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2009 |
18-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
815.00 |
782.75 |
-32.25 |
-4.0% |
860.25 |
High |
815.00 |
792.50 |
-22.50 |
-2.8% |
869.75 |
Low |
782.00 |
773.25 |
-8.75 |
-1.1% |
802.75 |
Close |
782.50 |
776.25 |
-6.25 |
-0.8% |
817.00 |
Range |
33.00 |
19.25 |
-13.75 |
-41.7% |
67.00 |
ATR |
28.17 |
27.53 |
-0.64 |
-2.3% |
0.00 |
Volume |
3,553 |
5,247 |
1,694 |
47.7% |
32,667 |
|
Daily Pivots for day following 18-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
838.50 |
826.50 |
786.75 |
|
R3 |
819.25 |
807.25 |
781.50 |
|
R2 |
800.00 |
800.00 |
779.75 |
|
R1 |
788.00 |
788.00 |
778.00 |
784.50 |
PP |
780.75 |
780.75 |
780.75 |
778.75 |
S1 |
768.75 |
768.75 |
774.50 |
765.00 |
S2 |
761.50 |
761.50 |
772.75 |
|
S3 |
742.25 |
749.50 |
771.00 |
|
S4 |
723.00 |
730.25 |
765.75 |
|
|
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 |
874.25 |
2.618 |
843.00 |
1.618 |
823.75 |
1.000 |
811.75 |
0.618 |
804.50 |
HIGH |
792.50 |
0.618 |
785.25 |
0.500 |
783.00 |
0.382 |
780.50 |
LOW |
773.25 |
0.618 |
761.25 |
1.000 |
754.00 |
1.618 |
742.00 |
2.618 |
722.75 |
4.250 |
691.50 |
|
|
Fisher Pivots for day following 18-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
783.00 |
794.00 |
PP |
780.75 |
788.25 |
S1 |
778.50 |
782.25 |
|