E-mini S&P 500 Future June 2009
| Trading Metrics calculated at close of trading on 23-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2009 |
23-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
774.25 |
765.25 |
-9.00 |
-1.2% |
815.00 |
| High |
775.75 |
782.50 |
6.75 |
0.9% |
815.00 |
| Low |
749.50 |
736.75 |
-12.75 |
-1.7% |
749.50 |
| Close |
766.25 |
741.50 |
-24.75 |
-3.2% |
766.25 |
| Range |
26.25 |
45.75 |
19.50 |
74.3% |
65.50 |
| ATR |
27.06 |
28.39 |
1.34 |
4.9% |
0.00 |
| Volume |
11,216 |
8,939 |
-2,277 |
-20.3% |
31,817 |
|
| Daily Pivots for day following 23-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
890.75 |
862.00 |
766.75 |
|
| R3 |
845.00 |
816.25 |
754.00 |
|
| R2 |
799.25 |
799.25 |
750.00 |
|
| R1 |
770.50 |
770.50 |
745.75 |
762.00 |
| PP |
753.50 |
753.50 |
753.50 |
749.50 |
| S1 |
724.75 |
724.75 |
737.25 |
716.25 |
| S2 |
707.75 |
707.75 |
733.00 |
|
| S3 |
662.00 |
679.00 |
729.00 |
|
| S4 |
616.25 |
633.25 |
716.25 |
|
|
| Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
973.50 |
935.25 |
802.25 |
|
| R3 |
908.00 |
869.75 |
784.25 |
|
| R2 |
842.50 |
842.50 |
778.25 |
|
| R1 |
804.25 |
804.25 |
772.25 |
790.50 |
| PP |
777.00 |
777.00 |
777.00 |
770.00 |
| S1 |
738.75 |
738.75 |
760.25 |
725.00 |
| S2 |
711.50 |
711.50 |
754.25 |
|
| S3 |
646.00 |
673.25 |
748.25 |
|
| S4 |
580.50 |
607.75 |
730.25 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
977.00 |
|
2.618 |
902.25 |
|
1.618 |
856.50 |
|
1.000 |
828.25 |
|
0.618 |
810.75 |
|
HIGH |
782.50 |
|
0.618 |
765.00 |
|
0.500 |
759.50 |
|
0.382 |
754.25 |
|
LOW |
736.75 |
|
0.618 |
708.50 |
|
1.000 |
691.00 |
|
1.618 |
662.75 |
|
2.618 |
617.00 |
|
4.250 |
542.25 |
|
|
| Fisher Pivots for day following 23-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
759.50 |
765.00 |
| PP |
753.50 |
757.25 |
| S1 |
747.50 |
749.50 |
|