E-mini S&P 500 Future June 2009
Trading Metrics calculated at close of trading on 24-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2009 |
24-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
765.25 |
741.75 |
-23.50 |
-3.1% |
815.00 |
High |
782.50 |
771.00 |
-11.50 |
-1.5% |
815.00 |
Low |
736.75 |
740.25 |
3.50 |
0.5% |
749.50 |
Close |
741.50 |
765.50 |
24.00 |
3.2% |
766.25 |
Range |
45.75 |
30.75 |
-15.00 |
-32.8% |
65.50 |
ATR |
28.39 |
28.56 |
0.17 |
0.6% |
0.00 |
Volume |
8,939 |
23,390 |
14,451 |
161.7% |
31,817 |
|
Daily Pivots for day following 24-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
851.25 |
839.00 |
782.50 |
|
R3 |
820.50 |
808.25 |
774.00 |
|
R2 |
789.75 |
789.75 |
771.25 |
|
R1 |
777.50 |
777.50 |
768.25 |
783.50 |
PP |
759.00 |
759.00 |
759.00 |
762.00 |
S1 |
746.75 |
746.75 |
762.75 |
753.00 |
S2 |
728.25 |
728.25 |
759.75 |
|
S3 |
697.50 |
716.00 |
757.00 |
|
S4 |
666.75 |
685.25 |
748.50 |
|
|
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 |
901.75 |
2.618 |
851.50 |
1.618 |
820.75 |
1.000 |
801.75 |
0.618 |
790.00 |
HIGH |
771.00 |
0.618 |
759.25 |
0.500 |
755.50 |
0.382 |
752.00 |
LOW |
740.25 |
0.618 |
721.25 |
1.000 |
709.50 |
1.618 |
690.50 |
2.618 |
659.75 |
4.250 |
609.50 |
|
|
Fisher Pivots for day following 24-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
762.25 |
763.50 |
PP |
759.00 |
761.50 |
S1 |
755.50 |
759.50 |
|