E-mini S&P 500 Future June 2009
Trading Metrics calculated at close of trading on 25-Feb-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2009 |
25-Feb-2009 |
Change |
Change % |
Previous Week |
Open |
741.75 |
771.75 |
30.00 |
4.0% |
815.00 |
High |
771.00 |
776.25 |
5.25 |
0.7% |
815.00 |
Low |
740.25 |
748.50 |
8.25 |
1.1% |
749.50 |
Close |
765.50 |
758.25 |
-7.25 |
-0.9% |
766.25 |
Range |
30.75 |
27.75 |
-3.00 |
-9.8% |
65.50 |
ATR |
28.56 |
28.50 |
-0.06 |
-0.2% |
0.00 |
Volume |
23,390 |
13,396 |
-9,994 |
-42.7% |
31,817 |
|
Daily Pivots for day following 25-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
844.25 |
829.00 |
773.50 |
|
R3 |
816.50 |
801.25 |
766.00 |
|
R2 |
788.75 |
788.75 |
763.25 |
|
R1 |
773.50 |
773.50 |
760.75 |
767.25 |
PP |
761.00 |
761.00 |
761.00 |
758.00 |
S1 |
745.75 |
745.75 |
755.75 |
739.50 |
S2 |
733.25 |
733.25 |
753.25 |
|
S3 |
705.50 |
718.00 |
750.50 |
|
S4 |
677.75 |
690.25 |
743.00 |
|
|
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 |
894.25 |
2.618 |
849.00 |
1.618 |
821.25 |
1.000 |
804.00 |
0.618 |
793.50 |
HIGH |
776.25 |
0.618 |
765.75 |
0.500 |
762.50 |
0.382 |
759.00 |
LOW |
748.50 |
0.618 |
731.25 |
1.000 |
720.75 |
1.618 |
703.50 |
2.618 |
675.75 |
4.250 |
630.50 |
|
|
Fisher Pivots for day following 25-Feb-2009 |
Pivot |
1 day |
3 day |
R1 |
762.50 |
759.50 |
PP |
761.00 |
759.25 |
S1 |
759.50 |
758.75 |
|