E-mini S&P 500 Future June 2009
| Trading Metrics calculated at close of trading on 26-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2009 |
26-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
771.75 |
758.00 |
-13.75 |
-1.8% |
815.00 |
| High |
776.25 |
775.25 |
-1.00 |
-0.1% |
815.00 |
| Low |
748.50 |
747.25 |
-1.25 |
-0.2% |
749.50 |
| Close |
758.25 |
748.75 |
-9.50 |
-1.3% |
766.25 |
| Range |
27.75 |
28.00 |
0.25 |
0.9% |
65.50 |
| ATR |
28.50 |
28.47 |
-0.04 |
-0.1% |
0.00 |
| Volume |
13,396 |
28,893 |
15,497 |
115.7% |
31,817 |
|
| Daily Pivots for day following 26-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
841.00 |
823.00 |
764.25 |
|
| R3 |
813.00 |
795.00 |
756.50 |
|
| R2 |
785.00 |
785.00 |
754.00 |
|
| R1 |
767.00 |
767.00 |
751.25 |
762.00 |
| PP |
757.00 |
757.00 |
757.00 |
754.50 |
| S1 |
739.00 |
739.00 |
746.25 |
734.00 |
| S2 |
729.00 |
729.00 |
743.50 |
|
| S3 |
701.00 |
711.00 |
741.00 |
|
| S4 |
673.00 |
683.00 |
733.25 |
|
|
| 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 |
894.25 |
|
2.618 |
848.50 |
|
1.618 |
820.50 |
|
1.000 |
803.25 |
|
0.618 |
792.50 |
|
HIGH |
775.25 |
|
0.618 |
764.50 |
|
0.500 |
761.25 |
|
0.382 |
758.00 |
|
LOW |
747.25 |
|
0.618 |
730.00 |
|
1.000 |
719.25 |
|
1.618 |
702.00 |
|
2.618 |
674.00 |
|
4.250 |
628.25 |
|
|
| Fisher Pivots for day following 26-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
761.25 |
758.25 |
| PP |
757.00 |
755.00 |
| S1 |
753.00 |
752.00 |
|