E-mini S&P MIDCAP 400 Future June 2009
Trading Metrics calculated at close of trading on 10-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2009 |
10-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
594.00 |
603.00 |
9.00 |
1.5% |
575.50 |
High |
601.00 |
604.00 |
3.00 |
0.5% |
603.80 |
Low |
592.50 |
586.50 |
-6.00 |
-1.0% |
574.10 |
Close |
596.70 |
597.30 |
0.60 |
0.1% |
595.20 |
Range |
8.50 |
17.50 |
9.00 |
105.9% |
29.70 |
ATR |
16.79 |
16.84 |
0.05 |
0.3% |
0.00 |
Volume |
199 |
380 |
181 |
91.0% |
32,056 |
|
Daily Pivots for day following 10-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
648.43 |
640.37 |
606.93 |
|
R3 |
630.93 |
622.87 |
602.11 |
|
R2 |
613.43 |
613.43 |
600.51 |
|
R1 |
605.37 |
605.37 |
598.90 |
600.65 |
PP |
595.93 |
595.93 |
595.93 |
593.58 |
S1 |
587.87 |
587.87 |
595.70 |
583.15 |
S2 |
578.43 |
578.43 |
594.09 |
|
S3 |
560.93 |
570.37 |
592.49 |
|
S4 |
543.43 |
552.87 |
587.68 |
|
|
Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
680.13 |
667.37 |
611.54 |
|
R3 |
650.43 |
637.67 |
603.37 |
|
R2 |
620.73 |
620.73 |
600.65 |
|
R1 |
607.97 |
607.97 |
597.92 |
614.35 |
PP |
591.03 |
591.03 |
591.03 |
594.23 |
S1 |
578.27 |
578.27 |
592.48 |
584.65 |
S2 |
561.33 |
561.33 |
589.76 |
|
S3 |
531.63 |
548.57 |
587.03 |
|
S4 |
501.93 |
518.87 |
578.87 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
604.00 |
584.00 |
20.00 |
3.3% |
12.96 |
2.2% |
67% |
True |
False |
271 |
10 |
604.00 |
553.10 |
50.90 |
8.5% |
14.33 |
2.4% |
87% |
True |
False |
9,405 |
20 |
604.00 |
539.50 |
64.50 |
10.8% |
16.82 |
2.8% |
90% |
True |
False |
19,684 |
40 |
604.00 |
515.00 |
89.00 |
14.9% |
18.16 |
3.0% |
92% |
True |
False |
28,790 |
60 |
604.00 |
443.50 |
160.50 |
26.9% |
19.27 |
3.2% |
96% |
True |
False |
30,374 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
678.38 |
2.618 |
649.82 |
1.618 |
632.32 |
1.000 |
621.50 |
0.618 |
614.82 |
HIGH |
604.00 |
0.618 |
597.32 |
0.500 |
595.25 |
0.382 |
593.19 |
LOW |
586.50 |
0.618 |
575.69 |
1.000 |
569.00 |
1.618 |
558.19 |
2.618 |
540.69 |
4.250 |
512.13 |
|
|
Fisher Pivots for day following 10-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
596.62 |
596.20 |
PP |
595.93 |
595.10 |
S1 |
595.25 |
594.00 |
|