E-mini S&P 500 Future December 2009
| Trading Metrics calculated at close of trading on 01-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2009 |
01-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
898.00 |
907.50 |
9.50 |
1.1% |
873.00 |
| High |
915.25 |
935.50 |
20.25 |
2.2% |
915.25 |
| Low |
897.75 |
907.50 |
9.75 |
1.1% |
870.00 |
| Close |
909.25 |
930.25 |
21.00 |
2.3% |
909.25 |
| Range |
17.50 |
28.00 |
10.50 |
60.0% |
45.25 |
| ATR |
20.36 |
20.91 |
0.55 |
2.7% |
0.00 |
| Volume |
13 |
7 |
-6 |
-46.2% |
51 |
|
| Daily Pivots for day following 01-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,008.50 |
997.25 |
945.75 |
|
| R3 |
980.50 |
969.25 |
938.00 |
|
| R2 |
952.50 |
952.50 |
935.50 |
|
| R1 |
941.25 |
941.25 |
932.75 |
947.00 |
| PP |
924.50 |
924.50 |
924.50 |
927.25 |
| S1 |
913.25 |
913.25 |
927.75 |
919.00 |
| S2 |
896.50 |
896.50 |
925.00 |
|
| S3 |
868.50 |
885.25 |
922.50 |
|
| S4 |
840.50 |
857.25 |
914.75 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,034.00 |
1,016.75 |
934.25 |
|
| R3 |
988.75 |
971.50 |
921.75 |
|
| R2 |
943.50 |
943.50 |
917.50 |
|
| R1 |
926.25 |
926.25 |
913.50 |
935.00 |
| PP |
898.25 |
898.25 |
898.25 |
902.50 |
| S1 |
881.00 |
881.00 |
905.00 |
889.50 |
| S2 |
853.00 |
853.00 |
901.00 |
|
| S3 |
807.75 |
835.75 |
896.75 |
|
| S4 |
762.50 |
790.50 |
884.25 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,054.50 |
|
2.618 |
1,008.75 |
|
1.618 |
980.75 |
|
1.000 |
963.50 |
|
0.618 |
952.75 |
|
HIGH |
935.50 |
|
0.618 |
924.75 |
|
0.500 |
921.50 |
|
0.382 |
918.25 |
|
LOW |
907.50 |
|
0.618 |
890.25 |
|
1.000 |
879.50 |
|
1.618 |
862.25 |
|
2.618 |
834.25 |
|
4.250 |
788.50 |
|
|
| Fisher Pivots for day following 01-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
927.25 |
922.50 |
| PP |
924.50 |
914.75 |
| S1 |
921.50 |
907.00 |
|