E-mini S&P 500 Future December 2009
Trading Metrics calculated at close of trading on 02-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2009 |
02-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
907.50 |
930.00 |
22.50 |
2.5% |
873.00 |
High |
935.50 |
937.00 |
1.50 |
0.2% |
915.25 |
Low |
907.50 |
929.75 |
22.25 |
2.5% |
870.00 |
Close |
930.25 |
933.75 |
3.50 |
0.4% |
909.25 |
Range |
28.00 |
7.25 |
-20.75 |
-74.1% |
45.25 |
ATR |
20.91 |
19.93 |
-0.98 |
-4.7% |
0.00 |
Volume |
7 |
14 |
7 |
100.0% |
51 |
|
Daily Pivots for day following 02-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
955.25 |
951.75 |
937.75 |
|
R3 |
948.00 |
944.50 |
935.75 |
|
R2 |
940.75 |
940.75 |
935.00 |
|
R1 |
937.25 |
937.25 |
934.50 |
939.00 |
PP |
933.50 |
933.50 |
933.50 |
934.50 |
S1 |
930.00 |
930.00 |
933.00 |
931.75 |
S2 |
926.25 |
926.25 |
932.50 |
|
S3 |
919.00 |
922.75 |
931.75 |
|
S4 |
911.75 |
915.50 |
929.75 |
|
|
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 |
967.75 |
2.618 |
956.00 |
1.618 |
948.75 |
1.000 |
944.25 |
0.618 |
941.50 |
HIGH |
937.00 |
0.618 |
934.25 |
0.500 |
933.50 |
0.382 |
932.50 |
LOW |
929.75 |
0.618 |
925.25 |
1.000 |
922.50 |
1.618 |
918.00 |
2.618 |
910.75 |
4.250 |
899.00 |
|
|
Fisher Pivots for day following 02-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
933.50 |
928.25 |
PP |
933.50 |
922.75 |
S1 |
933.50 |
917.50 |
|