E-mini S&P 500 Future December 2009
| Trading Metrics calculated at close of trading on 03-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2009 |
03-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
930.00 |
925.50 |
-4.50 |
-0.5% |
873.00 |
| High |
937.00 |
925.50 |
-11.50 |
-1.2% |
915.25 |
| Low |
929.75 |
914.50 |
-15.25 |
-1.6% |
870.00 |
| Close |
933.75 |
922.75 |
-11.00 |
-1.2% |
909.25 |
| Range |
7.25 |
11.00 |
3.75 |
51.7% |
45.25 |
| ATR |
19.93 |
19.88 |
-0.05 |
-0.2% |
0.00 |
| Volume |
14 |
250 |
236 |
1,685.7% |
51 |
|
| Daily Pivots for day following 03-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
954.00 |
949.25 |
928.75 |
|
| R3 |
943.00 |
938.25 |
925.75 |
|
| R2 |
932.00 |
932.00 |
924.75 |
|
| R1 |
927.25 |
927.25 |
923.75 |
924.00 |
| PP |
921.00 |
921.00 |
921.00 |
919.25 |
| S1 |
916.25 |
916.25 |
921.75 |
913.00 |
| S2 |
910.00 |
910.00 |
920.75 |
|
| S3 |
899.00 |
905.25 |
919.75 |
|
| S4 |
888.00 |
894.25 |
916.75 |
|
|
| 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 |
972.25 |
|
2.618 |
954.25 |
|
1.618 |
943.25 |
|
1.000 |
936.50 |
|
0.618 |
932.25 |
|
HIGH |
925.50 |
|
0.618 |
921.25 |
|
0.500 |
920.00 |
|
0.382 |
918.75 |
|
LOW |
914.50 |
|
0.618 |
907.75 |
|
1.000 |
903.50 |
|
1.618 |
896.75 |
|
2.618 |
885.75 |
|
4.250 |
867.75 |
|
|
| Fisher Pivots for day following 03-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
921.75 |
922.50 |
| PP |
921.00 |
922.50 |
| S1 |
920.00 |
922.25 |
|