E-mini S&P 500 Future December 2009
| Trading Metrics calculated at close of trading on 04-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2009 |
04-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
925.50 |
920.00 |
-5.50 |
-0.6% |
873.00 |
| High |
925.50 |
933.75 |
8.25 |
0.9% |
915.25 |
| Low |
914.50 |
920.00 |
5.50 |
0.6% |
870.00 |
| Close |
922.75 |
931.50 |
8.75 |
0.9% |
909.25 |
| Range |
11.00 |
13.75 |
2.75 |
25.0% |
45.25 |
| ATR |
19.88 |
19.44 |
-0.44 |
-2.2% |
0.00 |
| Volume |
250 |
119 |
-131 |
-52.4% |
51 |
|
| Daily Pivots for day following 04-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
969.75 |
964.25 |
939.00 |
|
| R3 |
956.00 |
950.50 |
935.25 |
|
| R2 |
942.25 |
942.25 |
934.00 |
|
| R1 |
936.75 |
936.75 |
932.75 |
939.50 |
| PP |
928.50 |
928.50 |
928.50 |
929.75 |
| S1 |
923.00 |
923.00 |
930.25 |
925.75 |
| S2 |
914.75 |
914.75 |
929.00 |
|
| S3 |
901.00 |
909.25 |
927.75 |
|
| S4 |
887.25 |
895.50 |
924.00 |
|
|
| 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 |
992.25 |
|
2.618 |
969.75 |
|
1.618 |
956.00 |
|
1.000 |
947.50 |
|
0.618 |
942.25 |
|
HIGH |
933.75 |
|
0.618 |
928.50 |
|
0.500 |
927.00 |
|
0.382 |
925.25 |
|
LOW |
920.00 |
|
0.618 |
911.50 |
|
1.000 |
906.25 |
|
1.618 |
897.75 |
|
2.618 |
884.00 |
|
4.250 |
861.50 |
|
|
| Fisher Pivots for day following 04-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
930.00 |
929.50 |
| PP |
928.50 |
927.75 |
| S1 |
927.00 |
925.75 |
|