E-mini S&P 500 Future December 2009
| Trading Metrics calculated at close of trading on 05-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2009 |
05-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
920.00 |
932.75 |
12.75 |
1.4% |
907.50 |
| High |
933.75 |
944.75 |
11.00 |
1.2% |
944.75 |
| Low |
920.00 |
927.50 |
7.50 |
0.8% |
907.50 |
| Close |
931.50 |
932.25 |
0.75 |
0.1% |
932.25 |
| Range |
13.75 |
17.25 |
3.50 |
25.5% |
37.25 |
| ATR |
19.44 |
19.29 |
-0.16 |
-0.8% |
0.00 |
| Volume |
119 |
347 |
228 |
191.6% |
737 |
|
| Daily Pivots for day following 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
986.50 |
976.75 |
941.75 |
|
| R3 |
969.25 |
959.50 |
937.00 |
|
| R2 |
952.00 |
952.00 |
935.50 |
|
| R1 |
942.25 |
942.25 |
933.75 |
938.50 |
| PP |
934.75 |
934.75 |
934.75 |
933.00 |
| S1 |
925.00 |
925.00 |
930.75 |
921.25 |
| S2 |
917.50 |
917.50 |
929.00 |
|
| S3 |
900.25 |
907.75 |
927.50 |
|
| S4 |
883.00 |
890.50 |
922.75 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,040.00 |
1,023.25 |
952.75 |
|
| R3 |
1,002.75 |
986.00 |
942.50 |
|
| R2 |
965.50 |
965.50 |
939.00 |
|
| R1 |
948.75 |
948.75 |
935.75 |
957.00 |
| PP |
928.25 |
928.25 |
928.25 |
932.25 |
| S1 |
911.50 |
911.50 |
928.75 |
920.00 |
| S2 |
891.00 |
891.00 |
925.50 |
|
| S3 |
853.75 |
874.25 |
922.00 |
|
| S4 |
816.50 |
837.00 |
911.75 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,018.00 |
|
2.618 |
990.00 |
|
1.618 |
972.75 |
|
1.000 |
962.00 |
|
0.618 |
955.50 |
|
HIGH |
944.75 |
|
0.618 |
938.25 |
|
0.500 |
936.00 |
|
0.382 |
934.00 |
|
LOW |
927.50 |
|
0.618 |
916.75 |
|
1.000 |
910.25 |
|
1.618 |
899.50 |
|
2.618 |
882.25 |
|
4.250 |
854.25 |
|
|
| Fisher Pivots for day following 05-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
936.00 |
931.50 |
| PP |
934.75 |
930.50 |
| S1 |
933.50 |
929.50 |
|