E-mini S&P 500 Future December 2009
Trading Metrics calculated at close of trading on 08-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2009 |
08-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
932.75 |
930.75 |
-2.00 |
-0.2% |
907.50 |
High |
944.75 |
933.75 |
-11.00 |
-1.2% |
944.75 |
Low |
927.50 |
918.50 |
-9.00 |
-1.0% |
907.50 |
Close |
932.25 |
930.75 |
-1.50 |
-0.2% |
932.25 |
Range |
17.25 |
15.25 |
-2.00 |
-11.6% |
37.25 |
ATR |
19.29 |
19.00 |
-0.29 |
-1.5% |
0.00 |
Volume |
347 |
109 |
-238 |
-68.6% |
737 |
|
Daily Pivots for day following 08-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
973.50 |
967.25 |
939.25 |
|
R3 |
958.25 |
952.00 |
935.00 |
|
R2 |
943.00 |
943.00 |
933.50 |
|
R1 |
936.75 |
936.75 |
932.25 |
938.50 |
PP |
927.75 |
927.75 |
927.75 |
928.50 |
S1 |
921.50 |
921.50 |
929.25 |
923.00 |
S2 |
912.50 |
912.50 |
928.00 |
|
S3 |
897.25 |
906.25 |
926.50 |
|
S4 |
882.00 |
891.00 |
922.25 |
|
|
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 |
998.50 |
2.618 |
973.75 |
1.618 |
958.50 |
1.000 |
949.00 |
0.618 |
943.25 |
HIGH |
933.75 |
0.618 |
928.00 |
0.500 |
926.00 |
0.382 |
924.25 |
LOW |
918.50 |
0.618 |
909.00 |
1.000 |
903.25 |
1.618 |
893.75 |
2.618 |
878.50 |
4.250 |
853.75 |
|
|
Fisher Pivots for day following 08-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
929.25 |
931.50 |
PP |
927.75 |
931.25 |
S1 |
926.00 |
931.00 |
|