E-mini S&P 500 Future December 2009
Trading Metrics calculated at close of trading on 09-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2009 |
09-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
930.75 |
933.25 |
2.50 |
0.3% |
907.50 |
High |
933.75 |
936.50 |
2.75 |
0.3% |
944.75 |
Low |
918.50 |
927.00 |
8.50 |
0.9% |
907.50 |
Close |
930.75 |
931.25 |
0.50 |
0.1% |
932.25 |
Range |
15.25 |
9.50 |
-5.75 |
-37.7% |
37.25 |
ATR |
19.00 |
18.32 |
-0.68 |
-3.6% |
0.00 |
Volume |
109 |
34 |
-75 |
-68.8% |
737 |
|
Daily Pivots for day following 09-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
960.00 |
955.25 |
936.50 |
|
R3 |
950.50 |
945.75 |
933.75 |
|
R2 |
941.00 |
941.00 |
933.00 |
|
R1 |
936.25 |
936.25 |
932.00 |
934.00 |
PP |
931.50 |
931.50 |
931.50 |
930.50 |
S1 |
926.75 |
926.75 |
930.50 |
924.50 |
S2 |
922.00 |
922.00 |
929.50 |
|
S3 |
912.50 |
917.25 |
928.75 |
|
S4 |
903.00 |
907.75 |
926.00 |
|
|
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 |
977.00 |
2.618 |
961.25 |
1.618 |
951.75 |
1.000 |
946.00 |
0.618 |
942.25 |
HIGH |
936.50 |
0.618 |
932.75 |
0.500 |
931.75 |
0.382 |
930.75 |
LOW |
927.00 |
0.618 |
921.25 |
1.000 |
917.50 |
1.618 |
911.75 |
2.618 |
902.25 |
4.250 |
886.50 |
|
|
Fisher Pivots for day following 09-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
931.75 |
931.50 |
PP |
931.50 |
931.50 |
S1 |
931.50 |
931.50 |
|