E-mini S&P 500 Future December 2009
Trading Metrics calculated at close of trading on 10-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2009 |
10-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
933.25 |
942.25 |
9.00 |
1.0% |
907.50 |
High |
936.50 |
945.50 |
9.00 |
1.0% |
944.75 |
Low |
927.00 |
920.00 |
-7.00 |
-0.8% |
907.50 |
Close |
931.25 |
932.25 |
1.00 |
0.1% |
932.25 |
Range |
9.50 |
25.50 |
16.00 |
168.4% |
37.25 |
ATR |
18.32 |
18.83 |
0.51 |
2.8% |
0.00 |
Volume |
34 |
10 |
-24 |
-70.6% |
737 |
|
Daily Pivots for day following 10-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,009.00 |
996.25 |
946.25 |
|
R3 |
983.50 |
970.75 |
939.25 |
|
R2 |
958.00 |
958.00 |
937.00 |
|
R1 |
945.25 |
945.25 |
934.50 |
939.00 |
PP |
932.50 |
932.50 |
932.50 |
929.50 |
S1 |
919.75 |
919.75 |
930.00 |
913.50 |
S2 |
907.00 |
907.00 |
927.50 |
|
S3 |
881.50 |
894.25 |
925.25 |
|
S4 |
856.00 |
868.75 |
918.25 |
|
|
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 |
1,054.00 |
2.618 |
1,012.25 |
1.618 |
986.75 |
1.000 |
971.00 |
0.618 |
961.25 |
HIGH |
945.50 |
0.618 |
935.75 |
0.500 |
932.75 |
0.382 |
929.75 |
LOW |
920.00 |
0.618 |
904.25 |
1.000 |
894.50 |
1.618 |
878.75 |
2.618 |
853.25 |
4.250 |
811.50 |
|
|
Fisher Pivots for day following 10-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
932.75 |
932.25 |
PP |
932.50 |
932.00 |
S1 |
932.50 |
932.00 |
|