E-mini S&P 500 Future December 2009
| Trading Metrics calculated at close of trading on 11-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2009 |
11-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
942.25 |
936.50 |
-5.75 |
-0.6% |
907.50 |
| High |
945.50 |
948.00 |
2.50 |
0.3% |
944.75 |
| Low |
920.00 |
930.00 |
10.00 |
1.1% |
907.50 |
| Close |
932.25 |
934.00 |
1.75 |
0.2% |
932.25 |
| Range |
25.50 |
18.00 |
-7.50 |
-29.4% |
37.25 |
| ATR |
18.83 |
18.77 |
-0.06 |
-0.3% |
0.00 |
| Volume |
10 |
175 |
165 |
1,650.0% |
737 |
|
| Daily Pivots for day following 11-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
991.25 |
980.75 |
944.00 |
|
| R3 |
973.25 |
962.75 |
939.00 |
|
| R2 |
955.25 |
955.25 |
937.25 |
|
| R1 |
944.75 |
944.75 |
935.75 |
941.00 |
| PP |
937.25 |
937.25 |
937.25 |
935.50 |
| S1 |
926.75 |
926.75 |
932.25 |
923.00 |
| S2 |
919.25 |
919.25 |
930.75 |
|
| S3 |
901.25 |
908.75 |
929.00 |
|
| S4 |
883.25 |
890.75 |
924.00 |
|
|
| 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 |
1,024.50 |
|
2.618 |
995.00 |
|
1.618 |
977.00 |
|
1.000 |
966.00 |
|
0.618 |
959.00 |
|
HIGH |
948.00 |
|
0.618 |
941.00 |
|
0.500 |
939.00 |
|
0.382 |
937.00 |
|
LOW |
930.00 |
|
0.618 |
919.00 |
|
1.000 |
912.00 |
|
1.618 |
901.00 |
|
2.618 |
883.00 |
|
4.250 |
853.50 |
|
|
| Fisher Pivots for day following 11-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
939.00 |
934.00 |
| PP |
937.25 |
934.00 |
| S1 |
935.75 |
934.00 |
|