E-mini S&P 500 Future December 2009
Trading Metrics calculated at close of trading on 12-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2009 |
12-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
936.50 |
928.00 |
-8.50 |
-0.9% |
930.75 |
High |
948.00 |
934.75 |
-13.25 |
-1.4% |
948.00 |
Low |
930.00 |
928.00 |
-2.00 |
-0.2% |
918.50 |
Close |
934.00 |
936.50 |
2.50 |
0.3% |
936.50 |
Range |
18.00 |
6.75 |
-11.25 |
-62.5% |
29.50 |
ATR |
18.77 |
17.92 |
-0.86 |
-4.6% |
0.00 |
Volume |
175 |
464 |
289 |
165.1% |
792 |
|
Daily Pivots for day following 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
953.25 |
951.75 |
940.25 |
|
R3 |
946.50 |
945.00 |
938.25 |
|
R2 |
939.75 |
939.75 |
937.75 |
|
R1 |
938.25 |
938.25 |
937.00 |
939.00 |
PP |
933.00 |
933.00 |
933.00 |
933.50 |
S1 |
931.50 |
931.50 |
936.00 |
932.25 |
S2 |
926.25 |
926.25 |
935.25 |
|
S3 |
919.50 |
924.75 |
934.75 |
|
S4 |
912.75 |
918.00 |
932.75 |
|
|
Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,022.75 |
1,009.25 |
952.75 |
|
R3 |
993.25 |
979.75 |
944.50 |
|
R2 |
963.75 |
963.75 |
942.00 |
|
R1 |
950.25 |
950.25 |
939.25 |
957.00 |
PP |
934.25 |
934.25 |
934.25 |
937.75 |
S1 |
920.75 |
920.75 |
933.75 |
927.50 |
S2 |
904.75 |
904.75 |
931.00 |
|
S3 |
875.25 |
891.25 |
928.50 |
|
S4 |
845.75 |
861.75 |
920.25 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
963.50 |
2.618 |
952.50 |
1.618 |
945.75 |
1.000 |
941.50 |
0.618 |
939.00 |
HIGH |
934.75 |
0.618 |
932.25 |
0.500 |
931.50 |
0.382 |
930.50 |
LOW |
928.00 |
0.618 |
923.75 |
1.000 |
921.25 |
1.618 |
917.00 |
2.618 |
910.25 |
4.250 |
899.25 |
|
|
Fisher Pivots for day following 12-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
934.75 |
935.75 |
PP |
933.00 |
934.75 |
S1 |
931.50 |
934.00 |
|