E-mini S&P 500 Future December 2009
Trading Metrics calculated at close of trading on 16-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2009 |
16-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
929.50 |
917.00 |
-12.50 |
-1.3% |
930.75 |
High |
932.00 |
917.00 |
-15.00 |
-1.6% |
948.00 |
Low |
914.00 |
906.25 |
-7.75 |
-0.8% |
918.50 |
Close |
915.25 |
903.75 |
-11.50 |
-1.3% |
936.50 |
Range |
18.00 |
10.75 |
-7.25 |
-40.3% |
29.50 |
ATR |
18.24 |
17.71 |
-0.54 |
-2.9% |
0.00 |
Volume |
440 |
89 |
-351 |
-79.8% |
792 |
|
Daily Pivots for day following 16-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
941.25 |
933.25 |
909.75 |
|
R3 |
930.50 |
922.50 |
906.75 |
|
R2 |
919.75 |
919.75 |
905.75 |
|
R1 |
911.75 |
911.75 |
904.75 |
910.50 |
PP |
909.00 |
909.00 |
909.00 |
908.25 |
S1 |
901.00 |
901.00 |
902.75 |
899.50 |
S2 |
898.25 |
898.25 |
901.75 |
|
S3 |
887.50 |
890.25 |
900.75 |
|
S4 |
876.75 |
879.50 |
897.75 |
|
|
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 |
962.75 |
2.618 |
945.25 |
1.618 |
934.50 |
1.000 |
927.75 |
0.618 |
923.75 |
HIGH |
917.00 |
0.618 |
913.00 |
0.500 |
911.50 |
0.382 |
910.25 |
LOW |
906.25 |
0.618 |
899.50 |
1.000 |
895.50 |
1.618 |
888.75 |
2.618 |
878.00 |
4.250 |
860.50 |
|
|
Fisher Pivots for day following 16-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
911.50 |
920.50 |
PP |
909.00 |
915.00 |
S1 |
906.50 |
909.25 |
|