E-mini S&P 500 Future December 2009
Trading Metrics calculated at close of trading on 18-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2009 |
18-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
902.75 |
905.00 |
2.25 |
0.2% |
930.75 |
High |
914.75 |
912.75 |
-2.00 |
-0.2% |
948.00 |
Low |
897.00 |
896.25 |
-0.75 |
-0.1% |
918.50 |
Close |
901.25 |
909.25 |
8.00 |
0.9% |
936.50 |
Range |
17.75 |
16.50 |
-1.25 |
-7.0% |
29.50 |
ATR |
17.71 |
17.62 |
-0.09 |
-0.5% |
0.00 |
Volume |
8 |
191 |
183 |
2,287.5% |
792 |
|
Daily Pivots for day following 18-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
955.50 |
949.00 |
918.25 |
|
R3 |
939.00 |
932.50 |
913.75 |
|
R2 |
922.50 |
922.50 |
912.25 |
|
R1 |
916.00 |
916.00 |
910.75 |
919.25 |
PP |
906.00 |
906.00 |
906.00 |
907.75 |
S1 |
899.50 |
899.50 |
907.75 |
902.75 |
S2 |
889.50 |
889.50 |
906.25 |
|
S3 |
873.00 |
883.00 |
904.75 |
|
S4 |
856.50 |
866.50 |
900.25 |
|
|
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 |
983.00 |
2.618 |
956.00 |
1.618 |
939.50 |
1.000 |
929.25 |
0.618 |
923.00 |
HIGH |
912.75 |
0.618 |
906.50 |
0.500 |
904.50 |
0.382 |
902.50 |
LOW |
896.25 |
0.618 |
886.00 |
1.000 |
879.75 |
1.618 |
869.50 |
2.618 |
853.00 |
4.250 |
826.00 |
|
|
Fisher Pivots for day following 18-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
907.75 |
908.50 |
PP |
906.00 |
907.50 |
S1 |
904.50 |
906.50 |
|