E-mini S&P 500 Future December 2009
Trading Metrics calculated at close of trading on 23-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2009 |
23-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
911.25 |
883.75 |
-27.50 |
-3.0% |
929.50 |
High |
914.50 |
890.00 |
-24.50 |
-2.7% |
932.00 |
Low |
883.50 |
880.50 |
-3.00 |
-0.3% |
896.25 |
Close |
884.50 |
886.00 |
1.50 |
0.2% |
911.50 |
Range |
31.00 |
9.50 |
-21.50 |
-69.4% |
35.75 |
ATR |
18.19 |
17.57 |
-0.62 |
-3.4% |
0.00 |
Volume |
1,197 |
3,011 |
1,814 |
151.5% |
799 |
|
Daily Pivots for day following 23-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
914.00 |
909.50 |
891.25 |
|
R3 |
904.50 |
900.00 |
888.50 |
|
R2 |
895.00 |
895.00 |
887.75 |
|
R1 |
890.50 |
890.50 |
886.75 |
892.75 |
PP |
885.50 |
885.50 |
885.50 |
886.50 |
S1 |
881.00 |
881.00 |
885.25 |
883.25 |
S2 |
876.00 |
876.00 |
884.25 |
|
S3 |
866.50 |
871.50 |
883.50 |
|
S4 |
857.00 |
862.00 |
880.75 |
|
|
Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,020.50 |
1,001.75 |
931.25 |
|
R3 |
984.75 |
966.00 |
921.25 |
|
R2 |
949.00 |
949.00 |
918.00 |
|
R1 |
930.25 |
930.25 |
914.75 |
921.75 |
PP |
913.25 |
913.25 |
913.25 |
909.00 |
S1 |
894.50 |
894.50 |
908.25 |
886.00 |
S2 |
877.50 |
877.50 |
905.00 |
|
S3 |
841.75 |
858.75 |
901.75 |
|
S4 |
806.00 |
823.00 |
891.75 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
930.50 |
2.618 |
914.75 |
1.618 |
905.25 |
1.000 |
899.50 |
0.618 |
895.75 |
HIGH |
890.00 |
0.618 |
886.25 |
0.500 |
885.25 |
0.382 |
884.25 |
LOW |
880.50 |
0.618 |
874.75 |
1.000 |
871.00 |
1.618 |
865.25 |
2.618 |
855.75 |
4.250 |
840.00 |
|
|
Fisher Pivots for day following 23-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
885.75 |
899.50 |
PP |
885.50 |
895.00 |
S1 |
885.25 |
890.50 |
|