E-mini S&P 500 Future December 2009
| Trading Metrics calculated at close of trading on 25-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2009 |
25-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
885.25 |
893.25 |
8.00 |
0.9% |
929.50 |
| High |
902.25 |
913.25 |
11.00 |
1.2% |
932.00 |
| Low |
884.75 |
886.50 |
1.75 |
0.2% |
896.25 |
| Close |
893.75 |
912.50 |
18.75 |
2.1% |
911.50 |
| Range |
17.50 |
26.75 |
9.25 |
52.9% |
35.75 |
| ATR |
17.56 |
18.22 |
0.66 |
3.7% |
0.00 |
| Volume |
1,164 |
2,346 |
1,182 |
101.5% |
799 |
|
| Daily Pivots for day following 25-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
984.25 |
975.25 |
927.25 |
|
| R3 |
957.50 |
948.50 |
919.75 |
|
| R2 |
930.75 |
930.75 |
917.50 |
|
| R1 |
921.75 |
921.75 |
915.00 |
926.25 |
| PP |
904.00 |
904.00 |
904.00 |
906.50 |
| S1 |
895.00 |
895.00 |
910.00 |
899.50 |
| S2 |
877.25 |
877.25 |
907.50 |
|
| S3 |
850.50 |
868.25 |
905.25 |
|
| S4 |
823.75 |
841.50 |
897.75 |
|
|
| 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 |
1,027.00 |
|
2.618 |
983.25 |
|
1.618 |
956.50 |
|
1.000 |
940.00 |
|
0.618 |
929.75 |
|
HIGH |
913.25 |
|
0.618 |
903.00 |
|
0.500 |
900.00 |
|
0.382 |
896.75 |
|
LOW |
886.50 |
|
0.618 |
870.00 |
|
1.000 |
859.75 |
|
1.618 |
843.25 |
|
2.618 |
816.50 |
|
4.250 |
772.75 |
|
|
| Fisher Pivots for day following 25-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
908.25 |
907.25 |
| PP |
904.00 |
902.00 |
| S1 |
900.00 |
897.00 |
|