E-mini S&P 500 Future December 2009
Trading Metrics calculated at close of trading on 01-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2009 |
01-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
917.25 |
911.00 |
-6.25 |
-0.7% |
911.25 |
High |
921.75 |
924.00 |
2.25 |
0.2% |
914.50 |
Low |
904.50 |
909.75 |
5.25 |
0.6% |
880.50 |
Close |
911.25 |
915.00 |
3.75 |
0.4% |
909.75 |
Range |
17.25 |
14.25 |
-3.00 |
-17.4% |
34.00 |
ATR |
17.56 |
17.33 |
-0.24 |
-1.3% |
0.00 |
Volume |
934 |
1,568 |
634 |
67.9% |
11,037 |
|
Daily Pivots for day following 01-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
959.00 |
951.25 |
922.75 |
|
R3 |
944.75 |
937.00 |
919.00 |
|
R2 |
930.50 |
930.50 |
917.50 |
|
R1 |
922.75 |
922.75 |
916.25 |
926.50 |
PP |
916.25 |
916.25 |
916.25 |
918.25 |
S1 |
908.50 |
908.50 |
913.75 |
912.50 |
S2 |
902.00 |
902.00 |
912.50 |
|
S3 |
887.75 |
894.25 |
911.00 |
|
S4 |
873.50 |
880.00 |
907.25 |
|
|
Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,003.50 |
990.75 |
928.50 |
|
R3 |
969.50 |
956.75 |
919.00 |
|
R2 |
935.50 |
935.50 |
916.00 |
|
R1 |
922.75 |
922.75 |
912.75 |
912.00 |
PP |
901.50 |
901.50 |
901.50 |
896.25 |
S1 |
888.75 |
888.75 |
906.75 |
878.00 |
S2 |
867.50 |
867.50 |
903.50 |
|
S3 |
833.50 |
854.75 |
900.50 |
|
S4 |
799.50 |
820.75 |
891.00 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
984.50 |
2.618 |
961.25 |
1.618 |
947.00 |
1.000 |
938.25 |
0.618 |
932.75 |
HIGH |
924.00 |
0.618 |
918.50 |
0.500 |
917.00 |
0.382 |
915.25 |
LOW |
909.75 |
0.618 |
901.00 |
1.000 |
895.50 |
1.618 |
886.75 |
2.618 |
872.50 |
4.250 |
849.25 |
|
|
Fisher Pivots for day following 01-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
917.00 |
914.50 |
PP |
916.25 |
914.00 |
S1 |
915.50 |
913.50 |
|