E-mini S&P 500 Future December 2009
Trading Metrics calculated at close of trading on 08-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2009 |
08-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
891.25 |
874.75 |
-16.50 |
-1.9% |
908.50 |
High |
893.75 |
878.75 |
-15.00 |
-1.7% |
924.00 |
Low |
871.00 |
861.25 |
-9.75 |
-1.1% |
885.00 |
Close |
875.00 |
869.25 |
-5.75 |
-0.7% |
889.00 |
Range |
22.75 |
17.50 |
-5.25 |
-23.1% |
39.00 |
ATR |
17.42 |
17.42 |
0.01 |
0.0% |
0.00 |
Volume |
1,089 |
2,336 |
1,247 |
114.5% |
6,453 |
|
Daily Pivots for day following 08-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
922.25 |
913.25 |
879.00 |
|
R3 |
904.75 |
895.75 |
874.00 |
|
R2 |
887.25 |
887.25 |
872.50 |
|
R1 |
878.25 |
878.25 |
870.75 |
874.00 |
PP |
869.75 |
869.75 |
869.75 |
867.50 |
S1 |
860.75 |
860.75 |
867.75 |
856.50 |
S2 |
852.25 |
852.25 |
866.00 |
|
S3 |
834.75 |
843.25 |
864.50 |
|
S4 |
817.25 |
825.75 |
859.50 |
|
|
Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,016.25 |
991.75 |
910.50 |
|
R3 |
977.25 |
952.75 |
899.75 |
|
R2 |
938.25 |
938.25 |
896.25 |
|
R1 |
913.75 |
913.75 |
892.50 |
906.50 |
PP |
899.25 |
899.25 |
899.25 |
895.75 |
S1 |
874.75 |
874.75 |
885.50 |
867.50 |
S2 |
860.25 |
860.25 |
881.75 |
|
S3 |
821.25 |
835.75 |
878.25 |
|
S4 |
782.25 |
796.75 |
867.50 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
953.00 |
2.618 |
924.50 |
1.618 |
907.00 |
1.000 |
896.25 |
0.618 |
889.50 |
HIGH |
878.75 |
0.618 |
872.00 |
0.500 |
870.00 |
0.382 |
868.00 |
LOW |
861.25 |
0.618 |
850.50 |
1.000 |
843.75 |
1.618 |
833.00 |
2.618 |
815.50 |
4.250 |
787.00 |
|
|
Fisher Pivots for day following 08-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
870.00 |
877.50 |
PP |
869.75 |
874.75 |
S1 |
869.50 |
872.00 |
|