E-mini S&P 500 Future December 2009
Trading Metrics calculated at close of trading on 09-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2009 |
09-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
874.75 |
869.25 |
-5.50 |
-0.6% |
908.50 |
High |
878.75 |
879.75 |
1.00 |
0.1% |
924.00 |
Low |
861.25 |
869.25 |
8.00 |
0.9% |
885.00 |
Close |
869.25 |
874.50 |
5.25 |
0.6% |
889.00 |
Range |
17.50 |
10.50 |
-7.00 |
-40.0% |
39.00 |
ATR |
17.42 |
16.93 |
-0.49 |
-2.8% |
0.00 |
Volume |
2,336 |
1,922 |
-414 |
-17.7% |
6,453 |
|
Daily Pivots for day following 09-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
906.00 |
900.75 |
880.25 |
|
R3 |
895.50 |
890.25 |
877.50 |
|
R2 |
885.00 |
885.00 |
876.50 |
|
R1 |
879.75 |
879.75 |
875.50 |
882.50 |
PP |
874.50 |
874.50 |
874.50 |
875.75 |
S1 |
869.25 |
869.25 |
873.50 |
872.00 |
S2 |
864.00 |
864.00 |
872.50 |
|
S3 |
853.50 |
858.75 |
871.50 |
|
S4 |
843.00 |
848.25 |
868.75 |
|
|
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 |
924.50 |
2.618 |
907.25 |
1.618 |
896.75 |
1.000 |
890.25 |
0.618 |
886.25 |
HIGH |
879.75 |
0.618 |
875.75 |
0.500 |
874.50 |
0.382 |
873.25 |
LOW |
869.25 |
0.618 |
862.75 |
1.000 |
858.75 |
1.618 |
852.25 |
2.618 |
841.75 |
4.250 |
824.50 |
|
|
Fisher Pivots for day following 09-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
874.50 |
877.50 |
PP |
874.50 |
876.50 |
S1 |
874.50 |
875.50 |
|