E-mini S&P 500 Future June 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 02-Feb-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    30-Jan-2009 | 
                    02-Feb-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        845.25 | 
                        816.75 | 
                        -28.50 | 
                        -3.4% | 
                        817.75 | 
                     
                    
                        | High | 
                        845.25 | 
                        824.00 | 
                        -21.25 | 
                        -2.5% | 
                        871.75 | 
                     
                    
                        | Low | 
                        814.50 | 
                        803.00 | 
                        -11.50 | 
                        -1.4% | 
                        808.00 | 
                     
                    
                        | Close | 
                        819.00 | 
                        818.00 | 
                        -1.00 | 
                        -0.1% | 
                        819.00 | 
                     
                    
                        | Range | 
                        30.75 | 
                        21.00 | 
                        -9.75 | 
                        -31.7% | 
                        63.75 | 
                     
                    
                        | ATR | 
                        31.62 | 
                        30.86 | 
                        -0.76 | 
                        -2.4% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        3,957 | 
                        9,628 | 
                        5,671 | 
                        143.3% | 
                        18,789 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 02-Feb-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                878.00 | 
                869.00 | 
                829.50 | 
                 | 
             
            
                | R3 | 
                857.00 | 
                848.00 | 
                823.75 | 
                 | 
             
            
                | R2 | 
                836.00 | 
                836.00 | 
                821.75 | 
                 | 
             
            
                | R1 | 
                827.00 | 
                827.00 | 
                820.00 | 
                831.50 | 
             
            
                | PP | 
                815.00 | 
                815.00 | 
                815.00 | 
                817.25 | 
             
            
                | S1 | 
                806.00 | 
                806.00 | 
                816.00 | 
                810.50 | 
             
            
                | S2 | 
                794.00 | 
                794.00 | 
                814.25 | 
                 | 
             
            
                | S3 | 
                773.00 | 
                785.00 | 
                812.25 | 
                 | 
             
            
                | S4 | 
                752.00 | 
                764.00 | 
                806.50 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 30-Jan-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1,024.25 | 
                985.25 | 
                854.00 | 
                 | 
             
            
                | R3 | 
                960.50 | 
                921.50 | 
                836.50 | 
                 | 
             
            
                | R2 | 
                896.75 | 
                896.75 | 
                830.75 | 
                 | 
             
            
                | R1 | 
                857.75 | 
                857.75 | 
                824.75 | 
                877.25 | 
             
            
                | PP | 
                833.00 | 
                833.00 | 
                833.00 | 
                842.50 | 
             
            
                | S1 | 
                794.00 | 
                794.00 | 
                813.25 | 
                813.50 | 
             
            
                | S2 | 
                769.25 | 
                769.25 | 
                807.25 | 
                 | 
             
            
                | S3 | 
                705.50 | 
                730.25 | 
                801.50 | 
                 | 
             
            
                | S4 | 
                641.75 | 
                666.50 | 
                784.00 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            913.25 | 
         
        
            | 
2.618             | 
            879.00 | 
         
        
            | 
1.618             | 
            858.00 | 
         
        
            | 
1.000             | 
            845.00 | 
         
        
            | 
0.618             | 
            837.00 | 
         
        
            | 
HIGH             | 
            824.00 | 
         
        
            | 
0.618             | 
            816.00 | 
         
        
            | 
0.500             | 
            813.50 | 
         
        
            | 
0.382             | 
            811.00 | 
         
        
            | 
LOW             | 
            803.00 | 
         
        
            | 
0.618             | 
            790.00 | 
         
        
            | 
1.000             | 
            782.00 | 
         
        
            | 
1.618             | 
            769.00 | 
         
        
            | 
2.618             | 
            748.00 | 
         
        
            | 
4.250             | 
            713.75 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 02-Feb-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                816.50 | 
                                834.00 | 
                             
                            
                                | PP | 
                                815.00 | 
                                828.75 | 
                             
                            
                                | S1 | 
                                813.50 | 
                                823.25 | 
                             
             
         |