E-mini S&P 500 Future December 2009
| Trading Metrics calculated at close of trading on 19-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2009 |
19-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
905.00 |
912.00 |
7.00 |
0.8% |
929.50 |
| High |
912.75 |
918.75 |
6.00 |
0.7% |
932.00 |
| Low |
896.25 |
907.00 |
10.75 |
1.2% |
896.25 |
| Close |
909.25 |
911.50 |
2.25 |
0.2% |
911.50 |
| Range |
16.50 |
11.75 |
-4.75 |
-28.8% |
35.75 |
| ATR |
17.62 |
17.20 |
-0.42 |
-2.4% |
0.00 |
| Volume |
191 |
71 |
-120 |
-62.8% |
799 |
|
| Daily Pivots for day following 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
947.75 |
941.25 |
918.00 |
|
| R3 |
936.00 |
929.50 |
914.75 |
|
| R2 |
924.25 |
924.25 |
913.75 |
|
| R1 |
917.75 |
917.75 |
912.50 |
915.00 |
| PP |
912.50 |
912.50 |
912.50 |
911.00 |
| S1 |
906.00 |
906.00 |
910.50 |
903.50 |
| S2 |
900.75 |
900.75 |
909.25 |
|
| S3 |
889.00 |
894.25 |
908.25 |
|
| S4 |
877.25 |
882.50 |
905.00 |
|
|
| 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 |
968.75 |
|
2.618 |
949.50 |
|
1.618 |
937.75 |
|
1.000 |
930.50 |
|
0.618 |
926.00 |
|
HIGH |
918.75 |
|
0.618 |
914.25 |
|
0.500 |
913.00 |
|
0.382 |
911.50 |
|
LOW |
907.00 |
|
0.618 |
899.75 |
|
1.000 |
895.25 |
|
1.618 |
888.00 |
|
2.618 |
876.25 |
|
4.250 |
857.00 |
|
|
| Fisher Pivots for day following 19-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
913.00 |
910.25 |
| PP |
912.50 |
908.75 |
| S1 |
912.00 |
907.50 |
|