E-mini S&P 500 Future December 2009
| Trading Metrics calculated at close of trading on 24-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2009 |
24-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
883.75 |
885.25 |
1.50 |
0.2% |
929.50 |
| High |
890.00 |
902.25 |
12.25 |
1.4% |
932.00 |
| Low |
880.50 |
884.75 |
4.25 |
0.5% |
896.25 |
| Close |
886.00 |
893.75 |
7.75 |
0.9% |
911.50 |
| Range |
9.50 |
17.50 |
8.00 |
84.2% |
35.75 |
| ATR |
17.57 |
17.56 |
0.00 |
0.0% |
0.00 |
| Volume |
3,011 |
1,164 |
-1,847 |
-61.3% |
799 |
|
| Daily Pivots for day following 24-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
946.00 |
937.50 |
903.50 |
|
| R3 |
928.50 |
920.00 |
898.50 |
|
| R2 |
911.00 |
911.00 |
897.00 |
|
| R1 |
902.50 |
902.50 |
895.25 |
906.75 |
| PP |
893.50 |
893.50 |
893.50 |
895.75 |
| S1 |
885.00 |
885.00 |
892.25 |
889.25 |
| S2 |
876.00 |
876.00 |
890.50 |
|
| S3 |
858.50 |
867.50 |
889.00 |
|
| S4 |
841.00 |
850.00 |
884.00 |
|
|
| 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 |
976.50 |
|
2.618 |
948.00 |
|
1.618 |
930.50 |
|
1.000 |
919.75 |
|
0.618 |
913.00 |
|
HIGH |
902.25 |
|
0.618 |
895.50 |
|
0.500 |
893.50 |
|
0.382 |
891.50 |
|
LOW |
884.75 |
|
0.618 |
874.00 |
|
1.000 |
867.25 |
|
1.618 |
856.50 |
|
2.618 |
839.00 |
|
4.250 |
810.50 |
|
|
| Fisher Pivots for day following 24-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
893.75 |
897.50 |
| PP |
893.50 |
896.25 |
| S1 |
893.50 |
895.00 |
|