E-mini S&P MIDCAP 400 Future June 2009
Trading Metrics calculated at close of trading on 08-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2009 |
08-May-2009 |
Change |
Change % |
Previous Week |
Open |
581.80 |
566.30 |
-15.50 |
-2.7% |
558.30 |
High |
589.10 |
586.30 |
-2.80 |
-0.5% |
589.10 |
Low |
562.50 |
564.70 |
2.20 |
0.4% |
558.30 |
Close |
567.30 |
583.30 |
16.00 |
2.8% |
583.30 |
Range |
26.60 |
21.60 |
-5.00 |
-18.8% |
30.80 |
ATR |
19.89 |
20.01 |
0.12 |
0.6% |
0.00 |
Volume |
42,390 |
38,802 |
-3,588 |
-8.5% |
216,762 |
|
Daily Pivots for day following 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
642.90 |
634.70 |
595.18 |
|
R3 |
621.30 |
613.10 |
589.24 |
|
R2 |
599.70 |
599.70 |
587.26 |
|
R1 |
591.50 |
591.50 |
585.28 |
595.60 |
PP |
578.10 |
578.10 |
578.10 |
580.15 |
S1 |
569.90 |
569.90 |
581.32 |
574.00 |
S2 |
556.50 |
556.50 |
579.34 |
|
S3 |
534.90 |
548.30 |
577.36 |
|
S4 |
513.30 |
526.70 |
571.42 |
|
|
Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
669.30 |
657.10 |
600.24 |
|
R3 |
638.50 |
626.30 |
591.77 |
|
R2 |
607.70 |
607.70 |
588.95 |
|
R1 |
595.50 |
595.50 |
586.12 |
601.60 |
PP |
576.90 |
576.90 |
576.90 |
579.95 |
S1 |
564.70 |
564.70 |
580.48 |
570.80 |
S2 |
546.10 |
546.10 |
577.65 |
|
S3 |
515.30 |
533.90 |
574.83 |
|
S4 |
484.50 |
503.10 |
566.36 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
678.10 |
2.618 |
642.85 |
1.618 |
621.25 |
1.000 |
607.90 |
0.618 |
599.65 |
HIGH |
586.30 |
0.618 |
578.05 |
0.500 |
575.50 |
0.382 |
572.95 |
LOW |
564.70 |
0.618 |
551.35 |
1.000 |
543.10 |
1.618 |
529.75 |
2.618 |
508.15 |
4.250 |
472.90 |
|
|
Fisher Pivots for day following 08-May-2009 |
Pivot |
1 day |
3 day |
R1 |
580.70 |
580.80 |
PP |
578.10 |
578.30 |
S1 |
575.50 |
575.80 |
|