E-mini S&P MIDCAP 400 Future June 2009
Trading Metrics calculated at close of trading on 22-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2009 |
22-May-2009 |
Change |
Change % |
Previous Week |
Open |
561.60 |
555.70 |
-5.90 |
-1.1% |
544.00 |
High |
562.70 |
560.50 |
-2.20 |
-0.4% |
581.70 |
Low |
546.60 |
547.10 |
0.50 |
0.1% |
539.50 |
Close |
555.70 |
548.20 |
-7.50 |
-1.3% |
548.20 |
Range |
16.10 |
13.40 |
-2.70 |
-16.8% |
42.20 |
ATR |
19.41 |
18.98 |
-0.43 |
-2.2% |
0.00 |
Volume |
31,869 |
30,783 |
-1,086 |
-3.4% |
146,092 |
|
Daily Pivots for day following 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
592.13 |
583.57 |
555.57 |
|
R3 |
578.73 |
570.17 |
551.89 |
|
R2 |
565.33 |
565.33 |
550.66 |
|
R1 |
556.77 |
556.77 |
549.43 |
554.35 |
PP |
551.93 |
551.93 |
551.93 |
550.73 |
S1 |
543.37 |
543.37 |
546.97 |
540.95 |
S2 |
538.53 |
538.53 |
545.74 |
|
S3 |
525.13 |
529.97 |
544.52 |
|
S4 |
511.73 |
516.57 |
540.83 |
|
|
Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
683.07 |
657.83 |
571.41 |
|
R3 |
640.87 |
615.63 |
559.81 |
|
R2 |
598.67 |
598.67 |
555.94 |
|
R1 |
573.43 |
573.43 |
552.07 |
586.05 |
PP |
556.47 |
556.47 |
556.47 |
562.78 |
S1 |
531.23 |
531.23 |
544.33 |
543.85 |
S2 |
514.27 |
514.27 |
540.46 |
|
S3 |
472.07 |
489.03 |
536.60 |
|
S4 |
429.87 |
446.83 |
524.99 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
617.45 |
2.618 |
595.58 |
1.618 |
582.18 |
1.000 |
573.90 |
0.618 |
568.78 |
HIGH |
560.50 |
0.618 |
555.38 |
0.500 |
553.80 |
0.382 |
552.22 |
LOW |
547.10 |
0.618 |
538.82 |
1.000 |
533.70 |
1.618 |
525.42 |
2.618 |
512.02 |
4.250 |
490.15 |
|
|
Fisher Pivots for day following 22-May-2009 |
Pivot |
1 day |
3 day |
R1 |
553.80 |
564.15 |
PP |
551.93 |
558.83 |
S1 |
550.07 |
553.52 |
|