E-mini S&P 500 Future December 2009
| Trading Metrics calculated at close of trading on 30-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2009 |
30-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
863.50 |
876.25 |
12.75 |
1.5% |
844.75 |
| High |
866.00 |
884.25 |
18.25 |
2.1% |
856.50 |
| Low |
862.00 |
858.25 |
-3.75 |
-0.4% |
816.50 |
| Close |
861.75 |
862.50 |
0.75 |
0.1% |
859.75 |
| Range |
4.00 |
26.00 |
22.00 |
550.0% |
40.00 |
| ATR |
|
|
|
|
|
| Volume |
2 |
6 |
4 |
200.0% |
53 |
|
| Daily Pivots for day following 30-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
946.25 |
930.50 |
876.75 |
|
| R3 |
920.25 |
904.50 |
869.75 |
|
| R2 |
894.25 |
894.25 |
867.25 |
|
| R1 |
878.50 |
878.50 |
865.00 |
873.50 |
| PP |
868.25 |
868.25 |
868.25 |
865.75 |
| S1 |
852.50 |
852.50 |
860.00 |
847.50 |
| S2 |
842.25 |
842.25 |
857.75 |
|
| S3 |
816.25 |
826.50 |
855.25 |
|
| S4 |
790.25 |
800.50 |
848.25 |
|
|
| Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
964.25 |
952.00 |
881.75 |
|
| R3 |
924.25 |
912.00 |
870.75 |
|
| R2 |
884.25 |
884.25 |
867.00 |
|
| R1 |
872.00 |
872.00 |
863.50 |
878.00 |
| PP |
844.25 |
844.25 |
844.25 |
847.25 |
| S1 |
832.00 |
832.00 |
856.00 |
838.00 |
| S2 |
804.25 |
804.25 |
852.50 |
|
| S3 |
764.25 |
792.00 |
848.75 |
|
| S4 |
724.25 |
752.00 |
837.75 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
994.75 |
|
2.618 |
952.25 |
|
1.618 |
926.25 |
|
1.000 |
910.25 |
|
0.618 |
900.25 |
|
HIGH |
884.25 |
|
0.618 |
874.25 |
|
0.500 |
871.25 |
|
0.382 |
868.25 |
|
LOW |
858.25 |
|
0.618 |
842.25 |
|
1.000 |
832.25 |
|
1.618 |
816.25 |
|
2.618 |
790.25 |
|
4.250 |
747.75 |
|
|
| Fisher Pivots for day following 30-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
871.25 |
861.25 |
| PP |
868.25 |
860.00 |
| S1 |
865.50 |
859.00 |
|