E-mini S&P 500 Future December 2009
| Trading Metrics calculated at close of trading on 01-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2009 |
01-May-2009 |
Change |
Change % |
Previous Week |
| Open |
876.25 |
861.50 |
-14.75 |
-1.7% |
843.00 |
| High |
884.25 |
869.75 |
-14.50 |
-1.6% |
884.25 |
| Low |
858.25 |
857.00 |
-1.25 |
-0.1% |
833.50 |
| Close |
862.50 |
868.75 |
6.25 |
0.7% |
868.75 |
| Range |
26.00 |
12.75 |
-13.25 |
-51.0% |
50.75 |
| ATR |
|
|
|
|
|
| Volume |
6 |
18 |
12 |
200.0% |
40 |
|
| Daily Pivots for day following 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
903.50 |
898.75 |
875.75 |
|
| R3 |
890.75 |
886.00 |
872.25 |
|
| R2 |
878.00 |
878.00 |
871.00 |
|
| R1 |
873.25 |
873.25 |
870.00 |
875.50 |
| PP |
865.25 |
865.25 |
865.25 |
866.25 |
| S1 |
860.50 |
860.50 |
867.50 |
863.00 |
| S2 |
852.50 |
852.50 |
866.50 |
|
| S3 |
839.75 |
847.75 |
865.25 |
|
| S4 |
827.00 |
835.00 |
861.75 |
|
|
| Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,014.50 |
992.25 |
896.75 |
|
| R3 |
963.75 |
941.50 |
882.75 |
|
| R2 |
913.00 |
913.00 |
878.00 |
|
| R1 |
890.75 |
890.75 |
873.50 |
902.00 |
| PP |
862.25 |
862.25 |
862.25 |
867.75 |
| S1 |
840.00 |
840.00 |
864.00 |
851.00 |
| S2 |
811.50 |
811.50 |
859.50 |
|
| S3 |
760.75 |
789.25 |
854.75 |
|
| S4 |
710.00 |
738.50 |
840.75 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
924.00 |
|
2.618 |
903.25 |
|
1.618 |
890.50 |
|
1.000 |
882.50 |
|
0.618 |
877.75 |
|
HIGH |
869.75 |
|
0.618 |
865.00 |
|
0.500 |
863.50 |
|
0.382 |
861.75 |
|
LOW |
857.00 |
|
0.618 |
849.00 |
|
1.000 |
844.25 |
|
1.618 |
836.25 |
|
2.618 |
823.50 |
|
4.250 |
802.75 |
|
|
| Fisher Pivots for day following 01-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
867.00 |
870.50 |
| PP |
865.25 |
870.00 |
| S1 |
863.50 |
869.50 |
|