E-mini S&P 500 Future December 2009
| Trading Metrics calculated at close of trading on 04-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2009 |
04-May-2009 |
Change |
Change % |
Previous Week |
| Open |
861.50 |
876.75 |
15.25 |
1.8% |
843.00 |
| High |
869.75 |
896.50 |
26.75 |
3.1% |
884.25 |
| Low |
857.00 |
871.50 |
14.50 |
1.7% |
833.50 |
| Close |
868.75 |
895.75 |
27.00 |
3.1% |
868.75 |
| Range |
12.75 |
25.00 |
12.25 |
96.1% |
50.75 |
| ATR |
|
|
|
|
|
| Volume |
18 |
4 |
-14 |
-77.8% |
40 |
|
| Daily Pivots for day following 04-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
963.00 |
954.25 |
909.50 |
|
| R3 |
938.00 |
929.25 |
902.50 |
|
| R2 |
913.00 |
913.00 |
900.25 |
|
| R1 |
904.25 |
904.25 |
898.00 |
908.50 |
| PP |
888.00 |
888.00 |
888.00 |
890.00 |
| S1 |
879.25 |
879.25 |
893.50 |
883.50 |
| S2 |
863.00 |
863.00 |
891.25 |
|
| S3 |
838.00 |
854.25 |
889.00 |
|
| S4 |
813.00 |
829.25 |
882.00 |
|
|
| 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 |
1,002.75 |
|
2.618 |
962.00 |
|
1.618 |
937.00 |
|
1.000 |
921.50 |
|
0.618 |
912.00 |
|
HIGH |
896.50 |
|
0.618 |
887.00 |
|
0.500 |
884.00 |
|
0.382 |
881.00 |
|
LOW |
871.50 |
|
0.618 |
856.00 |
|
1.000 |
846.50 |
|
1.618 |
831.00 |
|
2.618 |
806.00 |
|
4.250 |
765.25 |
|
|
| Fisher Pivots for day following 04-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
891.75 |
889.50 |
| PP |
888.00 |
883.00 |
| S1 |
884.00 |
876.75 |
|