E-mini S&P 500 Future December 2009
| Trading Metrics calculated at close of trading on 05-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2009 |
05-May-2009 |
Change |
Change % |
Previous Week |
| Open |
876.75 |
893.50 |
16.75 |
1.9% |
843.00 |
| High |
896.50 |
897.50 |
1.00 |
0.1% |
884.25 |
| Low |
871.50 |
885.25 |
13.75 |
1.6% |
833.50 |
| Close |
895.75 |
896.00 |
0.25 |
0.0% |
868.75 |
| Range |
25.00 |
12.25 |
-12.75 |
-51.0% |
50.75 |
| ATR |
0.00 |
18.86 |
18.86 |
|
0.00 |
| Volume |
4 |
12 |
8 |
200.0% |
40 |
|
| Daily Pivots for day following 05-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
929.75 |
925.00 |
902.75 |
|
| R3 |
917.50 |
912.75 |
899.25 |
|
| R2 |
905.25 |
905.25 |
898.25 |
|
| R1 |
900.50 |
900.50 |
897.00 |
903.00 |
| PP |
893.00 |
893.00 |
893.00 |
894.00 |
| S1 |
888.25 |
888.25 |
895.00 |
890.50 |
| S2 |
880.75 |
880.75 |
893.75 |
|
| S3 |
868.50 |
876.00 |
892.75 |
|
| S4 |
856.25 |
863.75 |
889.25 |
|
|
| 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 |
949.50 |
|
2.618 |
929.50 |
|
1.618 |
917.25 |
|
1.000 |
909.75 |
|
0.618 |
905.00 |
|
HIGH |
897.50 |
|
0.618 |
892.75 |
|
0.500 |
891.50 |
|
0.382 |
890.00 |
|
LOW |
885.25 |
|
0.618 |
877.75 |
|
1.000 |
873.00 |
|
1.618 |
865.50 |
|
2.618 |
853.25 |
|
4.250 |
833.25 |
|
|
| Fisher Pivots for day following 05-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
894.50 |
889.75 |
| PP |
893.00 |
883.50 |
| S1 |
891.50 |
877.25 |
|