E-mini S&P 500 Future December 2009
| Trading Metrics calculated at close of trading on 06-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2009 |
06-May-2009 |
Change |
Change % |
Previous Week |
| Open |
893.50 |
906.00 |
12.50 |
1.4% |
843.00 |
| High |
897.50 |
911.00 |
13.50 |
1.5% |
884.25 |
| Low |
885.25 |
884.25 |
-1.00 |
-0.1% |
833.50 |
| Close |
896.00 |
909.50 |
13.50 |
1.5% |
868.75 |
| Range |
12.25 |
26.75 |
14.50 |
118.4% |
50.75 |
| ATR |
18.86 |
19.42 |
0.56 |
3.0% |
0.00 |
| Volume |
12 |
59 |
47 |
391.7% |
40 |
|
| Daily Pivots for day following 06-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
981.75 |
972.50 |
924.25 |
|
| R3 |
955.00 |
945.75 |
916.75 |
|
| R2 |
928.25 |
928.25 |
914.50 |
|
| R1 |
919.00 |
919.00 |
912.00 |
923.50 |
| PP |
901.50 |
901.50 |
901.50 |
904.00 |
| S1 |
892.25 |
892.25 |
907.00 |
897.00 |
| S2 |
874.75 |
874.75 |
904.50 |
|
| S3 |
848.00 |
865.50 |
902.25 |
|
| S4 |
821.25 |
838.75 |
894.75 |
|
|
| 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 |
1,024.75 |
|
2.618 |
981.00 |
|
1.618 |
954.25 |
|
1.000 |
937.75 |
|
0.618 |
927.50 |
|
HIGH |
911.00 |
|
0.618 |
900.75 |
|
0.500 |
897.50 |
|
0.382 |
894.50 |
|
LOW |
884.25 |
|
0.618 |
867.75 |
|
1.000 |
857.50 |
|
1.618 |
841.00 |
|
2.618 |
814.25 |
|
4.250 |
770.50 |
|
|
| Fisher Pivots for day following 06-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
905.50 |
903.50 |
| PP |
901.50 |
897.25 |
| S1 |
897.50 |
891.25 |
|