E-mini S&P 500 Future December 2009
| Trading Metrics calculated at close of trading on 07-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2009 |
07-May-2009 |
Change |
Change % |
Previous Week |
| Open |
906.00 |
915.75 |
9.75 |
1.1% |
843.00 |
| High |
911.00 |
918.25 |
7.25 |
0.8% |
884.25 |
| Low |
884.25 |
891.25 |
7.00 |
0.8% |
833.50 |
| Close |
909.50 |
899.00 |
-10.50 |
-1.2% |
868.75 |
| Range |
26.75 |
27.00 |
0.25 |
0.9% |
50.75 |
| ATR |
19.42 |
19.96 |
0.54 |
2.8% |
0.00 |
| Volume |
59 |
39 |
-20 |
-33.9% |
40 |
|
| Daily Pivots for day following 07-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
983.75 |
968.50 |
913.75 |
|
| R3 |
956.75 |
941.50 |
906.50 |
|
| R2 |
929.75 |
929.75 |
904.00 |
|
| R1 |
914.50 |
914.50 |
901.50 |
908.50 |
| PP |
902.75 |
902.75 |
902.75 |
900.00 |
| S1 |
887.50 |
887.50 |
896.50 |
881.50 |
| S2 |
875.75 |
875.75 |
894.00 |
|
| S3 |
848.75 |
860.50 |
891.50 |
|
| S4 |
821.75 |
833.50 |
884.25 |
|
|
| 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 |
1,033.00 |
|
2.618 |
989.00 |
|
1.618 |
962.00 |
|
1.000 |
945.25 |
|
0.618 |
935.00 |
|
HIGH |
918.25 |
|
0.618 |
908.00 |
|
0.500 |
904.75 |
|
0.382 |
901.50 |
|
LOW |
891.25 |
|
0.618 |
874.50 |
|
1.000 |
864.25 |
|
1.618 |
847.50 |
|
2.618 |
820.50 |
|
4.250 |
776.50 |
|
|
| Fisher Pivots for day following 07-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
904.75 |
901.25 |
| PP |
902.75 |
900.50 |
| S1 |
901.00 |
899.75 |
|