E-mini S&P 500 Future December 2009
| Trading Metrics calculated at close of trading on 08-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2009 |
08-May-2009 |
Change |
Change % |
Previous Week |
| Open |
915.75 |
901.00 |
-14.75 |
-1.6% |
876.75 |
| High |
918.25 |
918.75 |
0.50 |
0.1% |
918.75 |
| Low |
891.25 |
901.00 |
9.75 |
1.1% |
871.50 |
| Close |
899.00 |
916.50 |
17.50 |
1.9% |
916.50 |
| Range |
27.00 |
17.75 |
-9.25 |
-34.3% |
47.25 |
| ATR |
19.96 |
19.95 |
-0.02 |
-0.1% |
0.00 |
| Volume |
39 |
25 |
-14 |
-35.9% |
139 |
|
| Daily Pivots for day following 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
965.25 |
958.75 |
926.25 |
|
| R3 |
947.50 |
941.00 |
921.50 |
|
| R2 |
929.75 |
929.75 |
919.75 |
|
| R1 |
923.25 |
923.25 |
918.25 |
926.50 |
| PP |
912.00 |
912.00 |
912.00 |
913.75 |
| S1 |
905.50 |
905.50 |
914.75 |
908.75 |
| S2 |
894.25 |
894.25 |
913.25 |
|
| S3 |
876.50 |
887.75 |
911.50 |
|
| S4 |
858.75 |
870.00 |
906.75 |
|
|
| Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,044.00 |
1,027.50 |
942.50 |
|
| R3 |
996.75 |
980.25 |
929.50 |
|
| R2 |
949.50 |
949.50 |
925.25 |
|
| R1 |
933.00 |
933.00 |
920.75 |
941.25 |
| PP |
902.25 |
902.25 |
902.25 |
906.50 |
| S1 |
885.75 |
885.75 |
912.25 |
894.00 |
| S2 |
855.00 |
855.00 |
907.75 |
|
| S3 |
807.75 |
838.50 |
903.50 |
|
| S4 |
760.50 |
791.25 |
890.50 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
994.25 |
|
2.618 |
965.25 |
|
1.618 |
947.50 |
|
1.000 |
936.50 |
|
0.618 |
929.75 |
|
HIGH |
918.75 |
|
0.618 |
912.00 |
|
0.500 |
910.00 |
|
0.382 |
907.75 |
|
LOW |
901.00 |
|
0.618 |
890.00 |
|
1.000 |
883.25 |
|
1.618 |
872.25 |
|
2.618 |
854.50 |
|
4.250 |
825.50 |
|
|
| Fisher Pivots for day following 08-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
914.25 |
911.50 |
| PP |
912.00 |
906.50 |
| S1 |
910.00 |
901.50 |
|