E-mini S&P 500 Future December 2009
| Trading Metrics calculated at close of trading on 11-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2009 |
11-May-2009 |
Change |
Change % |
Previous Week |
| Open |
901.00 |
915.00 |
14.00 |
1.6% |
876.75 |
| High |
918.75 |
915.00 |
-3.75 |
-0.4% |
918.75 |
| Low |
901.00 |
898.75 |
-2.25 |
-0.2% |
871.50 |
| Close |
916.50 |
900.75 |
-15.75 |
-1.7% |
916.50 |
| Range |
17.75 |
16.25 |
-1.50 |
-8.5% |
47.25 |
| ATR |
19.95 |
19.79 |
-0.16 |
-0.8% |
0.00 |
| Volume |
25 |
13 |
-12 |
-48.0% |
139 |
|
| Daily Pivots for day following 11-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
953.50 |
943.50 |
909.75 |
|
| R3 |
937.25 |
927.25 |
905.25 |
|
| R2 |
921.00 |
921.00 |
903.75 |
|
| R1 |
911.00 |
911.00 |
902.25 |
908.00 |
| PP |
904.75 |
904.75 |
904.75 |
903.25 |
| S1 |
894.75 |
894.75 |
899.25 |
891.50 |
| S2 |
888.50 |
888.50 |
897.75 |
|
| S3 |
872.25 |
878.50 |
896.25 |
|
| S4 |
856.00 |
862.25 |
891.75 |
|
|
| 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 |
984.00 |
|
2.618 |
957.50 |
|
1.618 |
941.25 |
|
1.000 |
931.25 |
|
0.618 |
925.00 |
|
HIGH |
915.00 |
|
0.618 |
908.75 |
|
0.500 |
907.00 |
|
0.382 |
905.00 |
|
LOW |
898.75 |
|
0.618 |
888.75 |
|
1.000 |
882.50 |
|
1.618 |
872.50 |
|
2.618 |
856.25 |
|
4.250 |
829.75 |
|
|
| Fisher Pivots for day following 11-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
907.00 |
905.00 |
| PP |
904.75 |
903.50 |
| S1 |
902.75 |
902.25 |
|