E-mini S&P 500 Future December 2009
| Trading Metrics calculated at close of trading on 12-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2009 |
12-May-2009 |
Change |
Change % |
Previous Week |
| Open |
915.00 |
900.00 |
-15.00 |
-1.6% |
876.75 |
| High |
915.00 |
905.50 |
-9.50 |
-1.0% |
918.75 |
| Low |
898.75 |
886.75 |
-12.00 |
-1.3% |
871.50 |
| Close |
900.75 |
898.50 |
-2.25 |
-0.2% |
916.50 |
| Range |
16.25 |
18.75 |
2.50 |
15.4% |
47.25 |
| ATR |
19.79 |
19.72 |
-0.07 |
-0.4% |
0.00 |
| Volume |
13 |
11 |
-2 |
-15.4% |
139 |
|
| Daily Pivots for day following 12-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
953.25 |
944.50 |
908.75 |
|
| R3 |
934.50 |
925.75 |
903.75 |
|
| R2 |
915.75 |
915.75 |
902.00 |
|
| R1 |
907.00 |
907.00 |
900.25 |
902.00 |
| PP |
897.00 |
897.00 |
897.00 |
894.50 |
| S1 |
888.25 |
888.25 |
896.75 |
883.25 |
| S2 |
878.25 |
878.25 |
895.00 |
|
| S3 |
859.50 |
869.50 |
893.25 |
|
| S4 |
840.75 |
850.75 |
888.25 |
|
|
| 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 |
985.25 |
|
2.618 |
954.50 |
|
1.618 |
935.75 |
|
1.000 |
924.25 |
|
0.618 |
917.00 |
|
HIGH |
905.50 |
|
0.618 |
898.25 |
|
0.500 |
896.00 |
|
0.382 |
894.00 |
|
LOW |
886.75 |
|
0.618 |
875.25 |
|
1.000 |
868.00 |
|
1.618 |
856.50 |
|
2.618 |
837.75 |
|
4.250 |
807.00 |
|
|
| Fisher Pivots for day following 12-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
897.75 |
902.75 |
| PP |
897.00 |
901.25 |
| S1 |
896.00 |
900.00 |
|