E-mini S&P 500 Future December 2009
| Trading Metrics calculated at close of trading on 13-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2009 |
13-May-2009 |
Change |
Change % |
Previous Week |
| Open |
900.00 |
898.00 |
-2.00 |
-0.2% |
876.75 |
| High |
905.50 |
902.50 |
-3.00 |
-0.3% |
918.75 |
| Low |
886.75 |
872.50 |
-14.25 |
-1.6% |
871.50 |
| Close |
898.50 |
877.00 |
-21.50 |
-2.4% |
916.50 |
| Range |
18.75 |
30.00 |
11.25 |
60.0% |
47.25 |
| ATR |
19.72 |
20.45 |
0.73 |
3.7% |
0.00 |
| Volume |
11 |
25 |
14 |
127.3% |
139 |
|
| Daily Pivots for day following 13-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
974.00 |
955.50 |
893.50 |
|
| R3 |
944.00 |
925.50 |
885.25 |
|
| R2 |
914.00 |
914.00 |
882.50 |
|
| R1 |
895.50 |
895.50 |
879.75 |
889.75 |
| PP |
884.00 |
884.00 |
884.00 |
881.00 |
| S1 |
865.50 |
865.50 |
874.25 |
859.75 |
| S2 |
854.00 |
854.00 |
871.50 |
|
| S3 |
824.00 |
835.50 |
868.75 |
|
| S4 |
794.00 |
805.50 |
860.50 |
|
|
| 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 |
1,030.00 |
|
2.618 |
981.00 |
|
1.618 |
951.00 |
|
1.000 |
932.50 |
|
0.618 |
921.00 |
|
HIGH |
902.50 |
|
0.618 |
891.00 |
|
0.500 |
887.50 |
|
0.382 |
884.00 |
|
LOW |
872.50 |
|
0.618 |
854.00 |
|
1.000 |
842.50 |
|
1.618 |
824.00 |
|
2.618 |
794.00 |
|
4.250 |
745.00 |
|
|
| Fisher Pivots for day following 13-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
887.50 |
893.75 |
| PP |
884.00 |
888.25 |
| S1 |
880.50 |
882.50 |
|