E-mini S&P 500 Future December 2009
| Trading Metrics calculated at close of trading on 14-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2009 |
14-May-2009 |
Change |
Change % |
Previous Week |
| Open |
898.00 |
877.25 |
-20.75 |
-2.3% |
876.75 |
| High |
902.50 |
887.50 |
-15.00 |
-1.7% |
918.75 |
| Low |
872.50 |
873.75 |
1.25 |
0.1% |
871.50 |
| Close |
877.00 |
881.00 |
4.00 |
0.5% |
916.50 |
| Range |
30.00 |
13.75 |
-16.25 |
-54.2% |
47.25 |
| ATR |
20.45 |
19.97 |
-0.48 |
-2.3% |
0.00 |
| Volume |
25 |
39 |
14 |
56.0% |
139 |
|
| Daily Pivots for day following 14-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
922.00 |
915.25 |
888.50 |
|
| R3 |
908.25 |
901.50 |
884.75 |
|
| R2 |
894.50 |
894.50 |
883.50 |
|
| R1 |
887.75 |
887.75 |
882.25 |
891.00 |
| PP |
880.75 |
880.75 |
880.75 |
882.50 |
| S1 |
874.00 |
874.00 |
879.75 |
877.50 |
| S2 |
867.00 |
867.00 |
878.50 |
|
| S3 |
853.25 |
860.25 |
877.25 |
|
| S4 |
839.50 |
846.50 |
873.50 |
|
|
| 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 |
946.00 |
|
2.618 |
923.50 |
|
1.618 |
909.75 |
|
1.000 |
901.25 |
|
0.618 |
896.00 |
|
HIGH |
887.50 |
|
0.618 |
882.25 |
|
0.500 |
880.50 |
|
0.382 |
879.00 |
|
LOW |
873.75 |
|
0.618 |
865.25 |
|
1.000 |
860.00 |
|
1.618 |
851.50 |
|
2.618 |
837.75 |
|
4.250 |
815.25 |
|
|
| Fisher Pivots for day following 14-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
881.00 |
889.00 |
| PP |
880.75 |
886.25 |
| S1 |
880.50 |
883.75 |
|