E-mini S&P 500 Future December 2009
| Trading Metrics calculated at close of trading on 15-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2009 |
15-May-2009 |
Change |
Change % |
Previous Week |
| Open |
877.25 |
878.50 |
1.25 |
0.1% |
915.00 |
| High |
887.50 |
890.50 |
3.00 |
0.3% |
915.00 |
| Low |
873.75 |
868.00 |
-5.75 |
-0.7% |
868.00 |
| Close |
881.00 |
874.25 |
-6.75 |
-0.8% |
874.25 |
| Range |
13.75 |
22.50 |
8.75 |
63.6% |
47.00 |
| ATR |
19.97 |
20.15 |
0.18 |
0.9% |
0.00 |
| Volume |
39 |
11 |
-28 |
-71.8% |
99 |
|
| Daily Pivots for day following 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
945.00 |
932.25 |
886.50 |
|
| R3 |
922.50 |
909.75 |
880.50 |
|
| R2 |
900.00 |
900.00 |
878.50 |
|
| R1 |
887.25 |
887.25 |
876.25 |
882.50 |
| PP |
877.50 |
877.50 |
877.50 |
875.25 |
| S1 |
864.75 |
864.75 |
872.25 |
860.00 |
| S2 |
855.00 |
855.00 |
870.00 |
|
| S3 |
832.50 |
842.25 |
868.00 |
|
| S4 |
810.00 |
819.75 |
862.00 |
|
|
| Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,026.75 |
997.50 |
900.00 |
|
| R3 |
979.75 |
950.50 |
887.25 |
|
| R2 |
932.75 |
932.75 |
882.75 |
|
| R1 |
903.50 |
903.50 |
878.50 |
894.50 |
| PP |
885.75 |
885.75 |
885.75 |
881.25 |
| S1 |
856.50 |
856.50 |
870.00 |
847.50 |
| S2 |
838.75 |
838.75 |
865.75 |
|
| S3 |
791.75 |
809.50 |
861.25 |
|
| S4 |
744.75 |
762.50 |
848.50 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
986.00 |
|
2.618 |
949.50 |
|
1.618 |
927.00 |
|
1.000 |
913.00 |
|
0.618 |
904.50 |
|
HIGH |
890.50 |
|
0.618 |
882.00 |
|
0.500 |
879.25 |
|
0.382 |
876.50 |
|
LOW |
868.00 |
|
0.618 |
854.00 |
|
1.000 |
845.50 |
|
1.618 |
831.50 |
|
2.618 |
809.00 |
|
4.250 |
772.50 |
|
|
| Fisher Pivots for day following 15-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
879.25 |
885.25 |
| PP |
877.50 |
881.50 |
| S1 |
876.00 |
878.00 |
|