E-mini S&P 500 Future December 2009
| Trading Metrics calculated at close of trading on 18-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2009 |
18-May-2009 |
Change |
Change % |
Previous Week |
| Open |
878.50 |
867.50 |
-11.00 |
-1.3% |
915.00 |
| High |
890.50 |
899.50 |
9.00 |
1.0% |
915.00 |
| Low |
868.00 |
867.25 |
-0.75 |
-0.1% |
868.00 |
| Close |
874.25 |
898.50 |
24.25 |
2.8% |
874.25 |
| Range |
22.50 |
32.25 |
9.75 |
43.3% |
47.00 |
| ATR |
20.15 |
21.02 |
0.86 |
4.3% |
0.00 |
| Volume |
11 |
21 |
10 |
90.9% |
99 |
|
| Daily Pivots for day following 18-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
985.25 |
974.00 |
916.25 |
|
| R3 |
953.00 |
941.75 |
907.25 |
|
| R2 |
920.75 |
920.75 |
904.50 |
|
| R1 |
909.50 |
909.50 |
901.50 |
915.00 |
| PP |
888.50 |
888.50 |
888.50 |
891.25 |
| S1 |
877.25 |
877.25 |
895.50 |
883.00 |
| S2 |
856.25 |
856.25 |
892.50 |
|
| S3 |
824.00 |
845.00 |
889.75 |
|
| S4 |
791.75 |
812.75 |
880.75 |
|
|
| 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 |
1,036.50 |
|
2.618 |
984.00 |
|
1.618 |
951.75 |
|
1.000 |
931.75 |
|
0.618 |
919.50 |
|
HIGH |
899.50 |
|
0.618 |
887.25 |
|
0.500 |
883.50 |
|
0.382 |
879.50 |
|
LOW |
867.25 |
|
0.618 |
847.25 |
|
1.000 |
835.00 |
|
1.618 |
815.00 |
|
2.618 |
782.75 |
|
4.250 |
730.25 |
|
|
| Fisher Pivots for day following 18-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
893.50 |
893.50 |
| PP |
888.50 |
888.50 |
| S1 |
883.50 |
883.50 |
|