E-mini S&P 500 Future December 2009
Trading Metrics calculated at close of trading on 19-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2009 |
19-May-2009 |
Change |
Change % |
Previous Week |
Open |
867.50 |
900.00 |
32.50 |
3.7% |
915.00 |
High |
899.50 |
905.50 |
6.00 |
0.7% |
915.00 |
Low |
867.25 |
895.75 |
28.50 |
3.3% |
868.00 |
Close |
898.50 |
897.75 |
-0.75 |
-0.1% |
874.25 |
Range |
32.25 |
9.75 |
-22.50 |
-69.8% |
47.00 |
ATR |
21.02 |
20.21 |
-0.80 |
-3.8% |
0.00 |
Volume |
21 |
259 |
238 |
1,133.3% |
99 |
|
Daily Pivots for day following 19-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
929.00 |
923.00 |
903.00 |
|
R3 |
919.25 |
913.25 |
900.50 |
|
R2 |
909.50 |
909.50 |
899.50 |
|
R1 |
903.50 |
903.50 |
898.75 |
901.50 |
PP |
899.75 |
899.75 |
899.75 |
898.75 |
S1 |
893.75 |
893.75 |
896.75 |
892.00 |
S2 |
890.00 |
890.00 |
896.00 |
|
S3 |
880.25 |
884.00 |
895.00 |
|
S4 |
870.50 |
874.25 |
892.50 |
|
|
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 |
947.00 |
2.618 |
931.00 |
1.618 |
921.25 |
1.000 |
915.25 |
0.618 |
911.50 |
HIGH |
905.50 |
0.618 |
901.75 |
0.500 |
900.50 |
0.382 |
899.50 |
LOW |
895.75 |
0.618 |
889.75 |
1.000 |
886.00 |
1.618 |
880.00 |
2.618 |
870.25 |
4.250 |
854.25 |
|
|
Fisher Pivots for day following 19-May-2009 |
Pivot |
1 day |
3 day |
R1 |
900.50 |
894.00 |
PP |
899.75 |
890.25 |
S1 |
898.75 |
886.50 |
|