E-mini S&P 500 Future December 2009
| Trading Metrics calculated at close of trading on 20-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2009 |
20-May-2009 |
Change |
Change % |
Previous Week |
| Open |
900.00 |
896.00 |
-4.00 |
-0.4% |
915.00 |
| High |
905.50 |
914.25 |
8.75 |
1.0% |
915.00 |
| Low |
895.75 |
891.50 |
-4.25 |
-0.5% |
868.00 |
| Close |
897.75 |
891.00 |
-6.75 |
-0.8% |
874.25 |
| Range |
9.75 |
22.75 |
13.00 |
133.3% |
47.00 |
| ATR |
20.21 |
20.39 |
0.18 |
0.9% |
0.00 |
| Volume |
259 |
67 |
-192 |
-74.1% |
99 |
|
| Daily Pivots for day following 20-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
967.25 |
951.75 |
903.50 |
|
| R3 |
944.50 |
929.00 |
897.25 |
|
| R2 |
921.75 |
921.75 |
895.25 |
|
| R1 |
906.25 |
906.25 |
893.00 |
902.50 |
| PP |
899.00 |
899.00 |
899.00 |
897.00 |
| S1 |
883.50 |
883.50 |
889.00 |
880.00 |
| S2 |
876.25 |
876.25 |
886.75 |
|
| S3 |
853.50 |
860.75 |
884.75 |
|
| S4 |
830.75 |
838.00 |
878.50 |
|
|
| 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 |
1,011.00 |
|
2.618 |
973.75 |
|
1.618 |
951.00 |
|
1.000 |
937.00 |
|
0.618 |
928.25 |
|
HIGH |
914.25 |
|
0.618 |
905.50 |
|
0.500 |
903.00 |
|
0.382 |
900.25 |
|
LOW |
891.50 |
|
0.618 |
877.50 |
|
1.000 |
868.75 |
|
1.618 |
854.75 |
|
2.618 |
832.00 |
|
4.250 |
794.75 |
|
|
| Fisher Pivots for day following 20-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
903.00 |
891.00 |
| PP |
899.00 |
890.75 |
| S1 |
895.00 |
890.75 |
|