E-mini S&P 500 Future December 2009
Trading Metrics calculated at close of trading on 21-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2009 |
21-May-2009 |
Change |
Change % |
Previous Week |
Open |
896.00 |
887.50 |
-8.50 |
-0.9% |
915.00 |
High |
914.25 |
889.50 |
-24.75 |
-2.7% |
915.00 |
Low |
891.50 |
871.00 |
-20.50 |
-2.3% |
868.00 |
Close |
891.00 |
880.00 |
-11.00 |
-1.2% |
874.25 |
Range |
22.75 |
18.50 |
-4.25 |
-18.7% |
47.00 |
ATR |
20.39 |
20.37 |
-0.03 |
-0.1% |
0.00 |
Volume |
67 |
33 |
-34 |
-50.7% |
99 |
|
Daily Pivots for day following 21-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
935.75 |
926.25 |
890.25 |
|
R3 |
917.25 |
907.75 |
885.00 |
|
R2 |
898.75 |
898.75 |
883.50 |
|
R1 |
889.25 |
889.25 |
881.75 |
884.75 |
PP |
880.25 |
880.25 |
880.25 |
878.00 |
S1 |
870.75 |
870.75 |
878.25 |
866.25 |
S2 |
861.75 |
861.75 |
876.50 |
|
S3 |
843.25 |
852.25 |
875.00 |
|
S4 |
824.75 |
833.75 |
869.75 |
|
|
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 |
968.00 |
2.618 |
938.00 |
1.618 |
919.50 |
1.000 |
908.00 |
0.618 |
901.00 |
HIGH |
889.50 |
0.618 |
882.50 |
0.500 |
880.25 |
0.382 |
878.00 |
LOW |
871.00 |
0.618 |
859.50 |
1.000 |
852.50 |
1.618 |
841.00 |
2.618 |
822.50 |
4.250 |
792.50 |
|
|
Fisher Pivots for day following 21-May-2009 |
Pivot |
1 day |
3 day |
R1 |
880.25 |
892.50 |
PP |
880.25 |
888.50 |
S1 |
880.00 |
884.25 |
|