E-mini S&P 500 Future December 2009
Trading Metrics calculated at close of trading on 22-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2009 |
22-May-2009 |
Change |
Change % |
Previous Week |
Open |
887.50 |
884.00 |
-3.50 |
-0.4% |
867.50 |
High |
889.50 |
886.00 |
-3.50 |
-0.4% |
914.25 |
Low |
871.00 |
875.25 |
4.25 |
0.5% |
867.25 |
Close |
880.00 |
876.25 |
-3.75 |
-0.4% |
876.25 |
Range |
18.50 |
10.75 |
-7.75 |
-41.9% |
47.00 |
ATR |
20.37 |
19.68 |
-0.69 |
-3.4% |
0.00 |
Volume |
33 |
11 |
-22 |
-66.7% |
391 |
|
Daily Pivots for day following 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
911.50 |
904.50 |
882.25 |
|
R3 |
900.75 |
893.75 |
879.25 |
|
R2 |
890.00 |
890.00 |
878.25 |
|
R1 |
883.00 |
883.00 |
877.25 |
881.00 |
PP |
879.25 |
879.25 |
879.25 |
878.25 |
S1 |
872.25 |
872.25 |
875.25 |
870.50 |
S2 |
868.50 |
868.50 |
874.25 |
|
S3 |
857.75 |
861.50 |
873.25 |
|
S4 |
847.00 |
850.75 |
870.25 |
|
|
Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,027.00 |
998.50 |
902.00 |
|
R3 |
980.00 |
951.50 |
889.25 |
|
R2 |
933.00 |
933.00 |
884.75 |
|
R1 |
904.50 |
904.50 |
880.50 |
918.75 |
PP |
886.00 |
886.00 |
886.00 |
893.00 |
S1 |
857.50 |
857.50 |
872.00 |
871.75 |
S2 |
839.00 |
839.00 |
867.75 |
|
S3 |
792.00 |
810.50 |
863.25 |
|
S4 |
745.00 |
763.50 |
850.50 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
931.75 |
2.618 |
914.25 |
1.618 |
903.50 |
1.000 |
896.75 |
0.618 |
892.75 |
HIGH |
886.00 |
0.618 |
882.00 |
0.500 |
880.50 |
0.382 |
879.25 |
LOW |
875.25 |
0.618 |
868.50 |
1.000 |
864.50 |
1.618 |
857.75 |
2.618 |
847.00 |
4.250 |
829.50 |
|
|
Fisher Pivots for day following 22-May-2009 |
Pivot |
1 day |
3 day |
R1 |
880.50 |
892.50 |
PP |
879.25 |
887.25 |
S1 |
877.75 |
881.75 |
|