E-mini S&P 500 Future December 2009
| Trading Metrics calculated at close of trading on 26-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2009 |
26-May-2009 |
Change |
Change % |
Previous Week |
| Open |
884.00 |
873.00 |
-11.00 |
-1.2% |
867.50 |
| High |
886.00 |
901.50 |
15.50 |
1.7% |
914.25 |
| Low |
875.25 |
870.00 |
-5.25 |
-0.6% |
867.25 |
| Close |
876.25 |
900.25 |
24.00 |
2.7% |
876.25 |
| Range |
10.75 |
31.50 |
20.75 |
193.0% |
47.00 |
| ATR |
19.68 |
20.52 |
0.84 |
4.3% |
0.00 |
| Volume |
11 |
2 |
-9 |
-81.8% |
391 |
|
| Daily Pivots for day following 26-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
985.00 |
974.25 |
917.50 |
|
| R3 |
953.50 |
942.75 |
909.00 |
|
| R2 |
922.00 |
922.00 |
906.00 |
|
| R1 |
911.25 |
911.25 |
903.25 |
916.50 |
| PP |
890.50 |
890.50 |
890.50 |
893.25 |
| S1 |
879.75 |
879.75 |
897.25 |
885.00 |
| S2 |
859.00 |
859.00 |
894.50 |
|
| S3 |
827.50 |
848.25 |
891.50 |
|
| S4 |
796.00 |
816.75 |
883.00 |
|
|
| 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 |
1,035.50 |
|
2.618 |
984.00 |
|
1.618 |
952.50 |
|
1.000 |
933.00 |
|
0.618 |
921.00 |
|
HIGH |
901.50 |
|
0.618 |
889.50 |
|
0.500 |
885.75 |
|
0.382 |
882.00 |
|
LOW |
870.00 |
|
0.618 |
850.50 |
|
1.000 |
838.50 |
|
1.618 |
819.00 |
|
2.618 |
787.50 |
|
4.250 |
736.00 |
|
|
| Fisher Pivots for day following 26-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
895.50 |
895.50 |
| PP |
890.50 |
890.50 |
| S1 |
885.75 |
885.75 |
|