E-mini S&P 500 Future December 2009
| Trading Metrics calculated at close of trading on 27-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2009 |
27-May-2009 |
Change |
Change % |
Previous Week |
| Open |
873.00 |
899.25 |
26.25 |
3.0% |
867.50 |
| High |
901.50 |
903.25 |
1.75 |
0.2% |
914.25 |
| Low |
870.00 |
883.00 |
13.00 |
1.5% |
867.25 |
| Close |
900.25 |
884.00 |
-16.25 |
-1.8% |
876.25 |
| Range |
31.50 |
20.25 |
-11.25 |
-35.7% |
47.00 |
| ATR |
20.52 |
20.50 |
-0.02 |
-0.1% |
0.00 |
| Volume |
2 |
6 |
4 |
200.0% |
391 |
|
| Daily Pivots for day following 27-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
950.75 |
937.75 |
895.25 |
|
| R3 |
930.50 |
917.50 |
889.50 |
|
| R2 |
910.25 |
910.25 |
887.75 |
|
| R1 |
897.25 |
897.25 |
885.75 |
893.50 |
| PP |
890.00 |
890.00 |
890.00 |
888.25 |
| S1 |
877.00 |
877.00 |
882.25 |
873.50 |
| S2 |
869.75 |
869.75 |
880.25 |
|
| S3 |
849.50 |
856.75 |
878.50 |
|
| S4 |
829.25 |
836.50 |
872.75 |
|
|
| 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 |
989.25 |
|
2.618 |
956.25 |
|
1.618 |
936.00 |
|
1.000 |
923.50 |
|
0.618 |
915.75 |
|
HIGH |
903.25 |
|
0.618 |
895.50 |
|
0.500 |
893.00 |
|
0.382 |
890.75 |
|
LOW |
883.00 |
|
0.618 |
870.50 |
|
1.000 |
862.75 |
|
1.618 |
850.25 |
|
2.618 |
830.00 |
|
4.250 |
797.00 |
|
|
| Fisher Pivots for day following 27-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
893.00 |
886.50 |
| PP |
890.00 |
885.75 |
| S1 |
887.00 |
885.00 |
|