E-mini S&P 500 Future December 2009
| Trading Metrics calculated at close of trading on 28-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2009 |
28-May-2009 |
Change |
Change % |
Previous Week |
| Open |
899.25 |
884.75 |
-14.50 |
-1.6% |
867.50 |
| High |
903.25 |
899.00 |
-4.25 |
-0.5% |
914.25 |
| Low |
883.00 |
878.75 |
-4.25 |
-0.5% |
867.25 |
| Close |
884.00 |
896.50 |
12.50 |
1.4% |
876.25 |
| Range |
20.25 |
20.25 |
0.00 |
0.0% |
47.00 |
| ATR |
20.50 |
20.49 |
-0.02 |
-0.1% |
0.00 |
| Volume |
6 |
30 |
24 |
400.0% |
391 |
|
| Daily Pivots for day following 28-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
952.25 |
944.50 |
907.75 |
|
| R3 |
932.00 |
924.25 |
902.00 |
|
| R2 |
911.75 |
911.75 |
900.25 |
|
| R1 |
904.00 |
904.00 |
898.25 |
908.00 |
| PP |
891.50 |
891.50 |
891.50 |
893.25 |
| S1 |
883.75 |
883.75 |
894.75 |
887.50 |
| S2 |
871.25 |
871.25 |
892.75 |
|
| S3 |
851.00 |
863.50 |
891.00 |
|
| S4 |
830.75 |
843.25 |
885.25 |
|
|
| 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 |
985.00 |
|
2.618 |
952.00 |
|
1.618 |
931.75 |
|
1.000 |
919.25 |
|
0.618 |
911.50 |
|
HIGH |
899.00 |
|
0.618 |
891.25 |
|
0.500 |
889.00 |
|
0.382 |
886.50 |
|
LOW |
878.75 |
|
0.618 |
866.25 |
|
1.000 |
858.50 |
|
1.618 |
846.00 |
|
2.618 |
825.75 |
|
4.250 |
792.75 |
|
|
| Fisher Pivots for day following 28-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
894.00 |
893.25 |
| PP |
891.50 |
890.00 |
| S1 |
889.00 |
886.50 |
|