E-mini S&P 500 Future December 2009
| Trading Metrics calculated at close of trading on 29-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2009 |
29-May-2009 |
Change |
Change % |
Previous Week |
| Open |
884.75 |
898.00 |
13.25 |
1.5% |
873.00 |
| High |
899.00 |
915.25 |
16.25 |
1.8% |
915.25 |
| Low |
878.75 |
897.75 |
19.00 |
2.2% |
870.00 |
| Close |
896.50 |
909.25 |
12.75 |
1.4% |
909.25 |
| Range |
20.25 |
17.50 |
-2.75 |
-13.6% |
45.25 |
| ATR |
20.49 |
20.36 |
-0.12 |
-0.6% |
0.00 |
| Volume |
30 |
13 |
-17 |
-56.7% |
51 |
|
| Daily Pivots for day following 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
960.00 |
952.00 |
919.00 |
|
| R3 |
942.50 |
934.50 |
914.00 |
|
| R2 |
925.00 |
925.00 |
912.50 |
|
| R1 |
917.00 |
917.00 |
910.75 |
921.00 |
| PP |
907.50 |
907.50 |
907.50 |
909.50 |
| S1 |
899.50 |
899.50 |
907.75 |
903.50 |
| S2 |
890.00 |
890.00 |
906.00 |
|
| S3 |
872.50 |
882.00 |
904.50 |
|
| S4 |
855.00 |
864.50 |
899.50 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,034.00 |
1,016.75 |
934.25 |
|
| R3 |
988.75 |
971.50 |
921.75 |
|
| R2 |
943.50 |
943.50 |
917.50 |
|
| R1 |
926.25 |
926.25 |
913.50 |
935.00 |
| PP |
898.25 |
898.25 |
898.25 |
902.50 |
| S1 |
881.00 |
881.00 |
905.00 |
889.50 |
| S2 |
853.00 |
853.00 |
901.00 |
|
| S3 |
807.75 |
835.75 |
896.75 |
|
| S4 |
762.50 |
790.50 |
884.25 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
989.50 |
|
2.618 |
961.00 |
|
1.618 |
943.50 |
|
1.000 |
932.75 |
|
0.618 |
926.00 |
|
HIGH |
915.25 |
|
0.618 |
908.50 |
|
0.500 |
906.50 |
|
0.382 |
904.50 |
|
LOW |
897.75 |
|
0.618 |
887.00 |
|
1.000 |
880.25 |
|
1.618 |
869.50 |
|
2.618 |
852.00 |
|
4.250 |
823.50 |
|
|
| Fisher Pivots for day following 29-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
908.25 |
905.25 |
| PP |
907.50 |
901.00 |
| S1 |
906.50 |
897.00 |
|