E-mini S&P 500 Future March 2009
| Trading Metrics calculated at close of trading on 17-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2008 |
17-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
905.00 |
862.50 |
-42.50 |
-4.7% |
937.00 |
| High |
916.00 |
880.00 |
-36.00 |
-3.9% |
960.25 |
| Low |
861.75 |
845.75 |
-16.00 |
-1.9% |
810.00 |
| Close |
860.00 |
849.50 |
-10.50 |
-1.2% |
860.00 |
| Range |
54.25 |
34.25 |
-20.00 |
-36.9% |
150.25 |
| ATR |
62.05 |
60.06 |
-1.99 |
-3.2% |
0.00 |
| Volume |
9,200 |
8,422 |
-778 |
-8.5% |
26,078 |
|
| Daily Pivots for day following 17-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
961.25 |
939.50 |
868.25 |
|
| R3 |
927.00 |
905.25 |
859.00 |
|
| R2 |
892.75 |
892.75 |
855.75 |
|
| R1 |
871.00 |
871.00 |
852.75 |
864.75 |
| PP |
858.50 |
858.50 |
858.50 |
855.25 |
| S1 |
836.75 |
836.75 |
846.25 |
830.50 |
| S2 |
824.25 |
824.25 |
843.25 |
|
| S3 |
790.00 |
802.50 |
840.00 |
|
| S4 |
755.75 |
768.25 |
830.75 |
|
|
| Weekly Pivots for week ending 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,327.50 |
1,244.00 |
942.75 |
|
| R3 |
1,177.25 |
1,093.75 |
901.25 |
|
| R2 |
1,027.00 |
1,027.00 |
887.50 |
|
| R1 |
943.50 |
943.50 |
873.75 |
910.00 |
| PP |
876.75 |
876.75 |
876.75 |
860.00 |
| S1 |
793.25 |
793.25 |
846.25 |
760.00 |
| S2 |
726.50 |
726.50 |
832.50 |
|
| S3 |
576.25 |
643.00 |
818.75 |
|
| S4 |
426.00 |
492.75 |
777.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
924.50 |
810.00 |
114.50 |
13.5% |
59.00 |
6.9% |
34% |
False |
False |
5,867 |
| 10 |
1,006.50 |
810.00 |
196.50 |
23.1% |
54.75 |
6.4% |
20% |
False |
False |
4,811 |
| 20 |
1,006.50 |
810.00 |
196.50 |
23.1% |
59.25 |
7.0% |
20% |
False |
False |
4,117 |
| 40 |
1,227.25 |
810.00 |
417.25 |
49.1% |
65.50 |
7.7% |
9% |
False |
False |
5,265 |
| 60 |
1,303.75 |
810.00 |
493.75 |
58.1% |
54.00 |
6.3% |
8% |
False |
False |
3,570 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,025.50 |
|
2.618 |
969.75 |
|
1.618 |
935.50 |
|
1.000 |
914.25 |
|
0.618 |
901.25 |
|
HIGH |
880.00 |
|
0.618 |
867.00 |
|
0.500 |
863.00 |
|
0.382 |
858.75 |
|
LOW |
845.75 |
|
0.618 |
824.50 |
|
1.000 |
811.50 |
|
1.618 |
790.25 |
|
2.618 |
756.00 |
|
4.250 |
700.25 |
|
|
| Fisher Pivots for day following 17-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
863.00 |
863.00 |
| PP |
858.50 |
858.50 |
| S1 |
854.00 |
854.00 |
|