E-mini S&P 500 Future March 2009
| Trading Metrics calculated at close of trading on 20-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2008 |
20-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
862.50 |
808.50 |
-54.00 |
-6.3% |
937.00 |
| High |
863.50 |
818.25 |
-45.25 |
-5.2% |
960.25 |
| Low |
802.75 |
743.25 |
-59.50 |
-7.4% |
810.00 |
| Close |
810.50 |
746.00 |
-64.50 |
-8.0% |
860.00 |
| Range |
60.75 |
75.00 |
14.25 |
23.5% |
150.25 |
| ATR |
59.10 |
60.24 |
1.14 |
1.9% |
0.00 |
| Volume |
7,265 |
6,578 |
-687 |
-9.5% |
26,078 |
|
| Daily Pivots for day following 20-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
994.25 |
945.00 |
787.25 |
|
| R3 |
919.25 |
870.00 |
766.50 |
|
| R2 |
844.25 |
844.25 |
759.75 |
|
| R1 |
795.00 |
795.00 |
753.00 |
782.00 |
| PP |
769.25 |
769.25 |
769.25 |
762.75 |
| S1 |
720.00 |
720.00 |
739.00 |
707.00 |
| S2 |
694.25 |
694.25 |
732.25 |
|
| S3 |
619.25 |
645.00 |
725.50 |
|
| S4 |
544.25 |
570.00 |
704.75 |
|
|
| 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 |
916.00 |
743.25 |
172.75 |
23.2% |
53.50 |
7.2% |
2% |
False |
True |
7,950 |
| 10 |
960.25 |
743.25 |
217.00 |
29.1% |
56.50 |
7.6% |
1% |
False |
True |
6,134 |
| 20 |
1,006.50 |
743.25 |
263.25 |
35.3% |
58.00 |
7.8% |
1% |
False |
True |
4,623 |
| 40 |
1,222.75 |
743.25 |
479.50 |
64.3% |
67.50 |
9.1% |
1% |
False |
True |
5,723 |
| 60 |
1,303.75 |
743.25 |
560.50 |
75.1% |
56.50 |
7.6% |
0% |
False |
True |
3,939 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,137.00 |
|
2.618 |
1,014.50 |
|
1.618 |
939.50 |
|
1.000 |
893.25 |
|
0.618 |
864.50 |
|
HIGH |
818.25 |
|
0.618 |
789.50 |
|
0.500 |
780.75 |
|
0.382 |
772.00 |
|
LOW |
743.25 |
|
0.618 |
697.00 |
|
1.000 |
668.25 |
|
1.618 |
622.00 |
|
2.618 |
547.00 |
|
4.250 |
424.50 |
|
|
| Fisher Pivots for day following 20-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
780.75 |
805.00 |
| PP |
769.25 |
785.50 |
| S1 |
757.50 |
765.75 |
|