E-mini S&P 500 Future March 2009
| Trading Metrics calculated at close of trading on 28-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2008 |
28-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
850.00 |
884.25 |
34.25 |
4.0% |
794.50 |
| High |
886.00 |
895.25 |
9.25 |
1.0% |
895.25 |
| Low |
828.50 |
872.75 |
44.25 |
5.3% |
781.50 |
| Close |
884.75 |
894.00 |
9.25 |
1.0% |
894.00 |
| Range |
57.50 |
22.50 |
-35.00 |
-60.9% |
113.75 |
| ATR |
60.26 |
57.57 |
-2.70 |
-4.5% |
0.00 |
| Volume |
12,606 |
6,480 |
-6,126 |
-48.6% |
53,836 |
|
| Daily Pivots for day following 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
954.75 |
947.00 |
906.50 |
|
| R3 |
932.25 |
924.50 |
900.25 |
|
| R2 |
909.75 |
909.75 |
898.00 |
|
| R1 |
902.00 |
902.00 |
896.00 |
906.00 |
| PP |
887.25 |
887.25 |
887.25 |
889.25 |
| S1 |
879.50 |
879.50 |
892.00 |
883.50 |
| S2 |
864.75 |
864.75 |
890.00 |
|
| S3 |
842.25 |
857.00 |
887.75 |
|
| S4 |
819.75 |
834.50 |
881.50 |
|
|
| Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,198.25 |
1,159.75 |
956.50 |
|
| R3 |
1,084.50 |
1,046.00 |
925.25 |
|
| R2 |
970.75 |
970.75 |
914.75 |
|
| R1 |
932.25 |
932.25 |
904.50 |
951.50 |
| PP |
857.00 |
857.00 |
857.00 |
866.50 |
| S1 |
818.50 |
818.50 |
883.50 |
837.75 |
| S2 |
743.25 |
743.25 |
873.25 |
|
| S3 |
629.50 |
704.75 |
862.75 |
|
| S4 |
515.75 |
591.00 |
831.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
895.25 |
737.25 |
158.00 |
17.7% |
53.25 |
6.0% |
99% |
True |
False |
14,015 |
| 10 |
916.00 |
737.25 |
178.75 |
20.0% |
53.50 |
6.0% |
88% |
False |
False |
10,982 |
| 20 |
1,006.50 |
737.25 |
269.25 |
30.1% |
52.75 |
5.9% |
58% |
False |
False |
7,298 |
| 40 |
1,161.75 |
737.25 |
424.50 |
47.5% |
67.00 |
7.5% |
37% |
False |
False |
6,603 |
| 60 |
1,285.50 |
737.25 |
548.25 |
61.3% |
59.50 |
6.7% |
29% |
False |
False |
5,106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
991.00 |
|
2.618 |
954.25 |
|
1.618 |
931.75 |
|
1.000 |
917.75 |
|
0.618 |
909.25 |
|
HIGH |
895.25 |
|
0.618 |
886.75 |
|
0.500 |
884.00 |
|
0.382 |
881.25 |
|
LOW |
872.75 |
|
0.618 |
858.75 |
|
1.000 |
850.25 |
|
1.618 |
836.25 |
|
2.618 |
813.75 |
|
4.250 |
777.00 |
|
|
| Fisher Pivots for day following 28-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
890.75 |
883.25 |
| PP |
887.25 |
872.50 |
| S1 |
884.00 |
862.00 |
|