E-mini S&P 500 Future March 2009
| Trading Metrics calculated at close of trading on 02-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2008 |
02-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
895.00 |
814.00 |
-81.00 |
-9.1% |
794.50 |
| High |
895.75 |
849.25 |
-46.50 |
-5.2% |
895.25 |
| Low |
812.25 |
811.50 |
-0.75 |
-0.1% |
781.50 |
| Close |
814.50 |
847.75 |
33.25 |
4.1% |
894.00 |
| Range |
83.50 |
37.75 |
-45.75 |
-54.8% |
113.75 |
| ATR |
59.42 |
57.87 |
-1.55 |
-2.6% |
0.00 |
| Volume |
729 |
16,454 |
15,725 |
2,157.1% |
53,836 |
|
| Daily Pivots for day following 02-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
949.50 |
936.25 |
868.50 |
|
| R3 |
911.75 |
898.50 |
858.25 |
|
| R2 |
874.00 |
874.00 |
854.75 |
|
| R1 |
860.75 |
860.75 |
851.25 |
867.50 |
| PP |
836.25 |
836.25 |
836.25 |
839.50 |
| S1 |
823.00 |
823.00 |
844.25 |
829.50 |
| S2 |
798.50 |
798.50 |
840.75 |
|
| S3 |
760.75 |
785.25 |
837.25 |
|
| S4 |
723.00 |
747.50 |
827.00 |
|
|
| 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 |
895.75 |
811.50 |
84.25 |
9.9% |
48.25 |
5.7% |
43% |
False |
True |
12,089 |
| 10 |
895.75 |
737.25 |
158.50 |
18.7% |
56.75 |
6.7% |
70% |
False |
False |
10,938 |
| 20 |
1,006.50 |
737.25 |
269.25 |
31.8% |
55.75 |
6.6% |
41% |
False |
False |
7,875 |
| 40 |
1,077.75 |
737.25 |
340.50 |
40.2% |
66.25 |
7.8% |
32% |
False |
False |
6,452 |
| 60 |
1,281.75 |
737.25 |
544.50 |
64.2% |
60.50 |
7.2% |
20% |
False |
False |
5,392 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,009.75 |
|
2.618 |
948.00 |
|
1.618 |
910.25 |
|
1.000 |
887.00 |
|
0.618 |
872.50 |
|
HIGH |
849.25 |
|
0.618 |
834.75 |
|
0.500 |
830.50 |
|
0.382 |
826.00 |
|
LOW |
811.50 |
|
0.618 |
788.25 |
|
1.000 |
773.75 |
|
1.618 |
750.50 |
|
2.618 |
712.75 |
|
4.250 |
651.00 |
|
|
| Fisher Pivots for day following 02-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
842.00 |
853.50 |
| PP |
836.25 |
851.75 |
| S1 |
830.50 |
849.75 |
|