E-mini S&P 500 Future March 2009
| Trading Metrics calculated at close of trading on 05-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2008 |
05-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
867.50 |
845.25 |
-22.25 |
-2.6% |
895.00 |
| High |
874.25 |
878.50 |
4.25 |
0.5% |
895.75 |
| Low |
830.75 |
816.25 |
-14.50 |
-1.7% |
811.50 |
| Close |
846.50 |
871.50 |
25.00 |
3.0% |
871.50 |
| Range |
43.50 |
62.25 |
18.75 |
43.1% |
84.25 |
| ATR |
56.17 |
56.61 |
0.43 |
0.8% |
0.00 |
| Volume |
38,587 |
49,405 |
10,818 |
28.0% |
141,084 |
|
| Daily Pivots for day following 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,042.25 |
1,019.00 |
905.75 |
|
| R3 |
980.00 |
956.75 |
888.50 |
|
| R2 |
917.75 |
917.75 |
883.00 |
|
| R1 |
894.50 |
894.50 |
877.25 |
906.00 |
| PP |
855.50 |
855.50 |
855.50 |
861.25 |
| S1 |
832.25 |
832.25 |
865.75 |
844.00 |
| S2 |
793.25 |
793.25 |
860.00 |
|
| S3 |
731.00 |
770.00 |
854.50 |
|
| S4 |
668.75 |
707.75 |
837.25 |
|
|
| Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,112.25 |
1,076.25 |
917.75 |
|
| R3 |
1,028.00 |
992.00 |
894.75 |
|
| R2 |
943.75 |
943.75 |
887.00 |
|
| R1 |
907.75 |
907.75 |
879.25 |
883.50 |
| PP |
859.50 |
859.50 |
859.50 |
847.50 |
| S1 |
823.50 |
823.50 |
863.75 |
799.50 |
| S2 |
775.25 |
775.25 |
856.00 |
|
| S3 |
691.00 |
739.25 |
848.25 |
|
| S4 |
606.75 |
655.00 |
825.25 |
|
|
| 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 |
9.7% |
55.00 |
6.3% |
71% |
False |
False |
28,216 |
| 10 |
895.75 |
737.25 |
158.50 |
18.2% |
54.00 |
6.2% |
85% |
False |
False |
21,115 |
| 20 |
960.25 |
737.25 |
223.00 |
25.6% |
55.25 |
6.3% |
60% |
False |
False |
13,625 |
| 40 |
1,066.50 |
737.25 |
329.25 |
37.8% |
63.50 |
7.3% |
41% |
False |
False |
8,978 |
| 60 |
1,281.75 |
737.25 |
544.50 |
62.5% |
61.50 |
7.1% |
25% |
False |
False |
7,456 |
| 80 |
1,303.75 |
737.25 |
566.50 |
65.0% |
49.75 |
5.7% |
24% |
False |
False |
5,594 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,143.00 |
|
2.618 |
1,041.50 |
|
1.618 |
979.25 |
|
1.000 |
940.75 |
|
0.618 |
917.00 |
|
HIGH |
878.50 |
|
0.618 |
854.75 |
|
0.500 |
847.50 |
|
0.382 |
840.00 |
|
LOW |
816.25 |
|
0.618 |
777.75 |
|
1.000 |
754.00 |
|
1.618 |
715.50 |
|
2.618 |
653.25 |
|
4.250 |
551.75 |
|
|
| Fisher Pivots for day following 05-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
863.50 |
863.50 |
| PP |
855.50 |
855.50 |
| S1 |
847.50 |
847.50 |
|