E-mini S&P 500 Future March 2009
| Trading Metrics calculated at close of trading on 09-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2008 |
09-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
871.25 |
904.50 |
33.25 |
3.8% |
895.00 |
| High |
918.75 |
915.50 |
-3.25 |
-0.4% |
895.75 |
| Low |
867.25 |
884.00 |
16.75 |
1.9% |
811.50 |
| Close |
904.25 |
889.00 |
-15.25 |
-1.7% |
871.50 |
| Range |
51.50 |
31.50 |
-20.00 |
-38.8% |
84.25 |
| ATR |
56.24 |
54.48 |
-1.77 |
-3.1% |
0.00 |
| Volume |
56,502 |
93,202 |
36,700 |
65.0% |
141,084 |
|
| Daily Pivots for day following 09-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
990.75 |
971.25 |
906.25 |
|
| R3 |
959.25 |
939.75 |
897.75 |
|
| R2 |
927.75 |
927.75 |
894.75 |
|
| R1 |
908.25 |
908.25 |
892.00 |
902.25 |
| PP |
896.25 |
896.25 |
896.25 |
893.00 |
| S1 |
876.75 |
876.75 |
886.00 |
870.75 |
| S2 |
864.75 |
864.75 |
883.25 |
|
| S3 |
833.25 |
845.25 |
880.25 |
|
| S4 |
801.75 |
813.75 |
871.75 |
|
|
| 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 |
918.75 |
816.25 |
102.50 |
11.5% |
47.25 |
5.3% |
71% |
False |
False |
54,721 |
| 10 |
918.75 |
811.50 |
107.25 |
12.1% |
47.75 |
5.4% |
72% |
False |
False |
33,405 |
| 20 |
924.50 |
737.25 |
187.25 |
21.1% |
55.00 |
6.2% |
81% |
False |
False |
20,616 |
| 40 |
1,066.50 |
737.25 |
329.25 |
37.0% |
60.50 |
6.8% |
46% |
False |
False |
12,355 |
| 60 |
1,281.75 |
737.25 |
544.50 |
61.2% |
62.00 |
7.0% |
28% |
False |
False |
9,951 |
| 80 |
1,303.75 |
737.25 |
566.50 |
63.7% |
50.75 |
5.7% |
27% |
False |
False |
7,465 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,049.50 |
|
2.618 |
998.00 |
|
1.618 |
966.50 |
|
1.000 |
947.00 |
|
0.618 |
935.00 |
|
HIGH |
915.50 |
|
0.618 |
903.50 |
|
0.500 |
899.75 |
|
0.382 |
896.00 |
|
LOW |
884.00 |
|
0.618 |
864.50 |
|
1.000 |
852.50 |
|
1.618 |
833.00 |
|
2.618 |
801.50 |
|
4.250 |
750.00 |
|
|
| Fisher Pivots for day following 09-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
899.75 |
881.75 |
| PP |
896.25 |
874.75 |
| S1 |
892.50 |
867.50 |
|