E-mini S&P 500 Future March 2009
| Trading Metrics calculated at close of trading on 10-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2008 |
10-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
904.50 |
889.75 |
-14.75 |
-1.6% |
895.00 |
| High |
915.50 |
907.75 |
-7.75 |
-0.8% |
895.75 |
| Low |
884.00 |
884.00 |
0.00 |
0.0% |
811.50 |
| Close |
889.00 |
895.25 |
6.25 |
0.7% |
871.50 |
| Range |
31.50 |
23.75 |
-7.75 |
-24.6% |
84.25 |
| ATR |
54.48 |
52.28 |
-2.19 |
-4.0% |
0.00 |
| Volume |
93,202 |
169,981 |
76,779 |
82.4% |
141,084 |
|
| Daily Pivots for day following 10-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
967.00 |
954.75 |
908.25 |
|
| R3 |
943.25 |
931.00 |
901.75 |
|
| R2 |
919.50 |
919.50 |
899.50 |
|
| R1 |
907.25 |
907.25 |
897.50 |
913.50 |
| PP |
895.75 |
895.75 |
895.75 |
898.75 |
| S1 |
883.50 |
883.50 |
893.00 |
889.50 |
| S2 |
872.00 |
872.00 |
891.00 |
|
| S3 |
848.25 |
859.75 |
888.75 |
|
| S4 |
824.50 |
836.00 |
882.25 |
|
|
| 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 |
918.75 |
816.25 |
102.50 |
11.4% |
42.50 |
4.7% |
77% |
False |
False |
81,535 |
| 10 |
918.75 |
811.50 |
107.25 |
12.0% |
46.25 |
5.2% |
78% |
False |
False |
47,985 |
| 20 |
918.75 |
737.25 |
181.50 |
20.3% |
54.00 |
6.0% |
87% |
False |
False |
28,982 |
| 40 |
1,007.75 |
737.25 |
270.50 |
30.2% |
58.75 |
6.6% |
58% |
False |
False |
16,506 |
| 60 |
1,281.75 |
737.25 |
544.50 |
60.8% |
61.50 |
6.9% |
29% |
False |
False |
12,783 |
| 80 |
1,303.75 |
737.25 |
566.50 |
63.3% |
51.00 |
5.7% |
28% |
False |
False |
9,590 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,008.75 |
|
2.618 |
970.00 |
|
1.618 |
946.25 |
|
1.000 |
931.50 |
|
0.618 |
922.50 |
|
HIGH |
907.75 |
|
0.618 |
898.75 |
|
0.500 |
896.00 |
|
0.382 |
893.00 |
|
LOW |
884.00 |
|
0.618 |
869.25 |
|
1.000 |
860.25 |
|
1.618 |
845.50 |
|
2.618 |
821.75 |
|
4.250 |
783.00 |
|
|
| Fisher Pivots for day following 10-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
896.00 |
894.50 |
| PP |
895.75 |
893.75 |
| S1 |
895.50 |
893.00 |
|