E-mini S&P 500 Future June 2009
| Trading Metrics calculated at close of trading on 17-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2008 |
17-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
875.00 |
900.50 |
25.50 |
2.9% |
885.00 |
| High |
911.50 |
915.00 |
3.50 |
0.4% |
915.25 |
| Low |
873.75 |
890.00 |
16.25 |
1.9% |
834.25 |
| Close |
911.25 |
901.25 |
-10.00 |
-1.1% |
884.50 |
| Range |
37.75 |
25.00 |
-12.75 |
-33.8% |
81.00 |
| ATR |
|
|
|
|
|
| Volume |
13 |
30 |
17 |
130.8% |
168 |
|
| Daily Pivots for day following 17-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
977.00 |
964.25 |
915.00 |
|
| R3 |
952.00 |
939.25 |
908.00 |
|
| R2 |
927.00 |
927.00 |
905.75 |
|
| R1 |
914.25 |
914.25 |
903.50 |
920.50 |
| PP |
902.00 |
902.00 |
902.00 |
905.25 |
| S1 |
889.25 |
889.25 |
899.00 |
895.50 |
| S2 |
877.00 |
877.00 |
896.75 |
|
| S3 |
852.00 |
864.25 |
894.50 |
|
| S4 |
827.00 |
839.25 |
887.50 |
|
|
| Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,121.00 |
1,083.75 |
929.00 |
|
| R3 |
1,040.00 |
1,002.75 |
906.75 |
|
| R2 |
959.00 |
959.00 |
899.25 |
|
| R1 |
921.75 |
921.75 |
892.00 |
900.00 |
| PP |
878.00 |
878.00 |
878.00 |
867.00 |
| S1 |
840.75 |
840.75 |
877.00 |
819.00 |
| S2 |
797.00 |
797.00 |
869.75 |
|
| S3 |
716.00 |
759.75 |
862.25 |
|
| S4 |
635.00 |
678.75 |
840.00 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,021.25 |
|
2.618 |
980.50 |
|
1.618 |
955.50 |
|
1.000 |
940.00 |
|
0.618 |
930.50 |
|
HIGH |
915.00 |
|
0.618 |
905.50 |
|
0.500 |
902.50 |
|
0.382 |
899.50 |
|
LOW |
890.00 |
|
0.618 |
874.50 |
|
1.000 |
865.00 |
|
1.618 |
849.50 |
|
2.618 |
824.50 |
|
4.250 |
783.75 |
|
|
| Fisher Pivots for day following 17-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
902.50 |
896.00 |
| PP |
902.00 |
890.75 |
| S1 |
901.75 |
885.50 |
|