E-mini S&P 500 Future June 2009
| Trading Metrics calculated at close of trading on 19-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2008 |
19-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
901.75 |
887.50 |
-14.25 |
-1.6% |
882.00 |
| High |
907.00 |
900.25 |
-6.75 |
-0.7% |
915.00 |
| Low |
872.50 |
874.75 |
2.25 |
0.3% |
856.25 |
| Close |
890.75 |
879.00 |
-11.75 |
-1.3% |
879.00 |
| Range |
34.50 |
25.50 |
-9.00 |
-26.1% |
58.75 |
| ATR |
|
|
|
|
|
| Volume |
280 |
291 |
11 |
3.9% |
633 |
|
| Daily Pivots for day following 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
961.25 |
945.50 |
893.00 |
|
| R3 |
935.75 |
920.00 |
886.00 |
|
| R2 |
910.25 |
910.25 |
883.75 |
|
| R1 |
894.50 |
894.50 |
881.25 |
889.50 |
| PP |
884.75 |
884.75 |
884.75 |
882.25 |
| S1 |
869.00 |
869.00 |
876.75 |
864.00 |
| S2 |
859.25 |
859.25 |
874.25 |
|
| S3 |
833.75 |
843.50 |
872.00 |
|
| S4 |
808.25 |
818.00 |
865.00 |
|
|
| Weekly Pivots for week ending 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,059.75 |
1,028.00 |
911.25 |
|
| R3 |
1,001.00 |
969.25 |
895.25 |
|
| R2 |
942.25 |
942.25 |
889.75 |
|
| R1 |
910.50 |
910.50 |
884.50 |
897.00 |
| PP |
883.50 |
883.50 |
883.50 |
876.50 |
| S1 |
851.75 |
851.75 |
873.50 |
838.25 |
| S2 |
824.75 |
824.75 |
868.25 |
|
| S3 |
766.00 |
793.00 |
862.75 |
|
| S4 |
707.25 |
734.25 |
846.75 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,008.50 |
|
2.618 |
967.00 |
|
1.618 |
941.50 |
|
1.000 |
925.75 |
|
0.618 |
916.00 |
|
HIGH |
900.25 |
|
0.618 |
890.50 |
|
0.500 |
887.50 |
|
0.382 |
884.50 |
|
LOW |
874.75 |
|
0.618 |
859.00 |
|
1.000 |
849.25 |
|
1.618 |
833.50 |
|
2.618 |
808.00 |
|
4.250 |
766.50 |
|
|
| Fisher Pivots for day following 19-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
887.50 |
893.75 |
| PP |
884.75 |
888.75 |
| S1 |
881.75 |
884.00 |
|