E-mini S&P 500 Future June 2009
| Trading Metrics calculated at close of trading on 23-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2008 |
23-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
881.00 |
868.50 |
-12.50 |
-1.4% |
882.00 |
| High |
887.75 |
874.75 |
-13.00 |
-1.5% |
915.00 |
| Low |
850.75 |
853.25 |
2.50 |
0.3% |
856.25 |
| Close |
869.00 |
856.00 |
-13.00 |
-1.5% |
879.00 |
| Range |
37.00 |
21.50 |
-15.50 |
-41.9% |
58.75 |
| ATR |
35.38 |
34.38 |
-0.99 |
-2.8% |
0.00 |
| Volume |
1,009 |
819 |
-190 |
-18.8% |
633 |
|
| Daily Pivots for day following 23-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
925.75 |
912.50 |
867.75 |
|
| R3 |
904.25 |
891.00 |
862.00 |
|
| R2 |
882.75 |
882.75 |
860.00 |
|
| R1 |
869.50 |
869.50 |
858.00 |
865.50 |
| PP |
861.25 |
861.25 |
861.25 |
859.25 |
| S1 |
848.00 |
848.00 |
854.00 |
844.00 |
| S2 |
839.75 |
839.75 |
852.00 |
|
| S3 |
818.25 |
826.50 |
850.00 |
|
| S4 |
796.75 |
805.00 |
844.25 |
|
|
| 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 |
966.00 |
|
2.618 |
931.00 |
|
1.618 |
909.50 |
|
1.000 |
896.25 |
|
0.618 |
888.00 |
|
HIGH |
874.75 |
|
0.618 |
866.50 |
|
0.500 |
864.00 |
|
0.382 |
861.50 |
|
LOW |
853.25 |
|
0.618 |
840.00 |
|
1.000 |
831.75 |
|
1.618 |
818.50 |
|
2.618 |
797.00 |
|
4.250 |
762.00 |
|
|
| Fisher Pivots for day following 23-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
864.00 |
875.50 |
| PP |
861.25 |
869.00 |
| S1 |
858.75 |
862.50 |
|