E-mini S&P 500 Future June 2009
| Trading Metrics calculated at close of trading on 24-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2008 |
24-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
868.50 |
859.50 |
-9.00 |
-1.0% |
882.00 |
| High |
874.75 |
862.50 |
-12.25 |
-1.4% |
915.00 |
| Low |
853.25 |
856.00 |
2.75 |
0.3% |
856.25 |
| Close |
856.00 |
862.50 |
6.50 |
0.8% |
879.00 |
| Range |
21.50 |
6.50 |
-15.00 |
-69.8% |
58.75 |
| ATR |
34.38 |
32.39 |
-1.99 |
-5.8% |
0.00 |
| Volume |
819 |
756 |
-63 |
-7.7% |
633 |
|
| Daily Pivots for day following 24-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
879.75 |
877.75 |
866.00 |
|
| R3 |
873.25 |
871.25 |
864.25 |
|
| R2 |
866.75 |
866.75 |
863.75 |
|
| R1 |
864.75 |
864.75 |
863.00 |
865.75 |
| PP |
860.25 |
860.25 |
860.25 |
861.00 |
| S1 |
858.25 |
858.25 |
862.00 |
859.25 |
| S2 |
853.75 |
853.75 |
861.25 |
|
| S3 |
847.25 |
851.75 |
860.75 |
|
| S4 |
840.75 |
845.25 |
859.00 |
|
|
| 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 |
890.00 |
|
2.618 |
879.50 |
|
1.618 |
873.00 |
|
1.000 |
869.00 |
|
0.618 |
866.50 |
|
HIGH |
862.50 |
|
0.618 |
860.00 |
|
0.500 |
859.25 |
|
0.382 |
858.50 |
|
LOW |
856.00 |
|
0.618 |
852.00 |
|
1.000 |
849.50 |
|
1.618 |
845.50 |
|
2.618 |
839.00 |
|
4.250 |
828.50 |
|
|
| Fisher Pivots for day following 24-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
861.50 |
869.25 |
| PP |
860.25 |
867.00 |
| S1 |
859.25 |
864.75 |
|