E-mini S&P 500 Future June 2009
| Trading Metrics calculated at close of trading on 26-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2008 |
26-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
859.50 |
866.50 |
7.00 |
0.8% |
881.00 |
| High |
862.50 |
868.50 |
6.00 |
0.7% |
887.75 |
| Low |
856.00 |
861.00 |
5.00 |
0.6% |
850.75 |
| Close |
862.50 |
866.50 |
4.00 |
0.5% |
866.50 |
| Range |
6.50 |
7.50 |
1.00 |
15.4% |
37.00 |
| ATR |
32.39 |
30.61 |
-1.78 |
-5.5% |
0.00 |
| Volume |
756 |
19 |
-737 |
-97.5% |
2,603 |
|
| Daily Pivots for day following 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
887.75 |
884.75 |
870.50 |
|
| R3 |
880.25 |
877.25 |
868.50 |
|
| R2 |
872.75 |
872.75 |
868.00 |
|
| R1 |
869.75 |
869.75 |
867.25 |
870.25 |
| PP |
865.25 |
865.25 |
865.25 |
865.50 |
| S1 |
862.25 |
862.25 |
865.75 |
862.75 |
| S2 |
857.75 |
857.75 |
865.00 |
|
| S3 |
850.25 |
854.75 |
864.50 |
|
| S4 |
842.75 |
847.25 |
862.50 |
|
|
| Weekly Pivots for week ending 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
979.25 |
960.00 |
886.75 |
|
| R3 |
942.25 |
923.00 |
876.75 |
|
| R2 |
905.25 |
905.25 |
873.25 |
|
| R1 |
886.00 |
886.00 |
870.00 |
877.00 |
| PP |
868.25 |
868.25 |
868.25 |
864.00 |
| S1 |
849.00 |
849.00 |
863.00 |
840.00 |
| S2 |
831.25 |
831.25 |
859.75 |
|
| S3 |
794.25 |
812.00 |
856.25 |
|
| S4 |
757.25 |
775.00 |
846.25 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
900.50 |
|
2.618 |
888.25 |
|
1.618 |
880.75 |
|
1.000 |
876.00 |
|
0.618 |
873.25 |
|
HIGH |
868.50 |
|
0.618 |
865.75 |
|
0.500 |
864.75 |
|
0.382 |
863.75 |
|
LOW |
861.00 |
|
0.618 |
856.25 |
|
1.000 |
853.50 |
|
1.618 |
848.75 |
|
2.618 |
841.25 |
|
4.250 |
829.00 |
|
|
| Fisher Pivots for day following 26-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
866.00 |
865.75 |
| PP |
865.25 |
864.75 |
| S1 |
864.75 |
864.00 |
|