E-mini S&P 500 Future June 2009
| Trading Metrics calculated at close of trading on 29-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2008 |
29-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
866.50 |
864.75 |
-1.75 |
-0.2% |
881.00 |
| High |
868.50 |
870.75 |
2.25 |
0.3% |
887.75 |
| Low |
861.00 |
851.00 |
-10.00 |
-1.2% |
850.75 |
| Close |
866.50 |
868.00 |
1.50 |
0.2% |
866.50 |
| Range |
7.50 |
19.75 |
12.25 |
163.3% |
37.00 |
| ATR |
30.61 |
29.84 |
-0.78 |
-2.5% |
0.00 |
| Volume |
19 |
53 |
34 |
178.9% |
2,603 |
|
| Daily Pivots for day following 29-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
922.50 |
915.00 |
878.75 |
|
| R3 |
902.75 |
895.25 |
873.50 |
|
| R2 |
883.00 |
883.00 |
871.50 |
|
| R1 |
875.50 |
875.50 |
869.75 |
879.25 |
| PP |
863.25 |
863.25 |
863.25 |
865.00 |
| S1 |
855.75 |
855.75 |
866.25 |
859.50 |
| S2 |
843.50 |
843.50 |
864.50 |
|
| S3 |
823.75 |
836.00 |
862.50 |
|
| S4 |
804.00 |
816.25 |
857.25 |
|
|
| 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 |
954.75 |
|
2.618 |
922.50 |
|
1.618 |
902.75 |
|
1.000 |
890.50 |
|
0.618 |
883.00 |
|
HIGH |
870.75 |
|
0.618 |
863.25 |
|
0.500 |
861.00 |
|
0.382 |
858.50 |
|
LOW |
851.00 |
|
0.618 |
838.75 |
|
1.000 |
831.25 |
|
1.618 |
819.00 |
|
2.618 |
799.25 |
|
4.250 |
767.00 |
|
|
| Fisher Pivots for day following 29-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
865.50 |
865.50 |
| PP |
863.25 |
863.25 |
| S1 |
861.00 |
861.00 |
|