E-mini S&P 500 Future June 2009
| Trading Metrics calculated at close of trading on 31-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2008 |
31-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
870.25 |
889.00 |
18.75 |
2.2% |
881.00 |
| High |
886.00 |
905.25 |
19.25 |
2.2% |
887.75 |
| Low |
866.75 |
884.25 |
17.50 |
2.0% |
850.75 |
| Close |
885.50 |
897.50 |
12.00 |
1.4% |
866.50 |
| Range |
19.25 |
21.00 |
1.75 |
9.1% |
37.00 |
| ATR |
29.08 |
28.50 |
-0.58 |
-2.0% |
0.00 |
| Volume |
426 |
471 |
45 |
10.6% |
2,603 |
|
| Daily Pivots for day following 31-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
958.75 |
949.00 |
909.00 |
|
| R3 |
937.75 |
928.00 |
903.25 |
|
| R2 |
916.75 |
916.75 |
901.25 |
|
| R1 |
907.00 |
907.00 |
899.50 |
912.00 |
| PP |
895.75 |
895.75 |
895.75 |
898.00 |
| S1 |
886.00 |
886.00 |
895.50 |
891.00 |
| S2 |
874.75 |
874.75 |
893.75 |
|
| S3 |
853.75 |
865.00 |
891.75 |
|
| S4 |
832.75 |
844.00 |
886.00 |
|
|
| 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 |
994.50 |
|
2.618 |
960.25 |
|
1.618 |
939.25 |
|
1.000 |
926.25 |
|
0.618 |
918.25 |
|
HIGH |
905.25 |
|
0.618 |
897.25 |
|
0.500 |
894.75 |
|
0.382 |
892.25 |
|
LOW |
884.25 |
|
0.618 |
871.25 |
|
1.000 |
863.25 |
|
1.618 |
850.25 |
|
2.618 |
829.25 |
|
4.250 |
795.00 |
|
|
| Fisher Pivots for day following 31-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
896.50 |
891.00 |
| PP |
895.75 |
884.50 |
| S1 |
894.75 |
878.00 |
|