E-mini S&P 500 Future March 2009
| Trading Metrics calculated at close of trading on 18-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2008 |
18-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
862.50 |
847.75 |
-14.75 |
-1.7% |
937.00 |
| High |
880.00 |
867.00 |
-13.00 |
-1.5% |
960.25 |
| Low |
845.75 |
823.50 |
-22.25 |
-2.6% |
810.00 |
| Close |
849.50 |
864.75 |
15.25 |
1.8% |
860.00 |
| Range |
34.25 |
43.50 |
9.25 |
27.0% |
150.25 |
| ATR |
60.06 |
58.88 |
-1.18 |
-2.0% |
0.00 |
| Volume |
8,422 |
8,287 |
-135 |
-1.6% |
26,078 |
|
| Daily Pivots for day following 18-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
982.25 |
967.00 |
888.75 |
|
| R3 |
938.75 |
923.50 |
876.75 |
|
| R2 |
895.25 |
895.25 |
872.75 |
|
| R1 |
880.00 |
880.00 |
868.75 |
887.50 |
| PP |
851.75 |
851.75 |
851.75 |
855.50 |
| S1 |
836.50 |
836.50 |
860.75 |
844.00 |
| S2 |
808.25 |
808.25 |
856.75 |
|
| S3 |
764.75 |
793.00 |
852.75 |
|
| S4 |
721.25 |
749.50 |
840.75 |
|
|
| Weekly Pivots for week ending 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,327.50 |
1,244.00 |
942.75 |
|
| R3 |
1,177.25 |
1,093.75 |
901.25 |
|
| R2 |
1,027.00 |
1,027.00 |
887.50 |
|
| R1 |
943.50 |
943.50 |
873.75 |
910.00 |
| PP |
876.75 |
876.75 |
876.75 |
860.00 |
| S1 |
793.25 |
793.25 |
846.25 |
760.00 |
| S2 |
726.50 |
726.50 |
832.50 |
|
| S3 |
576.25 |
643.00 |
818.75 |
|
| S4 |
426.00 |
492.75 |
777.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
916.00 |
810.00 |
106.00 |
12.3% |
59.00 |
6.8% |
52% |
False |
False |
6,991 |
| 10 |
1,006.50 |
810.00 |
196.50 |
22.7% |
55.00 |
6.4% |
28% |
False |
False |
5,291 |
| 20 |
1,006.50 |
810.00 |
196.50 |
22.7% |
59.50 |
6.9% |
28% |
False |
False |
4,404 |
| 40 |
1,227.25 |
810.00 |
417.25 |
48.3% |
65.75 |
7.6% |
13% |
False |
False |
5,448 |
| 60 |
1,303.75 |
810.00 |
493.75 |
57.1% |
54.50 |
6.3% |
11% |
False |
False |
3,708 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,052.00 |
|
2.618 |
981.00 |
|
1.618 |
937.50 |
|
1.000 |
910.50 |
|
0.618 |
894.00 |
|
HIGH |
867.00 |
|
0.618 |
850.50 |
|
0.500 |
845.25 |
|
0.382 |
840.00 |
|
LOW |
823.50 |
|
0.618 |
796.50 |
|
1.000 |
780.00 |
|
1.618 |
753.00 |
|
2.618 |
709.50 |
|
4.250 |
638.50 |
|
|
| Fisher Pivots for day following 18-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
858.25 |
869.75 |
| PP |
851.75 |
868.00 |
| S1 |
845.25 |
866.50 |
|