E-mini S&P 500 Future March 2009
| Trading Metrics calculated at close of trading on 21-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2008 |
21-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
808.50 |
746.00 |
-62.50 |
-7.7% |
862.50 |
| High |
818.25 |
799.75 |
-18.50 |
-2.3% |
880.00 |
| Low |
743.25 |
737.25 |
-6.00 |
-0.8% |
737.25 |
| Close |
746.00 |
789.75 |
43.75 |
5.9% |
789.75 |
| Range |
75.00 |
62.50 |
-12.50 |
-16.7% |
142.75 |
| ATR |
60.24 |
60.40 |
0.16 |
0.3% |
0.00 |
| Volume |
6,578 |
16,239 |
9,661 |
146.9% |
46,791 |
|
| Daily Pivots for day following 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
963.00 |
939.00 |
824.00 |
|
| R3 |
900.50 |
876.50 |
807.00 |
|
| R2 |
838.00 |
838.00 |
801.25 |
|
| R1 |
814.00 |
814.00 |
795.50 |
826.00 |
| PP |
775.50 |
775.50 |
775.50 |
781.50 |
| S1 |
751.50 |
751.50 |
784.00 |
763.50 |
| S2 |
713.00 |
713.00 |
778.25 |
|
| S3 |
650.50 |
689.00 |
772.50 |
|
| S4 |
588.00 |
626.50 |
755.50 |
|
|
| Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,230.50 |
1,153.00 |
868.25 |
|
| R3 |
1,087.75 |
1,010.25 |
829.00 |
|
| R2 |
945.00 |
945.00 |
816.00 |
|
| R1 |
867.50 |
867.50 |
802.75 |
835.00 |
| PP |
802.25 |
802.25 |
802.25 |
786.00 |
| S1 |
724.75 |
724.75 |
776.75 |
692.00 |
| S2 |
659.50 |
659.50 |
763.50 |
|
| S3 |
516.75 |
582.00 |
750.50 |
|
| S4 |
374.00 |
439.25 |
711.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
880.00 |
737.25 |
142.75 |
18.1% |
55.25 |
7.0% |
37% |
False |
True |
9,358 |
| 10 |
960.25 |
737.25 |
223.00 |
28.2% |
59.25 |
7.5% |
24% |
False |
True |
7,286 |
| 20 |
1,006.50 |
737.25 |
269.25 |
34.1% |
56.50 |
7.2% |
19% |
False |
True |
5,098 |
| 40 |
1,222.50 |
737.25 |
485.25 |
61.4% |
68.25 |
8.6% |
11% |
False |
True |
5,915 |
| 60 |
1,303.75 |
737.25 |
566.50 |
71.7% |
57.25 |
7.3% |
9% |
False |
True |
4,209 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,065.50 |
|
2.618 |
963.50 |
|
1.618 |
901.00 |
|
1.000 |
862.25 |
|
0.618 |
838.50 |
|
HIGH |
799.75 |
|
0.618 |
776.00 |
|
0.500 |
768.50 |
|
0.382 |
761.00 |
|
LOW |
737.25 |
|
0.618 |
698.50 |
|
1.000 |
674.75 |
|
1.618 |
636.00 |
|
2.618 |
573.50 |
|
4.250 |
471.50 |
|
|
| Fisher Pivots for day following 21-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
782.75 |
800.50 |
| PP |
775.50 |
796.75 |
| S1 |
768.50 |
793.25 |
|