E-mini S&P 500 Future March 2009
| Trading Metrics calculated at close of trading on 25-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2008 |
25-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
794.50 |
842.75 |
48.25 |
6.1% |
862.50 |
| High |
864.50 |
872.25 |
7.75 |
0.9% |
880.00 |
| Low |
781.50 |
831.75 |
50.25 |
6.4% |
737.25 |
| Close |
846.50 |
851.75 |
5.25 |
0.6% |
789.75 |
| Range |
83.00 |
40.50 |
-42.50 |
-51.2% |
142.75 |
| ATR |
62.01 |
60.48 |
-1.54 |
-2.5% |
0.00 |
| Volume |
10,574 |
24,176 |
13,602 |
128.6% |
46,791 |
|
| Daily Pivots for day following 25-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
973.50 |
953.00 |
874.00 |
|
| R3 |
933.00 |
912.50 |
863.00 |
|
| R2 |
892.50 |
892.50 |
859.25 |
|
| R1 |
872.00 |
872.00 |
855.50 |
882.25 |
| PP |
852.00 |
852.00 |
852.00 |
857.00 |
| S1 |
831.50 |
831.50 |
848.00 |
841.75 |
| S2 |
811.50 |
811.50 |
844.25 |
|
| S3 |
771.00 |
791.00 |
840.50 |
|
| S4 |
730.50 |
750.50 |
829.50 |
|
|
| 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 |
872.25 |
737.25 |
135.00 |
15.8% |
64.25 |
7.6% |
85% |
True |
False |
12,966 |
| 10 |
916.00 |
737.25 |
178.75 |
21.0% |
61.75 |
7.2% |
64% |
False |
False |
9,979 |
| 20 |
1,006.50 |
737.25 |
269.25 |
31.6% |
53.75 |
6.3% |
43% |
False |
False |
6,641 |
| 40 |
1,175.00 |
737.25 |
437.75 |
51.4% |
67.25 |
7.9% |
26% |
False |
False |
6,419 |
| 60 |
1,285.50 |
737.25 |
548.25 |
64.4% |
58.75 |
6.9% |
21% |
False |
False |
4,788 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,044.50 |
|
2.618 |
978.25 |
|
1.618 |
937.75 |
|
1.000 |
912.75 |
|
0.618 |
897.25 |
|
HIGH |
872.25 |
|
0.618 |
856.75 |
|
0.500 |
852.00 |
|
0.382 |
847.25 |
|
LOW |
831.75 |
|
0.618 |
806.75 |
|
1.000 |
791.25 |
|
1.618 |
766.25 |
|
2.618 |
725.75 |
|
4.250 |
659.50 |
|
|
| Fisher Pivots for day following 25-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
852.00 |
836.00 |
| PP |
852.00 |
820.50 |
| S1 |
851.75 |
804.75 |
|