E-mini S&P 500 Future March 2009
| Trading Metrics calculated at close of trading on 26-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2008 |
26-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
842.75 |
850.00 |
7.25 |
0.9% |
862.50 |
| High |
872.25 |
886.00 |
13.75 |
1.6% |
880.00 |
| Low |
831.75 |
828.50 |
-3.25 |
-0.4% |
737.25 |
| Close |
851.75 |
884.75 |
33.00 |
3.9% |
789.75 |
| Range |
40.50 |
57.50 |
17.00 |
42.0% |
142.75 |
| ATR |
60.48 |
60.26 |
-0.21 |
-0.4% |
0.00 |
| Volume |
24,176 |
12,606 |
-11,570 |
-47.9% |
46,791 |
|
| Daily Pivots for day following 26-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,039.00 |
1,019.25 |
916.50 |
|
| R3 |
981.50 |
961.75 |
900.50 |
|
| R2 |
924.00 |
924.00 |
895.25 |
|
| R1 |
904.25 |
904.25 |
890.00 |
914.00 |
| PP |
866.50 |
866.50 |
866.50 |
871.25 |
| S1 |
846.75 |
846.75 |
879.50 |
856.50 |
| S2 |
809.00 |
809.00 |
874.25 |
|
| S3 |
751.50 |
789.25 |
869.00 |
|
| S4 |
694.00 |
731.75 |
853.00 |
|
|
| 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 |
886.00 |
737.25 |
148.75 |
16.8% |
63.75 |
7.2% |
99% |
True |
False |
14,034 |
| 10 |
916.00 |
737.25 |
178.75 |
20.2% |
61.25 |
6.9% |
83% |
False |
False |
10,740 |
| 20 |
1,006.50 |
737.25 |
269.25 |
30.4% |
53.75 |
6.1% |
55% |
False |
False |
7,059 |
| 40 |
1,175.00 |
737.25 |
437.75 |
49.5% |
68.00 |
7.7% |
34% |
False |
False |
6,548 |
| 60 |
1,285.50 |
737.25 |
548.25 |
62.0% |
59.25 |
6.7% |
27% |
False |
False |
4,998 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,130.50 |
|
2.618 |
1,036.50 |
|
1.618 |
979.00 |
|
1.000 |
943.50 |
|
0.618 |
921.50 |
|
HIGH |
886.00 |
|
0.618 |
864.00 |
|
0.500 |
857.25 |
|
0.382 |
850.50 |
|
LOW |
828.50 |
|
0.618 |
793.00 |
|
1.000 |
771.00 |
|
1.618 |
735.50 |
|
2.618 |
678.00 |
|
4.250 |
584.00 |
|
|
| Fisher Pivots for day following 26-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
875.50 |
867.75 |
| PP |
866.50 |
850.75 |
| S1 |
857.25 |
833.75 |
|