E-mini S&P 500 Future March 2009
| Trading Metrics calculated at close of trading on 03-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2008 |
03-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
814.00 |
846.25 |
32.25 |
4.0% |
794.50 |
| High |
849.25 |
872.50 |
23.25 |
2.7% |
895.25 |
| Low |
811.50 |
824.75 |
13.25 |
1.6% |
781.50 |
| Close |
847.75 |
867.25 |
19.50 |
2.3% |
894.00 |
| Range |
37.75 |
47.75 |
10.00 |
26.5% |
113.75 |
| ATR |
57.87 |
57.15 |
-0.72 |
-1.2% |
0.00 |
| Volume |
16,454 |
35,909 |
19,455 |
118.2% |
53,836 |
|
| Daily Pivots for day following 03-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
998.00 |
980.50 |
893.50 |
|
| R3 |
950.25 |
932.75 |
880.50 |
|
| R2 |
902.50 |
902.50 |
876.00 |
|
| R1 |
885.00 |
885.00 |
871.75 |
893.75 |
| PP |
854.75 |
854.75 |
854.75 |
859.25 |
| S1 |
837.25 |
837.25 |
862.75 |
846.00 |
| S2 |
807.00 |
807.00 |
858.50 |
|
| S3 |
759.25 |
789.50 |
854.00 |
|
| S4 |
711.50 |
741.75 |
841.00 |
|
|
| Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,198.25 |
1,159.75 |
956.50 |
|
| R3 |
1,084.50 |
1,046.00 |
925.25 |
|
| R2 |
970.75 |
970.75 |
914.75 |
|
| R1 |
932.25 |
932.25 |
904.50 |
951.50 |
| PP |
857.00 |
857.00 |
857.00 |
866.50 |
| S1 |
818.50 |
818.50 |
883.50 |
837.75 |
| S2 |
743.25 |
743.25 |
873.25 |
|
| S3 |
629.50 |
704.75 |
862.75 |
|
| S4 |
515.75 |
591.00 |
831.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
895.75 |
811.50 |
84.25 |
9.7% |
49.75 |
5.7% |
66% |
False |
False |
14,435 |
| 10 |
895.75 |
737.25 |
158.50 |
18.3% |
57.00 |
6.6% |
82% |
False |
False |
13,701 |
| 20 |
1,006.50 |
737.25 |
269.25 |
31.0% |
56.00 |
6.5% |
48% |
False |
False |
9,496 |
| 40 |
1,066.50 |
737.25 |
329.25 |
38.0% |
65.50 |
7.5% |
39% |
False |
False |
7,122 |
| 60 |
1,281.75 |
737.25 |
544.50 |
62.8% |
60.75 |
7.0% |
24% |
False |
False |
5,990 |
| 80 |
1,309.75 |
737.25 |
572.50 |
66.0% |
48.50 |
5.6% |
23% |
False |
False |
4,495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,075.50 |
|
2.618 |
997.50 |
|
1.618 |
949.75 |
|
1.000 |
920.25 |
|
0.618 |
902.00 |
|
HIGH |
872.50 |
|
0.618 |
854.25 |
|
0.500 |
848.50 |
|
0.382 |
843.00 |
|
LOW |
824.75 |
|
0.618 |
795.25 |
|
1.000 |
777.00 |
|
1.618 |
747.50 |
|
2.618 |
699.75 |
|
4.250 |
621.75 |
|
|
| Fisher Pivots for day following 03-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
861.00 |
862.75 |
| PP |
854.75 |
858.25 |
| S1 |
848.50 |
853.50 |
|