E-mini S&P 500 Future March 2009
| Trading Metrics calculated at close of trading on 04-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2008 |
04-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
846.25 |
867.50 |
21.25 |
2.5% |
794.50 |
| High |
872.50 |
874.25 |
1.75 |
0.2% |
895.25 |
| Low |
824.75 |
830.75 |
6.00 |
0.7% |
781.50 |
| Close |
867.25 |
846.50 |
-20.75 |
-2.4% |
894.00 |
| Range |
47.75 |
43.50 |
-4.25 |
-8.9% |
113.75 |
| ATR |
57.15 |
56.17 |
-0.97 |
-1.7% |
0.00 |
| Volume |
35,909 |
38,587 |
2,678 |
7.5% |
53,836 |
|
| Daily Pivots for day following 04-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
981.00 |
957.25 |
870.50 |
|
| R3 |
937.50 |
913.75 |
858.50 |
|
| R2 |
894.00 |
894.00 |
854.50 |
|
| R1 |
870.25 |
870.25 |
850.50 |
860.50 |
| PP |
850.50 |
850.50 |
850.50 |
845.50 |
| S1 |
826.75 |
826.75 |
842.50 |
817.00 |
| S2 |
807.00 |
807.00 |
838.50 |
|
| S3 |
763.50 |
783.25 |
834.50 |
|
| S4 |
720.00 |
739.75 |
822.50 |
|
|
| 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 |
10.0% |
47.00 |
5.6% |
42% |
False |
False |
19,631 |
| 10 |
895.75 |
737.25 |
158.50 |
18.7% |
55.25 |
6.5% |
69% |
False |
False |
16,833 |
| 20 |
960.25 |
737.25 |
223.00 |
26.3% |
55.25 |
6.5% |
49% |
False |
False |
11,240 |
| 40 |
1,066.50 |
737.25 |
329.25 |
38.9% |
64.50 |
7.6% |
33% |
False |
False |
7,872 |
| 60 |
1,281.75 |
737.25 |
544.50 |
64.3% |
61.00 |
7.2% |
20% |
False |
False |
6,633 |
| 80 |
1,303.75 |
737.25 |
566.50 |
66.9% |
49.00 |
5.8% |
19% |
False |
False |
4,976 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,059.00 |
|
2.618 |
988.25 |
|
1.618 |
944.75 |
|
1.000 |
917.75 |
|
0.618 |
901.25 |
|
HIGH |
874.25 |
|
0.618 |
857.75 |
|
0.500 |
852.50 |
|
0.382 |
847.25 |
|
LOW |
830.75 |
|
0.618 |
803.75 |
|
1.000 |
787.25 |
|
1.618 |
760.25 |
|
2.618 |
716.75 |
|
4.250 |
646.00 |
|
|
| Fisher Pivots for day following 04-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
852.50 |
845.25 |
| PP |
850.50 |
844.00 |
| S1 |
848.50 |
843.00 |
|