E-mini S&P 500 Future March 2009
| Trading Metrics calculated at close of trading on 29-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2008 |
29-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
866.50 |
869.00 |
2.50 |
0.3% |
884.25 |
| High |
871.75 |
873.50 |
1.75 |
0.2% |
891.50 |
| Low |
862.75 |
853.25 |
-9.50 |
-1.1% |
852.75 |
| Close |
869.00 |
870.50 |
1.50 |
0.2% |
869.00 |
| Range |
9.00 |
20.25 |
11.25 |
125.0% |
38.75 |
| ATR |
39.65 |
38.26 |
-1.39 |
-3.5% |
0.00 |
| Volume |
239,099 |
201,650 |
-37,449 |
-15.7% |
4,258,006 |
|
| Daily Pivots for day following 29-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
926.50 |
918.75 |
881.75 |
|
| R3 |
906.25 |
898.50 |
876.00 |
|
| R2 |
886.00 |
886.00 |
874.25 |
|
| R1 |
878.25 |
878.25 |
872.25 |
882.00 |
| PP |
865.75 |
865.75 |
865.75 |
867.75 |
| S1 |
858.00 |
858.00 |
868.75 |
862.00 |
| S2 |
845.50 |
845.50 |
866.75 |
|
| S3 |
825.25 |
837.75 |
865.00 |
|
| S4 |
805.00 |
817.50 |
859.25 |
|
|
| Weekly Pivots for week ending 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
987.25 |
967.00 |
890.25 |
|
| R3 |
948.50 |
928.25 |
879.75 |
|
| R2 |
909.75 |
909.75 |
876.00 |
|
| R1 |
889.50 |
889.50 |
872.50 |
880.25 |
| PP |
871.00 |
871.00 |
871.00 |
866.50 |
| S1 |
850.75 |
850.75 |
865.50 |
841.50 |
| S2 |
832.25 |
832.25 |
862.00 |
|
| S3 |
793.50 |
812.00 |
858.25 |
|
| S4 |
754.75 |
773.25 |
847.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
891.50 |
852.75 |
38.75 |
4.5% |
20.25 |
2.3% |
46% |
False |
False |
891,931 |
| 10 |
918.25 |
852.75 |
65.50 |
7.5% |
28.00 |
3.2% |
27% |
False |
False |
1,662,740 |
| 20 |
918.75 |
811.50 |
107.25 |
12.3% |
37.75 |
4.3% |
55% |
False |
False |
975,807 |
| 40 |
1,006.50 |
737.25 |
269.25 |
30.9% |
45.25 |
5.2% |
49% |
False |
False |
491,552 |
| 60 |
1,161.75 |
737.25 |
424.50 |
48.8% |
57.25 |
6.6% |
31% |
False |
False |
329,671 |
| 80 |
1,285.50 |
737.25 |
548.25 |
63.0% |
54.00 |
6.2% |
24% |
False |
False |
247,781 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
959.50 |
|
2.618 |
926.50 |
|
1.618 |
906.25 |
|
1.000 |
893.75 |
|
0.618 |
886.00 |
|
HIGH |
873.50 |
|
0.618 |
865.75 |
|
0.500 |
863.50 |
|
0.382 |
861.00 |
|
LOW |
853.25 |
|
0.618 |
840.75 |
|
1.000 |
833.00 |
|
1.618 |
820.50 |
|
2.618 |
800.25 |
|
4.250 |
767.25 |
|
|
| Fisher Pivots for day following 29-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
868.00 |
868.00 |
| PP |
865.75 |
865.75 |
| S1 |
863.50 |
863.50 |
|