E-mini S&P 500 Future March 2009
| Trading Metrics calculated at close of trading on 30-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2008 |
30-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
869.00 |
870.25 |
1.25 |
0.1% |
884.25 |
| High |
873.50 |
889.00 |
15.50 |
1.8% |
891.50 |
| Low |
853.25 |
868.75 |
15.50 |
1.8% |
852.75 |
| Close |
870.50 |
888.25 |
17.75 |
2.0% |
869.00 |
| Range |
20.25 |
20.25 |
0.00 |
0.0% |
38.75 |
| ATR |
38.26 |
36.98 |
-1.29 |
-3.4% |
0.00 |
| Volume |
201,650 |
614,648 |
412,998 |
204.8% |
4,258,006 |
|
| Daily Pivots for day following 30-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
942.75 |
935.75 |
899.50 |
|
| R3 |
922.50 |
915.50 |
893.75 |
|
| R2 |
902.25 |
902.25 |
892.00 |
|
| R1 |
895.25 |
895.25 |
890.00 |
898.75 |
| PP |
882.00 |
882.00 |
882.00 |
883.75 |
| S1 |
875.00 |
875.00 |
886.50 |
878.50 |
| S2 |
861.75 |
861.75 |
884.50 |
|
| S3 |
841.50 |
854.75 |
882.75 |
|
| S4 |
821.25 |
834.50 |
877.00 |
|
|
| 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 |
889.00 |
853.25 |
35.75 |
4.0% |
16.50 |
1.9% |
98% |
True |
False |
645,972 |
| 10 |
918.25 |
852.75 |
65.50 |
7.4% |
26.50 |
3.0% |
54% |
False |
False |
1,436,456 |
| 20 |
918.75 |
811.50 |
107.25 |
12.1% |
34.75 |
3.9% |
72% |
False |
False |
1,006,503 |
| 40 |
1,006.50 |
737.25 |
269.25 |
30.3% |
44.75 |
5.0% |
56% |
False |
False |
506,862 |
| 60 |
1,104.75 |
737.25 |
367.50 |
41.4% |
56.75 |
6.4% |
41% |
False |
False |
339,631 |
| 80 |
1,285.50 |
737.25 |
548.25 |
61.7% |
54.00 |
6.1% |
28% |
False |
False |
255,464 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
975.00 |
|
2.618 |
942.00 |
|
1.618 |
921.75 |
|
1.000 |
909.25 |
|
0.618 |
901.50 |
|
HIGH |
889.00 |
|
0.618 |
881.25 |
|
0.500 |
879.00 |
|
0.382 |
876.50 |
|
LOW |
868.75 |
|
0.618 |
856.25 |
|
1.000 |
848.50 |
|
1.618 |
836.00 |
|
2.618 |
815.75 |
|
4.250 |
782.75 |
|
|
| Fisher Pivots for day following 30-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
885.00 |
882.50 |
| PP |
882.00 |
876.75 |
| S1 |
879.00 |
871.00 |
|