E-mini S&P 500 Future June 2009
| Trading Metrics calculated at close of trading on 18-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2008 |
18-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
900.50 |
901.75 |
1.25 |
0.1% |
885.00 |
| High |
915.00 |
907.00 |
-8.00 |
-0.9% |
915.25 |
| Low |
890.00 |
872.50 |
-17.50 |
-2.0% |
834.25 |
| Close |
901.25 |
890.75 |
-10.50 |
-1.2% |
884.50 |
| Range |
25.00 |
34.50 |
9.50 |
38.0% |
81.00 |
| ATR |
|
|
|
|
|
| Volume |
30 |
280 |
250 |
833.3% |
168 |
|
| Daily Pivots for day following 18-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
993.50 |
976.75 |
909.75 |
|
| R3 |
959.00 |
942.25 |
900.25 |
|
| R2 |
924.50 |
924.50 |
897.00 |
|
| R1 |
907.75 |
907.75 |
894.00 |
899.00 |
| PP |
890.00 |
890.00 |
890.00 |
885.75 |
| S1 |
873.25 |
873.25 |
887.50 |
864.50 |
| S2 |
855.50 |
855.50 |
884.50 |
|
| S3 |
821.00 |
838.75 |
881.25 |
|
| S4 |
786.50 |
804.25 |
871.75 |
|
|
| Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,121.00 |
1,083.75 |
929.00 |
|
| R3 |
1,040.00 |
1,002.75 |
906.75 |
|
| R2 |
959.00 |
959.00 |
899.25 |
|
| R1 |
921.75 |
921.75 |
892.00 |
900.00 |
| PP |
878.00 |
878.00 |
878.00 |
867.00 |
| S1 |
840.75 |
840.75 |
877.00 |
819.00 |
| S2 |
797.00 |
797.00 |
869.75 |
|
| S3 |
716.00 |
759.75 |
862.25 |
|
| S4 |
635.00 |
678.75 |
840.00 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,053.50 |
|
2.618 |
997.25 |
|
1.618 |
962.75 |
|
1.000 |
941.50 |
|
0.618 |
928.25 |
|
HIGH |
907.00 |
|
0.618 |
893.75 |
|
0.500 |
889.75 |
|
0.382 |
885.75 |
|
LOW |
872.50 |
|
0.618 |
851.25 |
|
1.000 |
838.00 |
|
1.618 |
816.75 |
|
2.618 |
782.25 |
|
4.250 |
726.00 |
|
|
| Fisher Pivots for day following 18-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
890.50 |
893.75 |
| PP |
890.00 |
892.75 |
| S1 |
889.75 |
891.75 |
|