E-mini S&P 500 Future June 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 |
864.75 |
870.25 |
5.50 |
0.6% |
881.00 |
| High |
870.75 |
886.00 |
15.25 |
1.8% |
887.75 |
| Low |
851.00 |
866.75 |
15.75 |
1.9% |
850.75 |
| Close |
868.00 |
885.50 |
17.50 |
2.0% |
866.50 |
| Range |
19.75 |
19.25 |
-0.50 |
-2.5% |
37.00 |
| ATR |
29.84 |
29.08 |
-0.76 |
-2.5% |
0.00 |
| Volume |
53 |
426 |
373 |
703.8% |
2,603 |
|
| Daily Pivots for day following 30-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
937.25 |
930.50 |
896.00 |
|
| R3 |
918.00 |
911.25 |
890.75 |
|
| R2 |
898.75 |
898.75 |
889.00 |
|
| R1 |
892.00 |
892.00 |
887.25 |
895.50 |
| PP |
879.50 |
879.50 |
879.50 |
881.00 |
| S1 |
872.75 |
872.75 |
883.75 |
876.00 |
| S2 |
860.25 |
860.25 |
882.00 |
|
| S3 |
841.00 |
853.50 |
880.25 |
|
| S4 |
821.75 |
834.25 |
875.00 |
|
|
| Weekly Pivots for week ending 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
979.25 |
960.00 |
886.75 |
|
| R3 |
942.25 |
923.00 |
876.75 |
|
| R2 |
905.25 |
905.25 |
873.25 |
|
| R1 |
886.00 |
886.00 |
870.00 |
877.00 |
| PP |
868.25 |
868.25 |
868.25 |
864.00 |
| S1 |
849.00 |
849.00 |
863.00 |
840.00 |
| S2 |
831.25 |
831.25 |
859.75 |
|
| S3 |
794.25 |
812.00 |
856.25 |
|
| S4 |
757.25 |
775.00 |
846.25 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
967.75 |
|
2.618 |
936.50 |
|
1.618 |
917.25 |
|
1.000 |
905.25 |
|
0.618 |
898.00 |
|
HIGH |
886.00 |
|
0.618 |
878.75 |
|
0.500 |
876.50 |
|
0.382 |
874.00 |
|
LOW |
866.75 |
|
0.618 |
854.75 |
|
1.000 |
847.50 |
|
1.618 |
835.50 |
|
2.618 |
816.25 |
|
4.250 |
785.00 |
|
|
| Fisher Pivots for day following 30-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
882.50 |
879.75 |
| PP |
879.50 |
874.25 |
| S1 |
876.50 |
868.50 |
|