E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 08-Oct-2008
Day Change Summary
Previous Current
07-Oct-2008 08-Oct-2008 Change Change % Previous Week
Open 1,055.00 1,006.00 -49.00 -4.6% 1,222.50
High 1,077.75 1,043.25 -34.50 -3.2% 1,222.50
Low 1,000.00 964.25 -35.75 -3.6% 1,103.75
Close 1,006.00 981.50 -24.50 -2.4% 1,109.25
Range 77.75 79.00 1.25 1.6% 118.75
ATR 49.74 51.83 2.09 4.2% 0.00
Volume 9,124 8,593 -531 -5.8% 43,337
Daily Pivots for day following 08-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,233.25 1,186.50 1,025.00
R3 1,154.25 1,107.50 1,003.25
R2 1,075.25 1,075.25 996.00
R1 1,028.50 1,028.50 988.75 1,012.50
PP 996.25 996.25 996.25 988.25
S1 949.50 949.50 974.25 933.50
S2 917.25 917.25 967.00
S3 838.25 870.50 959.75
S4 759.25 791.50 938.00
Weekly Pivots for week ending 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,501.50 1,424.00 1,174.50
R3 1,382.75 1,305.25 1,142.00
R2 1,264.00 1,264.00 1,131.00
R1 1,186.50 1,186.50 1,120.25 1,166.00
PP 1,145.25 1,145.25 1,145.25 1,134.75
S1 1,067.75 1,067.75 1,098.25 1,047.00
S2 1,026.50 1,026.50 1,087.50
S3 907.75 949.00 1,076.50
S4 789.00 830.25 1,044.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,175.00 964.25 210.75 21.5% 73.50 7.5% 8% False True 9,046
10 1,227.25 964.25 263.00 26.8% 63.75 6.5% 7% False True 7,648
20 1,281.75 964.25 317.50 32.3% 54.00 5.5% 5% False True 4,156
40 1,303.75 964.25 339.50 34.6% 33.25 3.4% 5% False True 2,081
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.03
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,379.00
2.618 1,250.00
1.618 1,171.00
1.000 1,122.25
0.618 1,092.00
HIGH 1,043.25
0.618 1,013.00
0.500 1,003.75
0.382 994.50
LOW 964.25
0.618 915.50
1.000 885.25
1.618 836.50
2.618 757.50
4.250 628.50
Fisher Pivots for day following 08-Oct-2008
Pivot 1 day 3 day
R1 1,003.75 1,034.50
PP 996.25 1,016.75
S1 989.00 999.25

These figures are updated between 7pm and 10pm EST after a trading day.

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