E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 13-Oct-2008
Day Change Summary
Previous Current
10-Oct-2008 13-Oct-2008 Change Change % Previous Week
Open 912.50 921.75 9.25 1.0% 1,104.75
High 941.75 1,017.50 75.75 8.0% 1,104.75
Low 837.50 914.25 76.75 9.2% 837.50
Close 890.75 1,017.00 126.25 14.2% 890.75
Range 104.25 103.25 -1.00 -1.0% 267.25
ATR 59.02 63.85 4.84 8.2% 0.00
Volume 7,607 7,046 -561 -7.4% 36,650
Daily Pivots for day following 13-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,292.75 1,258.00 1,073.75
R3 1,189.50 1,154.75 1,045.50
R2 1,086.25 1,086.25 1,036.00
R1 1,051.50 1,051.50 1,026.50 1,069.00
PP 983.00 983.00 983.00 991.50
S1 948.25 948.25 1,007.50 965.50
S2 879.75 879.75 998.00
S3 776.50 845.00 988.50
S4 673.25 741.75 960.25
Weekly Pivots for week ending 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,746.00 1,585.75 1,037.75
R3 1,478.75 1,318.50 964.25
R2 1,211.50 1,211.50 939.75
R1 1,051.25 1,051.25 915.25 997.75
PP 944.25 944.25 944.25 917.50
S1 784.00 784.00 866.25 730.50
S2 677.00 677.00 841.75
S3 409.75 516.75 817.25
S4 142.50 249.50 743.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,077.75 837.50 240.25 23.6% 93.50 9.2% 75% False False 7,500
10 1,177.25 837.50 339.75 33.4% 76.75 7.6% 53% False False 7,469
20 1,281.75 837.50 444.25 43.7% 65.00 6.4% 40% False False 5,143
40 1,303.75 837.50 466.25 45.8% 41.00 4.0% 38% False False 2,576
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 16.48
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,456.25
2.618 1,287.75
1.618 1,184.50
1.000 1,120.75
0.618 1,081.25
HIGH 1,017.50
0.618 978.00
0.500 966.00
0.382 953.75
LOW 914.25
0.618 850.50
1.000 811.00
1.618 747.25
2.618 644.00
4.250 475.50
Fisher Pivots for day following 13-Oct-2008
Pivot 1 day 3 day
R1 1,000.00 987.25
PP 983.00 957.25
S1 966.00 927.50

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

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