E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 14-Oct-2008
Day Change Summary
Previous Current
13-Oct-2008 14-Oct-2008 Change Change % Previous Week
Open 921.75 1,013.75 92.00 10.0% 1,104.75
High 1,017.50 1,066.50 49.00 4.8% 1,104.75
Low 914.25 975.00 60.75 6.6% 837.50
Close 1,017.00 1,002.50 -14.50 -1.4% 890.75
Range 103.25 91.50 -11.75 -11.4% 267.25
ATR 63.85 65.83 1.97 3.1% 0.00
Volume 7,046 3,938 -3,108 -44.1% 36,650
Daily Pivots for day following 14-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,289.25 1,237.25 1,052.75
R3 1,197.75 1,145.75 1,027.75
R2 1,106.25 1,106.25 1,019.25
R1 1,054.25 1,054.25 1,011.00 1,034.50
PP 1,014.75 1,014.75 1,014.75 1,004.75
S1 962.75 962.75 994.00 943.00
S2 923.25 923.25 985.75
S3 831.75 871.25 977.25
S4 740.25 779.75 952.25
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 1,066.50 837.50 229.00 22.8% 96.25 9.6% 72% True False 6,463
10 1,175.00 837.50 337.50 33.7% 80.00 8.0% 49% False False 7,637
20 1,281.75 837.50 444.25 44.3% 67.00 6.7% 37% False False 5,337
40 1,303.75 837.50 466.25 46.5% 43.25 4.3% 35% False False 2,674
Crabel Price Patterns
NR True
NR4 True
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 19.88
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,455.50
2.618 1,306.00
1.618 1,214.50
1.000 1,158.00
0.618 1,123.00
HIGH 1,066.50
0.618 1,031.50
0.500 1,020.75
0.382 1,010.00
LOW 975.00
0.618 918.50
1.000 883.50
1.618 827.00
2.618 735.50
4.250 586.00
Fisher Pivots for day following 14-Oct-2008
Pivot 1 day 3 day
R1 1,020.75 985.75
PP 1,014.75 968.75
S1 1,008.50 952.00

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

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