E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 24-Oct-2008
Day Change Summary
Previous Current
23-Oct-2008 24-Oct-2008 Change Change % Previous Week
Open 904.00 922.25 18.25 2.0% 937.50
High 922.00 922.25 0.25 0.0% 992.00
Low 855.50 830.00 -25.50 -3.0% 830.00
Close 914.50 865.00 -49.50 -5.4% 865.00
Range 66.50 92.25 25.75 38.7% 162.00
ATR 69.85 71.45 1.60 2.3% 0.00
Volume 6,782 6,752 -30 -0.4% 20,737
Daily Pivots for day following 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,149.25 1,099.25 915.75
R3 1,057.00 1,007.00 890.25
R2 964.75 964.75 882.00
R1 914.75 914.75 873.50 893.50
PP 872.50 872.50 872.50 861.75
S1 822.50 822.50 856.50 801.50
S2 780.25 780.25 848.00
S3 688.00 730.25 839.75
S4 595.75 638.00 814.25
Weekly Pivots for week ending 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,381.75 1,285.25 954.00
R3 1,219.75 1,123.25 909.50
R2 1,057.75 1,057.75 894.75
R1 961.25 961.25 879.75 928.50
PP 895.75 895.75 895.75 879.25
S1 799.25 799.25 850.25 766.50
S2 733.75 733.75 835.25
S3 571.75 637.25 820.50
S4 409.75 475.25 776.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 992.00 830.00 162.00 18.7% 72.00 8.3% 22% False True 4,147
10 1,066.50 830.00 236.50 27.3% 82.75 9.6% 15% False True 5,466
20 1,222.50 830.00 392.50 45.4% 80.00 9.2% 9% False True 6,732
40 1,303.75 830.00 473.75 54.8% 57.50 6.7% 7% False True 3,765
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 15.28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,314.25
2.618 1,163.75
1.618 1,071.50
1.000 1,014.50
0.618 979.25
HIGH 922.25
0.618 887.00
0.500 876.00
0.382 865.25
LOW 830.00
0.618 773.00
1.000 737.75
1.618 680.75
2.618 588.50
4.250 438.00
Fisher Pivots for day following 24-Oct-2008
Pivot 1 day 3 day
R1 876.00 899.00
PP 872.50 887.50
S1 868.75 876.25

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.