E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 04-Nov-2008
Day Change Summary
Previous Current
03-Nov-2008 04-Nov-2008 Change Change % Previous Week
Open 962.75 968.00 5.25 0.5% 860.00
High 978.00 1,005.00 27.00 2.8% 980.75
Low 956.25 963.25 7.00 0.7% 824.75
Close 968.25 1,002.00 33.75 3.5% 966.25
Range 21.75 41.75 20.00 92.0% 156.00
ATR 65.25 63.57 -1.68 -2.6% 0.00
Volume 3,387 3,493 106 3.1% 12,088
Daily Pivots for day following 04-Nov-2008
Classic Woodie Camarilla DeMark
R4 1,115.25 1,100.50 1,025.00
R3 1,073.50 1,058.75 1,013.50
R2 1,031.75 1,031.75 1,009.75
R1 1,017.00 1,017.00 1,005.75 1,024.50
PP 990.00 990.00 990.00 993.75
S1 975.25 975.25 998.25 982.50
S2 948.25 948.25 994.25
S3 906.50 933.50 990.50
S4 864.75 891.75 979.00
Weekly Pivots for week ending 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,392.00 1,335.00 1,052.00
R3 1,236.00 1,179.00 1,009.25
R2 1,080.00 1,080.00 994.75
R1 1,023.00 1,023.00 980.50 1,051.50
PP 924.00 924.00 924.00 938.00
S1 867.00 867.00 952.00 895.50
S2 768.00 768.00 937.75
S3 612.00 711.00 923.25
S4 456.00 555.00 880.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,005.00 912.50 92.50 9.2% 40.50 4.0% 97% True False 3,018
10 1,005.00 824.75 180.25 18.0% 64.00 6.4% 98% True False 3,518
20 1,066.50 824.75 241.75 24.1% 75.00 7.5% 73% False False 4,748
40 1,281.75 824.75 457.00 45.6% 63.00 6.3% 39% False False 4,237
60 1,309.75 824.75 485.00 48.4% 46.25 4.6% 37% False False 2,829
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 12.25
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,182.50
2.618 1,114.25
1.618 1,072.50
1.000 1,046.75
0.618 1,030.75
HIGH 1,005.00
0.618 989.00
0.500 984.00
0.382 979.25
LOW 963.25
0.618 937.50
1.000 921.50
1.618 895.75
2.618 854.00
4.250 785.75
Fisher Pivots for day following 04-Nov-2008
Pivot 1 day 3 day
R1 996.00 992.00
PP 990.00 982.25
S1 984.00 972.50

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

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