E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 07-Nov-2008
Day Change Summary
Previous Current
06-Nov-2008 07-Nov-2008 Change Change % Previous Week
Open 948.50 908.75 -39.75 -4.2% 962.75
High 955.75 935.25 -20.50 -2.1% 1,006.50
Low 896.00 900.00 4.00 0.4% 896.00
Close 902.75 934.50 31.75 3.5% 934.50
Range 59.75 35.25 -24.50 -41.0% 110.50
ATR 63.15 61.15 -1.99 -3.2% 0.00
Volume 1,716 4,717 3,001 174.9% 17,006
Daily Pivots for day following 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 1,029.00 1,017.00 954.00
R3 993.75 981.75 944.25
R2 958.50 958.50 941.00
R1 946.50 946.50 937.75 952.50
PP 923.25 923.25 923.25 926.25
S1 911.25 911.25 931.25 917.25
S2 888.00 888.00 928.00
S3 852.75 876.00 924.75
S4 817.50 840.75 915.00
Weekly Pivots for week ending 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 1,277.25 1,216.25 995.25
R3 1,166.75 1,105.75 965.00
R2 1,056.25 1,056.25 954.75
R1 995.25 995.25 944.75 970.50
PP 945.75 945.75 945.75 933.25
S1 884.75 884.75 924.25 860.00
S2 835.25 835.25 914.25
S3 724.75 774.25 904.00
S4 614.25 663.75 873.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,006.50 896.00 110.50 11.8% 43.75 4.7% 35% False False 3,401
10 1,006.50 824.75 181.75 19.4% 54.00 5.8% 60% False False 2,909
20 1,066.50 824.75 241.75 25.9% 68.25 7.3% 45% False False 4,187
40 1,281.75 824.75 457.00 48.9% 65.00 7.0% 24% False False 4,489
60 1,303.75 824.75 479.00 51.3% 48.50 5.2% 23% False False 2,995
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.65
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,085.00
2.618 1,027.50
1.618 992.25
1.000 970.50
0.618 957.00
HIGH 935.25
0.618 921.75
0.500 917.50
0.382 913.50
LOW 900.00
0.618 878.25
1.000 864.75
1.618 843.00
2.618 807.75
4.250 750.25
Fisher Pivots for day following 07-Nov-2008
Pivot 1 day 3 day
R1 929.00 951.25
PP 923.25 945.75
S1 917.50 940.00

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

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