E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 11-Nov-2008
Day Change Summary
Previous Current
10-Nov-2008 11-Nov-2008 Change Change % Previous Week
Open 937.00 916.25 -20.75 -2.2% 962.75
High 960.25 924.50 -35.75 -3.7% 1,006.50
Low 904.25 881.25 -23.00 -2.5% 896.00
Close 919.75 891.00 -28.75 -3.1% 934.50
Range 56.00 43.25 -12.75 -22.8% 110.50
ATR 60.79 59.53 -1.25 -2.1% 0.00
Volume 5,162 2,667 -2,495 -48.3% 17,006
Daily Pivots for day following 11-Nov-2008
Classic Woodie Camarilla DeMark
R4 1,028.75 1,003.00 914.75
R3 985.50 959.75 903.00
R2 942.25 942.25 899.00
R1 916.50 916.50 895.00 907.75
PP 899.00 899.00 899.00 894.50
S1 873.25 873.25 887.00 864.50
S2 855.75 855.75 883.00
S3 812.50 830.00 879.00
S4 769.25 786.75 867.25
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 1,006.50 881.25 125.25 14.1% 51.00 5.7% 8% False True 3,591
10 1,006.50 881.25 125.25 14.1% 45.75 5.1% 8% False True 3,304
20 1,007.75 824.75 183.00 20.5% 63.50 7.1% 36% False False 4,030
40 1,281.75 824.75 457.00 51.3% 65.25 7.3% 14% False False 4,683
60 1,303.75 824.75 479.00 53.8% 50.00 5.6% 14% False False 3,126
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 11.03
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,108.25
2.618 1,037.75
1.618 994.50
1.000 967.75
0.618 951.25
HIGH 924.50
0.618 908.00
0.500 903.00
0.382 897.75
LOW 881.25
0.618 854.50
1.000 838.00
1.618 811.25
2.618 768.00
4.250 697.50
Fisher Pivots for day following 11-Nov-2008
Pivot 1 day 3 day
R1 903.00 920.75
PP 899.00 910.75
S1 895.00 901.00

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

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