E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 14-Nov-2008
Day Change Summary
Previous Current
13-Nov-2008 14-Nov-2008 Change Change % Previous Week
Open 851.50 905.00 53.50 6.3% 937.00
High 911.75 916.00 4.25 0.5% 960.25
Low 810.00 861.75 51.75 6.4% 810.00
Close 906.25 860.00 -46.25 -5.1% 860.00
Range 101.75 54.25 -47.50 -46.7% 150.25
ATR 62.65 62.05 -0.60 -1.0% 0.00
Volume 4,057 9,200 5,143 126.8% 26,078
Daily Pivots for day following 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 1,042.00 1,005.25 889.75
R3 987.75 951.00 875.00
R2 933.50 933.50 870.00
R1 896.75 896.75 865.00 888.00
PP 879.25 879.25 879.25 875.00
S1 842.50 842.50 855.00 833.75
S2 825.00 825.00 850.00
S3 770.75 788.25 845.00
S4 716.50 734.00 830.25
Weekly Pivots for week ending 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 1,327.50 1,244.00 942.75
R3 1,177.25 1,093.75 901.25
R2 1,027.00 1,027.00 887.50
R1 943.50 943.50 873.75 910.00
PP 876.75 876.75 876.75 860.00
S1 793.25 793.25 846.25 760.00
S2 726.50 726.50 832.50
S3 576.25 643.00 818.75
S4 426.00 492.75 777.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 960.25 810.00 150.25 17.5% 63.25 7.4% 33% False False 5,215
10 1,006.50 810.00 196.50 22.8% 53.50 6.2% 25% False False 4,308
20 1,006.50 810.00 196.50 22.8% 60.75 7.1% 25% False False 3,795
40 1,252.00 810.00 442.00 51.4% 65.75 7.7% 11% False False 5,131
60 1,303.75 810.00 493.75 57.4% 53.50 6.2% 10% False False 3,430
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 12.85
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,146.50
2.618 1,058.00
1.618 1,003.75
1.000 970.25
0.618 949.50
HIGH 916.00
0.618 895.25
0.500 889.00
0.382 882.50
LOW 861.75
0.618 828.25
1.000 807.50
1.618 774.00
2.618 719.75
4.250 631.25
Fisher Pivots for day following 14-Nov-2008
Pivot 1 day 3 day
R1 889.00 863.00
PP 879.25 862.00
S1 869.50 861.00

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

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