E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 16-Dec-2008
Day Change Summary
Previous Current
15-Dec-2008 16-Dec-2008 Change Change % Previous Week
Open 883.50 872.50 -11.00 -1.2% 871.25
High 893.00 915.00 22.00 2.5% 918.75
Low 856.25 868.50 12.25 1.4% 828.75
Close 872.25 912.75 40.50 4.6% 885.50
Range 36.75 46.50 9.75 26.5% 90.00
ATR 50.59 50.30 -0.29 -0.6% 0.00
Volume 2,877,490 2,246,114 -631,376 -21.9% 2,747,655
Daily Pivots for day following 16-Dec-2008
Classic Woodie Camarilla DeMark
R4 1,038.25 1,022.00 938.25
R3 991.75 975.50 925.50
R2 945.25 945.25 921.25
R1 929.00 929.00 917.00 937.00
PP 898.75 898.75 898.75 902.75
S1 882.50 882.50 908.50 890.50
S2 852.25 852.25 904.25
S3 805.75 836.00 900.00
S4 759.25 789.50 887.25
Weekly Pivots for week ending 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 1,147.75 1,106.50 935.00
R3 1,057.75 1,016.50 910.25
R2 967.75 967.75 902.00
R1 926.50 926.50 893.75 947.00
PP 877.75 877.75 877.75 888.00
S1 836.50 836.50 877.25 857.00
S2 787.75 787.75 869.00
S3 697.75 746.50 860.75
S4 607.75 656.50 836.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 915.00 828.75 86.25 9.4% 40.25 4.4% 97% True False 1,544,311
10 918.75 816.25 102.50 11.2% 43.75 4.8% 94% False False 799,516
20 918.75 737.25 181.50 19.9% 50.25 5.5% 97% False False 405,227
40 1,006.50 737.25 269.25 29.5% 54.75 6.0% 65% False False 204,672
60 1,227.25 737.25 490.00 53.7% 60.50 6.6% 36% False False 138,586
80 1,303.75 737.25 566.50 62.1% 53.00 5.8% 31% False False 103,984
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 11.18
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,112.50
2.618 1,036.75
1.618 990.25
1.000 961.50
0.618 943.75
HIGH 915.00
0.618 897.25
0.500 891.75
0.382 886.25
LOW 868.50
0.618 839.75
1.000 822.00
1.618 793.25
2.618 746.75
4.250 671.00
Fisher Pivots for day following 16-Dec-2008
Pivot 1 day 3 day
R1 905.75 899.00
PP 898.75 885.50
S1 891.75 872.00

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

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