E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 22-Dec-2008
Day Change Summary
Previous Current
19-Dec-2008 22-Dec-2008 Change Change % Previous Week
Open 891.00 884.25 -6.75 -0.8% 883.50
High 903.50 891.50 -12.00 -1.3% 918.25
Low 876.50 852.75 -23.75 -2.7% 856.25
Close 881.25 871.25 -10.00 -1.1% 881.25
Range 27.00 38.75 11.75 43.5% 62.00
ATR 46.66 46.10 -0.57 -1.2% 0.00
Volume 2,087,835 1,844,441 -243,394 -11.7% 12,167,750
Daily Pivots for day following 22-Dec-2008
Classic Woodie Camarilla DeMark
R4 988.00 968.50 892.50
R3 949.25 929.75 882.00
R2 910.50 910.50 878.25
R1 891.00 891.00 874.75 881.50
PP 871.75 871.75 871.75 867.00
S1 852.25 852.25 867.75 842.50
S2 833.00 833.00 864.25
S3 794.25 813.50 860.50
S4 755.50 774.75 850.00
Weekly Pivots for week ending 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 1,071.25 1,038.25 915.25
R3 1,009.25 976.25 898.25
R2 947.25 947.25 892.50
R1 914.25 914.25 887.00 899.75
PP 885.25 885.25 885.25 878.00
S1 852.25 852.25 875.50 837.75
S2 823.25 823.25 870.00
S3 761.25 790.25 864.25
S4 699.25 728.25 847.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 918.25 852.75 65.50 7.5% 36.25 4.2% 28% False True 2,226,940
10 918.25 828.75 89.50 10.3% 36.75 4.2% 47% False False 1,670,334
20 918.75 781.50 137.25 15.8% 45.00 5.2% 65% False False 847,738
40 1,006.50 737.25 269.25 30.9% 50.75 5.8% 50% False False 426,418
60 1,222.50 737.25 485.25 55.7% 60.50 6.9% 28% False False 286,522
80 1,303.75 737.25 566.50 65.0% 54.25 6.2% 24% False False 215,091
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 7.95
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,056.25
2.618 993.00
1.618 954.25
1.000 930.25
0.618 915.50
HIGH 891.50
0.618 876.75
0.500 872.00
0.382 867.50
LOW 852.75
0.618 828.75
1.000 814.00
1.618 790.00
2.618 751.25
4.250 688.00
Fisher Pivots for day following 22-Dec-2008
Pivot 1 day 3 day
R1 872.00 882.00
PP 871.75 878.50
S1 871.50 875.00

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

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