E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 07-Jan-2009
Day Change Summary
Previous Current
06-Jan-2009 07-Jan-2009 Change Change % Previous Week
Open 927.25 930.25 3.00 0.3% 869.00
High 942.75 931.75 -11.00 -1.2% 932.75
Low 923.50 898.75 -24.75 -2.7% 853.25
Close 930.50 905.25 -25.25 -2.7% 925.50
Range 19.25 33.00 13.75 71.4% 79.50
ATR 33.51 33.47 -0.04 -0.1% 0.00
Volume 1,606,235 1,912,293 306,058 19.1% 2,513,607
Daily Pivots for day following 07-Jan-2009
Classic Woodie Camarilla DeMark
R4 1,011.00 991.00 923.50
R3 978.00 958.00 914.25
R2 945.00 945.00 911.25
R1 925.00 925.00 908.25 918.50
PP 912.00 912.00 912.00 908.50
S1 892.00 892.00 902.25 885.50
S2 879.00 879.00 899.25
S3 846.00 859.00 896.25
S4 813.00 826.00 887.00
Weekly Pivots for week ending 02-Jan-2009
Classic Woodie Camarilla DeMark
R4 1,142.25 1,113.50 969.25
R3 1,062.75 1,034.00 947.25
R2 983.25 983.25 940.00
R1 954.50 954.50 932.75 969.00
PP 903.75 903.75 903.75 911.00
S1 875.00 875.00 918.25 889.50
S2 824.25 824.25 911.00
S3 744.75 795.50 903.75
S4 665.25 716.00 881.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 942.75 886.50 56.25 6.2% 25.50 2.8% 33% False False 1,262,330
10 942.75 853.25 89.50 9.9% 21.00 2.3% 58% False False 954,151
20 942.75 828.75 114.00 12.6% 29.00 3.2% 67% False False 1,312,242
40 960.25 737.25 223.00 24.6% 42.50 4.7% 75% False False 664,228
60 1,066.50 737.25 329.25 36.4% 51.25 5.6% 51% False False 444,215
80 1,281.75 737.25 544.50 60.1% 53.75 5.9% 31% False False 334,359
100 1,303.75 737.25 566.50 62.6% 46.00 5.1% 30% False False 267,489
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 3.83
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,072.00
2.618 1,018.25
1.618 985.25
1.000 964.75
0.618 952.25
HIGH 931.75
0.618 919.25
0.500 915.25
0.382 911.25
LOW 898.75
0.618 878.25
1.000 865.75
1.618 845.25
2.618 812.25
4.250 758.50
Fisher Pivots for day following 07-Jan-2009
Pivot 1 day 3 day
R1 915.25 920.75
PP 912.00 915.50
S1 908.50 910.50

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

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