E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 08-Jan-2009
Day Change Summary
Previous Current
07-Jan-2009 08-Jan-2009 Change Change % Previous Week
Open 930.25 905.00 -25.25 -2.7% 869.00
High 931.75 907.75 -24.00 -2.6% 932.75
Low 898.75 891.50 -7.25 -0.8% 853.25
Close 905.25 906.75 1.50 0.2% 925.50
Range 33.00 16.25 -16.75 -50.8% 79.50
ATR 33.47 32.24 -1.23 -3.7% 0.00
Volume 1,912,293 1,961,214 48,921 2.6% 2,513,607
Daily Pivots for day following 08-Jan-2009
Classic Woodie Camarilla DeMark
R4 950.75 945.00 915.75
R3 934.50 928.75 911.25
R2 918.25 918.25 909.75
R1 912.50 912.50 908.25 915.50
PP 902.00 902.00 902.00 903.50
S1 896.25 896.25 905.25 899.00
S2 885.75 885.75 903.75
S3 869.50 880.00 902.25
S4 853.25 863.75 897.75
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
5 942.75 891.50 51.25 5.7% 24.50 2.7% 30% False True 1,499,163
10 942.75 853.25 89.50 9.9% 20.50 2.2% 60% False False 1,032,414
20 942.75 828.75 114.00 12.6% 28.25 3.1% 68% False False 1,405,643
40 942.75 737.25 205.50 22.7% 41.50 4.6% 82% False False 713,130
60 1,066.50 737.25 329.25 36.3% 49.75 5.5% 51% False False 476,784
80 1,281.75 737.25 544.50 60.0% 53.50 5.9% 31% False False 358,874
100 1,303.75 737.25 566.50 62.5% 46.25 5.1% 30% False False 287,101
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 3.43
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 976.75
2.618 950.25
1.618 934.00
1.000 924.00
0.618 917.75
HIGH 907.75
0.618 901.50
0.500 899.50
0.382 897.75
LOW 891.50
0.618 881.50
1.000 875.25
1.618 865.25
2.618 849.00
4.250 822.50
Fisher Pivots for day following 08-Jan-2009
Pivot 1 day 3 day
R1 904.50 917.00
PP 902.00 913.75
S1 899.50 910.25

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

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