E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 09-Jan-2009
Day Change Summary
Previous Current
08-Jan-2009 09-Jan-2009 Change Change % Previous Week
Open 905.00 906.75 1.75 0.2% 924.75
High 907.75 914.75 7.00 0.8% 942.75
Low 891.50 882.75 -8.75 -1.0% 882.75
Close 906.75 885.50 -21.25 -2.3% 885.50
Range 16.25 32.00 15.75 96.9% 60.00
ATR 32.24 32.22 -0.02 -0.1% 0.00
Volume 1,961,214 1,775,436 -185,778 -9.5% 8,350,991
Daily Pivots for day following 09-Jan-2009
Classic Woodie Camarilla DeMark
R4 990.25 970.00 903.00
R3 958.25 938.00 894.25
R2 926.25 926.25 891.25
R1 906.00 906.00 888.50 900.00
PP 894.25 894.25 894.25 891.50
S1 874.00 874.00 882.50 868.00
S2 862.25 862.25 879.75
S3 830.25 842.00 876.75
S4 798.25 810.00 868.00
Weekly Pivots for week ending 09-Jan-2009
Classic Woodie Camarilla DeMark
R4 1,083.75 1,044.50 918.50
R3 1,023.75 984.50 902.00
R2 963.75 963.75 896.50
R1 924.50 924.50 891.00 914.00
PP 903.75 903.75 903.75 898.50
S1 864.50 864.50 880.00 854.00
S2 843.75 843.75 874.50
S3 783.75 804.50 869.00
S4 723.75 744.50 852.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 942.75 882.75 60.00 6.8% 23.75 2.7% 5% False True 1,670,198
10 942.75 853.25 89.50 10.1% 22.50 2.5% 36% False False 1,110,369
20 942.75 828.75 114.00 12.9% 28.50 3.2% 50% False False 1,485,916
40 942.75 737.25 205.50 23.2% 41.25 4.7% 72% False False 757,449
60 1,007.75 737.25 270.50 30.5% 48.75 5.5% 55% False False 506,309
80 1,281.75 737.25 544.50 61.5% 53.25 6.0% 27% False False 381,066
100 1,303.75 737.25 566.50 64.0% 46.50 5.3% 26% False False 304,855
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.90
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,050.75
2.618 998.50
1.618 966.50
1.000 946.75
0.618 934.50
HIGH 914.75
0.618 902.50
0.500 898.75
0.382 895.00
LOW 882.75
0.618 863.00
1.000 850.75
1.618 831.00
2.618 799.00
4.250 746.75
Fisher Pivots for day following 09-Jan-2009
Pivot 1 day 3 day
R1 898.75 907.25
PP 894.25 900.00
S1 890.00 892.75

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

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