E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 12-Jan-2009
Day Change Summary
Previous Current
09-Jan-2009 12-Jan-2009 Change Change % Previous Week
Open 906.75 885.00 -21.75 -2.4% 924.75
High 914.75 885.50 -29.25 -3.2% 942.75
Low 882.75 860.25 -22.50 -2.5% 882.75
Close 885.50 868.00 -17.50 -2.0% 885.50
Range 32.00 25.25 -6.75 -21.1% 60.00
ATR 32.22 31.72 -0.50 -1.5% 0.00
Volume 1,775,436 2,052,723 277,287 15.6% 8,350,991
Daily Pivots for day following 12-Jan-2009
Classic Woodie Camarilla DeMark
R4 947.00 932.75 882.00
R3 921.75 907.50 875.00
R2 896.50 896.50 872.75
R1 882.25 882.25 870.25 876.75
PP 871.25 871.25 871.25 868.50
S1 857.00 857.00 865.75 851.50
S2 846.00 846.00 863.25
S3 820.75 831.75 861.00
S4 795.50 806.50 854.00
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
5 942.75 860.25 82.50 9.5% 25.25 2.9% 9% False True 1,861,580
10 942.75 853.25 89.50 10.3% 24.25 2.8% 16% False False 1,291,732
20 942.75 828.75 114.00 13.1% 28.00 3.2% 34% False False 1,569,869
40 942.75 737.25 205.50 23.7% 40.25 4.6% 64% False False 808,642
60 1,006.50 737.25 269.25 31.0% 47.25 5.4% 49% False False 540,422
80 1,281.75 737.25 544.50 62.7% 52.75 6.1% 24% False False 406,723
100 1,303.75 737.25 566.50 65.3% 46.75 5.4% 23% False False 325,382
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 3.58
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 992.75
2.618 951.50
1.618 926.25
1.000 910.75
0.618 901.00
HIGH 885.50
0.618 875.75
0.500 873.00
0.382 870.00
LOW 860.25
0.618 844.75
1.000 835.00
1.618 819.50
2.618 794.25
4.250 753.00
Fisher Pivots for day following 12-Jan-2009
Pivot 1 day 3 day
R1 873.00 887.50
PP 871.25 881.00
S1 869.50 874.50

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

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