E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 13-Jan-2009
Day Change Summary
Previous Current
12-Jan-2009 13-Jan-2009 Change Change % Previous Week
Open 885.00 868.50 -16.50 -1.9% 924.75
High 885.50 874.00 -11.50 -1.3% 942.75
Low 860.25 857.00 -3.25 -0.4% 882.75
Close 868.00 868.50 0.50 0.1% 885.50
Range 25.25 17.00 -8.25 -32.7% 60.00
ATR 31.72 30.67 -1.05 -3.3% 0.00
Volume 2,052,723 1,654,564 -398,159 -19.4% 8,350,991
Daily Pivots for day following 13-Jan-2009
Classic Woodie Camarilla DeMark
R4 917.50 910.00 877.75
R3 900.50 893.00 873.25
R2 883.50 883.50 871.50
R1 876.00 876.00 870.00 877.00
PP 866.50 866.50 866.50 867.00
S1 859.00 859.00 867.00 860.00
S2 849.50 849.50 865.50
S3 832.50 842.00 863.75
S4 815.50 825.00 859.25
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
5 931.75 857.00 74.75 8.6% 24.75 2.8% 15% False True 1,871,246
10 942.75 857.00 85.75 9.9% 23.75 2.7% 13% False True 1,437,023
20 942.75 852.75 90.00 10.4% 26.00 3.0% 18% False False 1,549,882
40 942.75 737.25 205.50 23.7% 38.25 4.4% 64% False False 849,905
60 1,006.50 737.25 269.25 31.0% 46.25 5.3% 49% False False 567,852
80 1,281.75 737.25 544.50 62.7% 52.00 6.0% 24% False False 427,405
100 1,303.75 737.25 566.50 65.2% 47.00 5.4% 23% False False 341,928
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 3.68
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 946.25
2.618 918.50
1.618 901.50
1.000 891.00
0.618 884.50
HIGH 874.00
0.618 867.50
0.500 865.50
0.382 863.50
LOW 857.00
0.618 846.50
1.000 840.00
1.618 829.50
2.618 812.50
4.250 784.75
Fisher Pivots for day following 13-Jan-2009
Pivot 1 day 3 day
R1 867.50 886.00
PP 866.50 880.00
S1 865.50 874.25

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.