E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 22-Jan-2009
Day Change Summary
Previous Current
21-Jan-2009 22-Jan-2009 Change Change % Previous Week
Open 806.75 837.00 30.25 3.7% 885.00
High 838.50 844.00 5.50 0.7% 885.50
Low 800.50 807.50 7.00 0.9% 812.75
Close 836.75 825.50 -11.25 -1.3% 848.50
Range 38.00 36.50 -1.50 -3.9% 72.75
ATR 34.66 34.79 0.13 0.4% 0.00
Volume 2,841,680 2,859,490 17,810 0.6% 12,112,172
Daily Pivots for day following 22-Jan-2009
Classic Woodie Camarilla DeMark
R4 935.25 916.75 845.50
R3 898.75 880.25 835.50
R2 862.25 862.25 832.25
R1 843.75 843.75 828.75 834.75
PP 825.75 825.75 825.75 821.00
S1 807.25 807.25 822.25 798.25
S2 789.25 789.25 818.75
S3 752.75 770.75 815.50
S4 716.25 734.25 805.50
Weekly Pivots for week ending 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 1,067.25 1,030.50 888.50
R3 994.50 957.75 868.50
R2 921.75 921.75 861.75
R1 885.00 885.00 855.25 867.00
PP 849.00 849.00 849.00 840.00
S1 812.25 812.25 841.75 794.25
S2 776.25 776.25 835.25
S3 703.50 739.50 828.50
S4 630.75 666.75 808.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 865.75 797.50 68.25 8.3% 42.00 5.1% 41% False False 2,928,050
10 914.75 797.50 117.25 14.2% 34.25 4.2% 24% False False 2,436,819
20 942.75 797.50 145.25 17.6% 27.75 3.4% 19% False False 1,695,485
40 942.75 781.50 161.25 19.5% 36.25 4.4% 27% False False 1,271,611
60 1,006.50 737.25 269.25 32.6% 43.00 5.2% 33% False False 849,440
80 1,222.50 737.25 485.25 58.8% 52.25 6.3% 18% False False 638,763
100 1,303.75 737.25 566.50 68.6% 48.75 5.9% 16% False False 511,170
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 7.48
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 999.00
2.618 939.50
1.618 903.00
1.000 880.50
0.618 866.50
HIGH 844.00
0.618 830.00
0.500 825.75
0.382 821.50
LOW 807.50
0.618 785.00
1.000 771.00
1.618 748.50
2.618 712.00
4.250 652.50
Fisher Pivots for day following 22-Jan-2009
Pivot 1 day 3 day
R1 825.75 831.50
PP 825.75 829.50
S1 825.50 827.50

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

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