E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 26-Jan-2009
Day Change Summary
Previous Current
23-Jan-2009 26-Jan-2009 Change Change % Previous Week
Open 824.25 823.50 -0.75 -0.1% 851.75
High 836.00 849.50 13.50 1.6% 865.75
Low 799.50 810.75 11.25 1.4% 797.50
Close 823.50 830.75 7.25 0.9% 823.50
Range 36.50 38.75 2.25 6.2% 68.25
ATR 34.91 35.19 0.27 0.8% 0.00
Volume 3,060,637 2,596,504 -464,133 -15.2% 11,580,006
Daily Pivots for day following 26-Jan-2009
Classic Woodie Camarilla DeMark
R4 946.50 927.50 852.00
R3 907.75 888.75 841.50
R2 869.00 869.00 837.75
R1 850.00 850.00 834.25 859.50
PP 830.25 830.25 830.25 835.00
S1 811.25 811.25 827.25 820.75
S2 791.50 791.50 823.75
S3 752.75 772.50 820.00
S4 714.00 733.75 809.50
Weekly Pivots for week ending 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 1,033.75 996.75 861.00
R3 965.50 928.50 842.25
R2 897.25 897.25 836.00
R1 860.25 860.25 829.75 844.50
PP 829.00 829.00 829.00 821.00
S1 792.00 792.00 817.25 776.50
S2 760.75 760.75 811.00
S3 692.50 723.75 804.75
S4 624.25 655.50 786.00
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 8.2% 43.50 5.2% 49% False False 2,835,302
10 885.50 797.50 88.00 10.6% 37.00 4.5% 38% False False 2,628,868
20 942.75 797.50 145.25 17.5% 29.75 3.6% 23% False False 1,869,618
40 942.75 797.50 145.25 17.5% 35.00 4.2% 23% False False 1,412,171
60 1,006.50 737.25 269.25 32.4% 41.25 5.0% 35% False False 943,661
80 1,175.00 737.25 437.75 52.7% 51.25 6.2% 21% False False 709,295
100 1,285.50 737.25 548.25 66.0% 49.25 5.9% 17% False False 567,741
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 8.85
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,014.25
2.618 951.00
1.618 912.25
1.000 888.25
0.618 873.50
HIGH 849.50
0.618 834.75
0.500 830.00
0.382 825.50
LOW 810.75
0.618 786.75
1.000 772.00
1.618 748.00
2.618 709.25
4.250 646.00
Fisher Pivots for day following 26-Jan-2009
Pivot 1 day 3 day
R1 830.50 828.75
PP 830.25 826.50
S1 830.00 824.50

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

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