E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 27-Jan-2009
Day Change Summary
Previous Current
26-Jan-2009 27-Jan-2009 Change Change % Previous Week
Open 823.50 833.50 10.00 1.2% 851.75
High 849.50 847.50 -2.00 -0.2% 865.75
Low 810.75 831.25 20.50 2.5% 797.50
Close 830.75 839.25 8.50 1.0% 823.50
Range 38.75 16.25 -22.50 -58.1% 68.25
ATR 35.19 33.87 -1.32 -3.7% 0.00
Volume 2,596,504 2,254,244 -342,260 -13.2% 11,580,006
Daily Pivots for day following 27-Jan-2009
Classic Woodie Camarilla DeMark
R4 888.00 880.00 848.25
R3 871.75 863.75 843.75
R2 855.50 855.50 842.25
R1 847.50 847.50 840.75 851.50
PP 839.25 839.25 839.25 841.50
S1 831.25 831.25 837.75 835.25
S2 823.00 823.00 836.25
S3 806.75 815.00 834.75
S4 790.50 798.75 830.25
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
5 849.50 799.50 50.00 6.0% 33.25 4.0% 80% False False 2,722,511
10 875.00 797.50 77.50 9.2% 36.00 4.3% 54% False False 2,649,020
20 942.75 797.50 145.25 17.3% 30.25 3.6% 29% False False 1,970,376
40 942.75 797.50 145.25 17.3% 34.00 4.1% 29% False False 1,468,212
60 1,006.50 737.25 269.25 32.1% 40.50 4.8% 38% False False 981,161
80 1,175.00 737.25 437.75 52.2% 51.00 6.1% 23% False False 737,380
100 1,285.50 737.25 548.25 65.3% 49.25 5.9% 19% False False 590,284
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.03
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 916.50
2.618 890.00
1.618 873.75
1.000 863.75
0.618 857.50
HIGH 847.50
0.618 841.25
0.500 839.50
0.382 837.50
LOW 831.25
0.618 821.25
1.000 815.00
1.618 805.00
2.618 788.75
4.250 762.25
Fisher Pivots for day following 27-Jan-2009
Pivot 1 day 3 day
R1 839.50 834.25
PP 839.25 829.50
S1 839.25 824.50

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

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