E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 28-Jan-2009
Day Change Summary
Previous Current
27-Jan-2009 28-Jan-2009 Change Change % Previous Week
Open 833.50 840.25 6.75 0.8% 851.75
High 847.50 876.00 28.50 3.4% 865.75
Low 831.25 837.75 6.50 0.8% 797.50
Close 839.25 871.50 32.25 3.8% 823.50
Range 16.25 38.25 22.00 135.4% 68.25
ATR 33.87 34.18 0.31 0.9% 0.00
Volume 2,254,244 1,925,806 -328,438 -14.6% 11,580,006
Daily Pivots for day following 28-Jan-2009
Classic Woodie Camarilla DeMark
R4 976.50 962.25 892.50
R3 938.25 924.00 882.00
R2 900.00 900.00 878.50
R1 885.75 885.75 875.00 893.00
PP 861.75 861.75 861.75 865.25
S1 847.50 847.50 868.00 854.50
S2 823.50 823.50 864.50
S3 785.25 809.25 861.00
S4 747.00 771.00 850.50
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
5 876.00 799.50 76.50 8.8% 33.25 3.8% 94% True False 2,539,336
10 876.00 797.50 78.50 9.0% 38.25 4.4% 94% True False 2,676,144
20 942.75 797.50 145.25 16.7% 31.00 3.6% 51% False False 2,056,584
40 942.75 797.50 145.25 16.7% 34.50 4.0% 51% False False 1,516,195
60 1,006.50 737.25 269.25 30.9% 40.50 4.7% 50% False False 1,013,229
80 1,161.75 737.25 424.50 48.7% 50.75 5.8% 32% False False 761,399
100 1,285.50 737.25 548.25 62.9% 49.50 5.7% 24% False False 609,542
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 8.73
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,038.50
2.618 976.25
1.618 938.00
1.000 914.25
0.618 899.75
HIGH 876.00
0.618 861.50
0.500 857.00
0.382 852.25
LOW 837.75
0.618 814.00
1.000 799.50
1.618 775.75
2.618 737.50
4.250 675.25
Fisher Pivots for day following 28-Jan-2009
Pivot 1 day 3 day
R1 866.50 862.00
PP 861.75 852.75
S1 857.00 843.50

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

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