E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 29-Jan-2009
Day Change Summary
Previous Current
28-Jan-2009 29-Jan-2009 Change Change % Previous Week
Open 840.25 871.50 31.25 3.7% 851.75
High 876.00 871.75 -4.25 -0.5% 865.75
Low 837.75 840.25 2.50 0.3% 797.50
Close 871.50 842.75 -28.75 -3.3% 823.50
Range 38.25 31.50 -6.75 -17.6% 68.25
ATR 34.18 33.99 -0.19 -0.6% 0.00
Volume 1,925,806 2,305,731 379,925 19.7% 11,580,006
Daily Pivots for day following 29-Jan-2009
Classic Woodie Camarilla DeMark
R4 946.00 926.00 860.00
R3 914.50 894.50 851.50
R2 883.00 883.00 848.50
R1 863.00 863.00 845.75 857.25
PP 851.50 851.50 851.50 848.75
S1 831.50 831.50 839.75 825.75
S2 820.00 820.00 837.00
S3 788.50 800.00 834.00
S4 757.00 768.50 825.50
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 9.1% 32.25 3.8% 57% False False 2,428,584
10 876.00 797.50 78.50 9.3% 37.00 4.4% 58% False False 2,678,317
20 942.75 797.50 145.25 17.2% 31.50 3.7% 31% False False 2,141,138
40 942.75 797.50 145.25 17.2% 33.25 3.9% 31% False False 1,573,820
60 1,006.50 737.25 269.25 31.9% 40.50 4.8% 39% False False 1,051,621
80 1,104.75 737.25 367.50 43.6% 50.50 6.0% 29% False False 790,008
100 1,285.50 737.25 548.25 65.1% 49.50 5.9% 19% False False 632,599
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.13
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,005.50
2.618 954.25
1.618 922.75
1.000 903.25
0.618 891.25
HIGH 871.75
0.618 859.75
0.500 856.00
0.382 852.25
LOW 840.25
0.618 820.75
1.000 808.75
1.618 789.25
2.618 757.75
4.250 706.50
Fisher Pivots for day following 29-Jan-2009
Pivot 1 day 3 day
R1 856.00 853.50
PP 851.50 850.00
S1 847.25 846.50

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

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