E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 30-Jan-2009
Day Change Summary
Previous Current
29-Jan-2009 30-Jan-2009 Change Change % Previous Week
Open 871.50 843.00 -28.50 -3.3% 823.50
High 871.75 849.00 -22.75 -2.6% 876.00
Low 840.25 817.50 -22.75 -2.7% 810.75
Close 842.75 822.50 -20.25 -2.4% 822.50
Range 31.50 31.50 0.00 0.0% 65.25
ATR 33.99 33.81 -0.18 -0.5% 0.00
Volume 2,305,731 2,044,480 -261,251 -11.3% 11,126,765
Daily Pivots for day following 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 924.25 904.75 839.75
R3 892.75 873.25 831.25
R2 861.25 861.25 828.25
R1 841.75 841.75 825.50 835.75
PP 829.75 829.75 829.75 826.50
S1 810.25 810.25 819.50 804.25
S2 798.25 798.25 816.75
S3 766.75 778.75 813.75
S4 735.25 747.25 805.25
Weekly Pivots for week ending 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 1,032.25 992.50 858.50
R3 967.00 927.25 840.50
R2 901.75 901.75 834.50
R1 862.00 862.00 828.50 849.25
PP 836.50 836.50 836.50 830.00
S1 796.75 796.75 816.50 784.00
S2 771.25 771.25 810.50
S3 706.00 731.50 804.50
S4 640.75 666.25 786.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 876.00 810.75 65.25 7.9% 31.25 3.8% 18% False False 2,225,353
10 876.00 797.50 78.50 9.5% 36.75 4.5% 32% False False 2,607,816
20 942.75 797.50 145.25 17.7% 32.00 3.9% 17% False False 2,204,509
40 942.75 797.50 145.25 17.7% 33.00 4.0% 17% False False 1,624,521
60 1,006.50 737.25 269.25 32.7% 40.50 4.9% 32% False False 1,085,639
80 1,077.75 737.25 340.50 41.4% 49.50 6.0% 25% False False 815,486
100 1,281.75 737.25 544.50 66.2% 49.50 6.0% 16% False False 653,043
Crabel Price Patterns
NR False
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 7.83
Fibonacci Retracements and Extensions
4.250 983.00
2.618 931.50
1.618 900.00
1.000 880.50
0.618 868.50
HIGH 849.00
0.618 837.00
0.500 833.25
0.382 829.50
LOW 817.50
0.618 798.00
1.000 786.00
1.618 766.50
2.618 735.00
4.250 683.50
Fisher Pivots for day following 30-Jan-2009
Pivot 1 day 3 day
R1 833.25 846.75
PP 829.75 838.75
S1 826.00 830.50

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

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