E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 02-Feb-2009
Day Change Summary
Previous Current
30-Jan-2009 02-Feb-2009 Change Change % Previous Week
Open 843.00 823.75 -19.25 -2.3% 823.50
High 849.00 827.50 -21.50 -2.5% 876.00
Low 817.50 806.25 -11.25 -1.4% 810.75
Close 822.50 821.25 -1.25 -0.2% 822.50
Range 31.50 21.25 -10.25 -32.5% 65.25
ATR 33.81 32.91 -0.90 -2.7% 0.00
Volume 2,044,480 2,467,501 423,021 20.7% 11,126,765
Daily Pivots for day following 02-Feb-2009
Classic Woodie Camarilla DeMark
R4 882.00 873.00 833.00
R3 860.75 851.75 827.00
R2 839.50 839.50 825.25
R1 830.50 830.50 823.25 824.50
PP 818.25 818.25 818.25 815.25
S1 809.25 809.25 819.25 803.00
S2 797.00 797.00 817.25
S3 775.75 788.00 815.50
S4 754.50 766.75 809.50
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
5 876.00 806.25 69.75 8.5% 27.75 3.4% 22% False True 2,199,552
10 876.00 797.50 78.50 9.6% 35.75 4.3% 30% False False 2,517,427
20 942.75 797.50 145.25 17.7% 31.25 3.8% 16% False False 2,281,871
40 942.75 797.50 145.25 17.7% 32.25 3.9% 16% False False 1,685,311
60 1,006.50 737.25 269.25 32.8% 40.25 4.9% 31% False False 1,126,706
80 1,066.50 737.25 329.25 40.1% 49.00 6.0% 26% False False 846,216
100 1,281.75 737.25 544.50 66.3% 49.25 6.0% 15% False False 677,718
120 1,309.75 737.25 572.50 69.7% 43.25 5.3% 15% False False 564,767
Crabel Price Patterns
NR True
NR4 True
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 6.65
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 917.75
2.618 883.25
1.618 862.00
1.000 848.75
0.618 840.75
HIGH 827.50
0.618 819.50
0.500 817.00
0.382 814.25
LOW 806.25
0.618 793.00
1.000 785.00
1.618 771.75
2.618 750.50
4.250 716.00
Fisher Pivots for day following 02-Feb-2009
Pivot 1 day 3 day
R1 819.75 839.00
PP 818.25 833.00
S1 817.00 827.25

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

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