E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 03-Feb-2009
Day Change Summary
Previous Current
02-Feb-2009 03-Feb-2009 Change Change % Previous Week
Open 823.75 821.75 -2.00 -0.2% 823.50
High 827.50 839.75 12.25 1.5% 876.00
Low 806.25 816.00 9.75 1.2% 810.75
Close 821.25 831.50 10.25 1.2% 822.50
Range 21.25 23.75 2.50 11.8% 65.25
ATR 32.91 32.26 -0.65 -2.0% 0.00
Volume 2,467,501 1,971,077 -496,424 -20.1% 11,126,765
Daily Pivots for day following 03-Feb-2009
Classic Woodie Camarilla DeMark
R4 900.25 889.75 844.50
R3 876.50 866.00 838.00
R2 852.75 852.75 835.75
R1 842.25 842.25 833.75 847.50
PP 829.00 829.00 829.00 831.75
S1 818.50 818.50 829.25 823.75
S2 805.25 805.25 827.25
S3 781.50 794.75 825.00
S4 757.75 771.00 818.50
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 8.4% 29.25 3.5% 36% False False 2,142,919
10 876.00 799.50 76.50 9.2% 31.25 3.8% 42% False False 2,432,715
20 942.75 797.50 145.25 17.5% 31.75 3.8% 23% False False 2,325,634
40 942.75 797.50 145.25 17.5% 31.75 3.8% 23% False False 1,733,623
60 960.25 737.25 223.00 26.8% 39.50 4.8% 42% False False 1,159,495
80 1,066.50 737.25 329.25 39.6% 48.25 5.8% 29% False False 870,747
100 1,281.75 737.25 544.50 65.5% 49.50 5.9% 17% False False 697,429
120 1,303.75 737.25 566.50 68.1% 43.25 5.2% 17% False False 581,192
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.83
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 940.75
2.618 902.00
1.618 878.25
1.000 863.50
0.618 854.50
HIGH 839.75
0.618 830.75
0.500 828.00
0.382 825.00
LOW 816.00
0.618 801.25
1.000 792.25
1.618 777.50
2.618 753.75
4.250 715.00
Fisher Pivots for day following 03-Feb-2009
Pivot 1 day 3 day
R1 830.25 830.25
PP 829.00 829.00
S1 828.00 827.50

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

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