E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 05-Feb-2009
Day Change Summary
Previous Current
04-Feb-2009 05-Feb-2009 Change Change % Previous Week
Open 831.75 830.50 -1.25 -0.2% 823.50
High 849.50 849.00 -0.50 -0.1% 876.00
Low 826.00 816.75 -9.25 -1.1% 810.75
Close 829.75 840.50 10.75 1.3% 822.50
Range 23.50 32.25 8.75 37.2% 65.25
ATR 31.63 31.68 0.04 0.1% 0.00
Volume 2,093,215 2,212,942 119,727 5.7% 11,126,765
Daily Pivots for day following 05-Feb-2009
Classic Woodie Camarilla DeMark
R4 932.25 918.50 858.25
R3 900.00 886.25 849.25
R2 867.75 867.75 846.50
R1 854.00 854.00 843.50 861.00
PP 835.50 835.50 835.50 838.75
S1 821.75 821.75 837.50 828.50
S2 803.25 803.25 834.50
S3 771.00 789.50 831.75
S4 738.75 757.25 822.75
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
5 849.50 806.25 43.25 5.1% 26.50 3.1% 79% False False 2,157,843
10 876.00 799.50 76.50 9.1% 29.25 3.5% 54% False False 2,293,213
20 914.75 797.50 117.25 14.0% 31.75 3.8% 37% False False 2,365,016
40 942.75 797.50 145.25 17.3% 30.50 3.6% 30% False False 1,838,629
60 960.25 737.25 223.00 26.5% 39.00 4.6% 46% False False 1,231,157
80 1,066.50 737.25 329.25 39.2% 46.25 5.5% 31% False False 924,415
100 1,281.75 737.25 544.50 64.8% 49.50 5.9% 19% False False 740,490
120 1,303.75 737.25 566.50 67.4% 43.75 5.2% 18% False False 617,076
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.45
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 986.00
2.618 933.50
1.618 901.25
1.000 881.25
0.618 869.00
HIGH 849.00
0.618 836.75
0.500 833.00
0.382 829.00
LOW 816.75
0.618 796.75
1.000 784.50
1.618 764.50
2.618 732.25
4.250 679.75
Fisher Pivots for day following 05-Feb-2009
Pivot 1 day 3 day
R1 838.00 838.00
PP 835.50 835.25
S1 833.00 832.75

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

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