E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 06-Feb-2009
Day Change Summary
Previous Current
05-Feb-2009 06-Feb-2009 Change Change % Previous Week
Open 830.50 841.25 10.75 1.3% 823.75
High 849.00 869.25 20.25 2.4% 869.25
Low 816.75 836.75 20.00 2.4% 806.25
Close 840.50 867.75 27.25 3.2% 867.75
Range 32.25 32.50 0.25 0.8% 63.00
ATR 31.68 31.74 0.06 0.2% 0.00
Volume 2,212,942 2,616,179 403,237 18.2% 11,360,914
Daily Pivots for day following 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 955.50 944.00 885.50
R3 923.00 911.50 876.75
R2 890.50 890.50 873.75
R1 879.00 879.00 870.75 884.75
PP 858.00 858.00 858.00 860.75
S1 846.50 846.50 864.75 852.25
S2 825.50 825.50 861.75
S3 793.00 814.00 858.75
S4 760.50 781.50 850.00
Weekly Pivots for week ending 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 1,036.75 1,015.25 902.50
R3 973.75 952.25 885.00
R2 910.75 910.75 879.25
R1 889.25 889.25 873.50 900.00
PP 847.75 847.75 847.75 853.00
S1 826.25 826.25 862.00 837.00
S2 784.75 784.75 856.25
S3 721.75 763.25 850.50
S4 658.75 700.25 833.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 869.25 806.25 63.00 7.3% 26.75 3.1% 98% True False 2,272,182
10 876.00 806.25 69.75 8.0% 29.00 3.3% 88% False False 2,248,767
20 914.75 797.50 117.25 13.5% 32.75 3.8% 60% False False 2,397,764
40 942.75 797.50 145.25 16.7% 30.50 3.5% 48% False False 1,901,704
60 942.75 737.25 205.50 23.7% 38.50 4.4% 64% False False 1,274,674
80 1,066.50 737.25 329.25 37.9% 45.50 5.2% 40% False False 957,029
100 1,281.75 737.25 544.50 62.7% 49.25 5.7% 24% False False 766,652
120 1,303.75 737.25 566.50 65.3% 44.00 5.1% 23% False False 638,878
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.73
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,007.50
2.618 954.25
1.618 921.75
1.000 901.75
0.618 889.25
HIGH 869.25
0.618 856.75
0.500 853.00
0.382 849.25
LOW 836.75
0.618 816.75
1.000 804.25
1.618 784.25
2.618 751.75
4.250 698.50
Fisher Pivots for day following 06-Feb-2009
Pivot 1 day 3 day
R1 862.75 859.50
PP 858.00 851.25
S1 853.00 843.00

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

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