E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 09-Feb-2009
Day Change Summary
Previous Current
06-Feb-2009 09-Feb-2009 Change Change % Previous Week
Open 841.25 868.00 26.75 3.2% 823.75
High 869.25 873.00 3.75 0.4% 869.25
Low 836.75 852.75 16.00 1.9% 806.25
Close 867.75 865.00 -2.75 -0.3% 867.75
Range 32.50 20.25 -12.25 -37.7% 63.00
ATR 31.74 30.92 -0.82 -2.6% 0.00
Volume 2,616,179 2,419,130 -197,049 -7.5% 11,360,914
Daily Pivots for day following 09-Feb-2009
Classic Woodie Camarilla DeMark
R4 924.25 915.00 876.25
R3 904.00 894.75 870.50
R2 883.75 883.75 868.75
R1 874.50 874.50 866.75 869.00
PP 863.50 863.50 863.50 861.00
S1 854.25 854.25 863.25 848.75
S2 843.25 843.25 861.25
S3 823.00 834.00 859.50
S4 802.75 813.75 853.75
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
5 873.00 816.00 57.00 6.6% 26.50 3.1% 86% True False 2,262,508
10 876.00 806.25 69.75 8.1% 27.00 3.1% 84% False False 2,231,030
20 885.50 797.50 88.00 10.2% 32.00 3.7% 77% False False 2,429,949
40 942.75 797.50 145.25 16.8% 30.25 3.5% 46% False False 1,957,932
60 942.75 737.25 205.50 23.8% 38.25 4.4% 62% False False 1,314,949
80 1,007.75 737.25 270.50 31.3% 44.50 5.1% 47% False False 987,219
100 1,281.75 737.25 544.50 62.9% 49.00 5.7% 23% False False 790,843
120 1,303.75 737.25 566.50 65.5% 44.25 5.1% 23% False False 659,037
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 4.95
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 959.00
2.618 926.00
1.618 905.75
1.000 893.25
0.618 885.50
HIGH 873.00
0.618 865.25
0.500 863.00
0.382 860.50
LOW 852.75
0.618 840.25
1.000 832.50
1.618 820.00
2.618 799.75
4.250 766.75
Fisher Pivots for day following 09-Feb-2009
Pivot 1 day 3 day
R1 864.25 858.25
PP 863.50 851.50
S1 863.00 845.00

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

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