E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 10-Feb-2009
Day Change Summary
Previous Current
09-Feb-2009 10-Feb-2009 Change Change % Previous Week
Open 868.00 864.25 -3.75 -0.4% 823.75
High 873.00 866.00 -7.00 -0.8% 869.25
Low 852.75 819.50 -33.25 -3.9% 806.25
Close 865.00 827.00 -38.00 -4.4% 867.75
Range 20.25 46.50 26.25 129.6% 63.00
ATR 30.92 32.03 1.11 3.6% 0.00
Volume 2,419,130 1,759,790 -659,340 -27.3% 11,360,914
Daily Pivots for day following 10-Feb-2009
Classic Woodie Camarilla DeMark
R4 977.00 948.50 852.50
R3 930.50 902.00 839.75
R2 884.00 884.00 835.50
R1 855.50 855.50 831.25 846.50
PP 837.50 837.50 837.50 833.00
S1 809.00 809.00 822.75 800.00
S2 791.00 791.00 818.50
S3 744.50 762.50 814.25
S4 698.00 716.00 801.50
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
5 873.00 816.75 56.25 6.8% 31.00 3.7% 18% False False 2,220,251
10 876.00 806.25 69.75 8.4% 30.00 3.6% 30% False False 2,181,585
20 876.00 797.50 78.50 9.5% 33.00 4.0% 38% False False 2,415,302
40 942.75 797.50 145.25 17.6% 30.50 3.7% 20% False False 1,992,585
60 942.75 737.25 205.50 24.8% 38.00 4.6% 44% False False 1,344,195
80 1,006.50 737.25 269.25 32.6% 43.75 5.3% 33% False False 1,009,142
100 1,281.75 737.25 544.50 65.8% 48.75 5.9% 16% False False 808,439
120 1,303.75 737.25 566.50 68.5% 44.50 5.4% 16% False False 673,702
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 4.90
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1,063.50
2.618 987.75
1.618 941.25
1.000 912.50
0.618 894.75
HIGH 866.00
0.618 848.25
0.500 842.75
0.382 837.25
LOW 819.50
0.618 790.75
1.000 773.00
1.618 744.25
2.618 697.75
4.250 622.00
Fisher Pivots for day following 10-Feb-2009
Pivot 1 day 3 day
R1 842.75 846.25
PP 837.50 839.75
S1 832.25 833.50

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

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