E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 13-Feb-2009
Day Change Summary
Previous Current
12-Feb-2009 13-Feb-2009 Change Change % Previous Week
Open 831.00 835.00 4.00 0.5% 868.00
High 836.75 840.50 3.75 0.4% 873.00
Low 805.50 818.75 13.25 1.6% 805.50
Close 835.50 820.00 -15.50 -1.9% 820.00
Range 31.25 21.75 -9.50 -30.4% 67.50
ATR 30.96 30.30 -0.66 -2.1% 0.00
Volume 2,294,910 3,192,534 897,624 39.1% 12,876,958
Daily Pivots for day following 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 891.75 877.50 832.00
R3 870.00 855.75 826.00
R2 848.25 848.25 824.00
R1 834.00 834.00 822.00 830.25
PP 826.50 826.50 826.50 824.50
S1 812.25 812.25 818.00 808.50
S2 804.75 804.75 816.00
S3 783.00 790.50 814.00
S4 761.25 768.75 808.00
Weekly Pivots for week ending 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 1,035.25 995.25 857.00
R3 967.75 927.75 838.50
R2 900.25 900.25 832.50
R1 860.25 860.25 826.25 846.50
PP 832.75 832.75 832.75 826.00
S1 792.75 792.75 813.75 779.00
S2 765.25 765.25 807.50
S3 697.75 725.25 801.50
S4 630.25 657.75 783.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 873.00 805.50 67.50 8.2% 27.25 3.3% 21% False False 2,575,391
10 873.00 805.50 67.50 8.2% 27.00 3.3% 21% False False 2,423,787
20 876.00 797.50 78.50 9.6% 31.75 3.9% 29% False False 2,515,801
40 942.75 797.50 145.25 17.7% 28.75 3.5% 15% False False 2,030,589
60 942.75 737.25 205.50 25.1% 36.00 4.4% 40% False False 1,488,801
80 1,006.50 737.25 269.25 32.8% 41.75 5.1% 31% False False 1,117,630
100 1,227.25 737.25 490.00 59.8% 47.75 5.8% 17% False False 895,387
120 1,303.75 737.25 566.50 69.1% 45.00 5.5% 15% False False 746,186
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 5.85
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 933.00
2.618 897.50
1.618 875.75
1.000 862.25
0.618 854.00
HIGH 840.50
0.618 832.25
0.500 829.50
0.382 827.00
LOW 818.75
0.618 805.25
1.000 797.00
1.618 783.50
2.618 761.75
4.250 726.25
Fisher Pivots for day following 13-Feb-2009
Pivot 1 day 3 day
R1 829.50 823.00
PP 826.50 822.00
S1 823.25 821.00

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

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