E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 17-Feb-2009
Day Change Summary
Previous Current
13-Feb-2009 17-Feb-2009 Change Change % Previous Week
Open 835.00 814.00 -21.00 -2.5% 868.00
High 840.50 818.75 -21.75 -2.6% 873.00
Low 818.75 785.50 -33.25 -4.1% 805.50
Close 820.00 785.50 -34.50 -4.2% 820.00
Range 21.75 33.25 11.50 52.9% 67.50
ATR 30.30 30.60 0.30 1.0% 0.00
Volume 3,192,534 2,032,708 -1,159,826 -36.3% 12,876,958
Daily Pivots for day following 17-Feb-2009
Classic Woodie Camarilla DeMark
R4 896.25 874.25 803.75
R3 863.00 841.00 794.75
R2 829.75 829.75 791.50
R1 807.75 807.75 788.50 802.00
PP 796.50 796.50 796.50 793.75
S1 774.50 774.50 782.50 769.00
S2 763.25 763.25 779.50
S3 730.00 741.25 776.25
S4 696.75 708.00 767.25
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
5 866.00 785.50 80.50 10.2% 30.00 3.8% 0% False True 2,498,107
10 873.00 785.50 87.50 11.1% 28.25 3.6% 0% False True 2,380,307
20 876.00 785.50 90.50 11.5% 32.00 4.1% 0% False True 2,448,867
40 942.75 785.50 157.25 20.0% 28.75 3.7% 0% False True 2,015,804
60 942.75 737.25 205.50 26.2% 35.75 4.6% 23% False False 1,522,542
80 1,006.50 737.25 269.25 34.3% 41.75 5.3% 18% False False 1,143,007
100 1,227.25 737.25 490.00 62.4% 47.75 6.1% 10% False False 915,704
120 1,303.75 737.25 566.50 72.1% 45.00 5.7% 9% False False 763,125
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 5.95
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 960.00
2.618 905.75
1.618 872.50
1.000 852.00
0.618 839.25
HIGH 818.75
0.618 806.00
0.500 802.00
0.382 798.25
LOW 785.50
0.618 765.00
1.000 752.25
1.618 731.75
2.618 698.50
4.250 644.25
Fisher Pivots for day following 17-Feb-2009
Pivot 1 day 3 day
R1 802.00 813.00
PP 796.50 803.75
S1 791.00 794.75

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

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