E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 18-Feb-2009
Day Change Summary
Previous Current
17-Feb-2009 18-Feb-2009 Change Change % Previous Week
Open 814.00 786.75 -27.25 -3.3% 868.00
High 818.75 796.25 -22.50 -2.7% 873.00
Low 785.50 776.50 -9.00 -1.1% 805.50
Close 785.50 779.50 -6.00 -0.8% 820.00
Range 33.25 19.75 -13.50 -40.6% 67.50
ATR 30.60 29.83 -0.78 -2.5% 0.00
Volume 2,032,708 2,998,314 965,606 47.5% 12,876,958
Daily Pivots for day following 18-Feb-2009
Classic Woodie Camarilla DeMark
R4 843.25 831.25 790.25
R3 823.50 811.50 785.00
R2 803.75 803.75 783.00
R1 791.75 791.75 781.25 788.00
PP 784.00 784.00 784.00 782.25
S1 772.00 772.00 777.75 768.00
S2 764.25 764.25 776.00
S3 744.50 752.25 774.00
S4 724.75 732.50 768.75
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
5 840.50 776.50 64.00 8.2% 24.50 3.1% 5% False True 2,745,812
10 873.00 776.50 96.50 12.4% 27.75 3.6% 3% False True 2,483,031
20 876.00 776.50 99.50 12.8% 29.50 3.8% 3% False True 2,457,873
40 942.75 776.50 166.25 21.3% 28.25 3.6% 2% False True 2,032,456
60 942.75 737.25 205.50 26.4% 35.00 4.5% 21% False False 1,572,393
80 1,006.50 737.25 269.25 34.5% 40.75 5.2% 16% False False 1,180,453
100 1,227.25 737.25 490.00 62.9% 47.75 6.1% 9% False False 945,666
120 1,303.75 737.25 566.50 72.7% 45.25 5.8% 7% False False 788,111
Crabel Price Patterns
NR True
NR4 True
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 6.33
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 880.25
2.618 848.00
1.618 828.25
1.000 816.00
0.618 808.50
HIGH 796.25
0.618 788.75
0.500 786.50
0.382 784.00
LOW 776.50
0.618 764.25
1.000 756.75
1.618 744.50
2.618 724.75
4.250 692.50
Fisher Pivots for day following 18-Feb-2009
Pivot 1 day 3 day
R1 786.50 808.50
PP 784.00 798.75
S1 781.75 789.25

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

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