E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 19-Feb-2009
Day Change Summary
Previous Current
18-Feb-2009 19-Feb-2009 Change Change % Previous Week
Open 786.75 780.25 -6.50 -0.8% 868.00
High 796.25 796.75 0.50 0.1% 873.00
Low 776.50 775.00 -1.50 -0.2% 805.50
Close 779.50 779.50 0.00 0.0% 820.00
Range 19.75 21.75 2.00 10.1% 67.50
ATR 29.83 29.25 -0.58 -1.9% 0.00
Volume 2,998,314 2,732,760 -265,554 -8.9% 12,876,958
Daily Pivots for day following 19-Feb-2009
Classic Woodie Camarilla DeMark
R4 849.00 836.00 791.50
R3 827.25 814.25 785.50
R2 805.50 805.50 783.50
R1 792.50 792.50 781.50 788.00
PP 783.75 783.75 783.75 781.50
S1 770.75 770.75 777.50 766.50
S2 762.00 762.00 775.50
S3 740.25 749.00 773.50
S4 718.50 727.25 767.50
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
5 840.50 775.00 65.50 8.4% 25.50 3.3% 7% False True 2,650,245
10 873.00 775.00 98.00 12.6% 27.50 3.5% 5% False True 2,546,986
20 876.00 775.00 101.00 13.0% 28.75 3.7% 4% False True 2,452,427
40 942.75 775.00 167.75 21.5% 28.25 3.6% 3% False True 2,048,580
60 942.75 737.25 205.50 26.4% 34.25 4.4% 21% False False 1,617,829
80 1,006.50 737.25 269.25 34.5% 40.25 5.2% 16% False False 1,214,528
100 1,222.75 737.25 485.50 62.3% 47.50 6.1% 9% False False 972,987
120 1,303.75 737.25 566.50 72.7% 45.25 5.8% 7% False False 810,884
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 889.25
2.618 853.75
1.618 832.00
1.000 818.50
0.618 810.25
HIGH 796.75
0.618 788.50
0.500 786.00
0.382 783.25
LOW 775.00
0.618 761.50
1.000 753.25
1.618 739.75
2.618 718.00
4.250 682.50
Fisher Pivots for day following 19-Feb-2009
Pivot 1 day 3 day
R1 786.00 797.00
PP 783.75 791.00
S1 781.50 785.25

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

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