E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 20-Feb-2009
Day Change Summary
Previous Current
19-Feb-2009 20-Feb-2009 Change Change % Previous Week
Open 780.25 778.50 -1.75 -0.2% 814.00
High 796.75 779.50 -17.25 -2.2% 818.75
Low 775.00 752.50 -22.50 -2.9% 752.50
Close 779.50 769.50 -10.00 -1.3% 769.50
Range 21.75 27.00 5.25 24.1% 66.25
ATR 29.25 29.09 -0.16 -0.5% 0.00
Volume 2,732,760 2,407,562 -325,198 -11.9% 10,171,344
Daily Pivots for day following 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 848.25 835.75 784.25
R3 821.25 808.75 777.00
R2 794.25 794.25 774.50
R1 781.75 781.75 772.00 774.50
PP 767.25 767.25 767.25 763.50
S1 754.75 754.75 767.00 747.50
S2 740.25 740.25 764.50
S3 713.25 727.75 762.00
S4 686.25 700.75 754.75
Weekly Pivots for week ending 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 979.00 940.50 806.00
R3 912.75 874.25 787.75
R2 846.50 846.50 781.75
R1 808.00 808.00 775.50 794.00
PP 780.25 780.25 780.25 773.25
S1 741.75 741.75 763.50 728.00
S2 714.00 714.00 757.25
S3 647.75 675.50 751.25
S4 581.50 609.25 733.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 840.50 752.50 88.00 11.4% 24.75 3.2% 19% False True 2,672,775
10 873.00 752.50 120.50 15.7% 27.00 3.5% 14% False True 2,566,448
20 876.00 752.50 123.50 16.0% 28.25 3.7% 14% False True 2,429,830
40 942.75 752.50 190.25 24.7% 28.00 3.6% 9% False True 2,062,658
60 942.75 752.50 190.25 24.7% 33.50 4.4% 9% False True 1,657,684
80 1,006.50 737.25 269.25 35.0% 39.25 5.1% 12% False False 1,244,538
100 1,222.50 737.25 485.25 63.1% 47.50 6.2% 7% False False 996,977
120 1,303.75 737.25 566.50 73.6% 45.50 5.9% 6% False False 830,947
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 5.00
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 894.25
2.618 850.25
1.618 823.25
1.000 806.50
0.618 796.25
HIGH 779.50
0.618 769.25
0.500 766.00
0.382 762.75
LOW 752.50
0.618 735.75
1.000 725.50
1.618 708.75
2.618 681.75
4.250 637.75
Fisher Pivots for day following 20-Feb-2009
Pivot 1 day 3 day
R1 768.25 774.50
PP 767.25 773.00
S1 766.00 771.25

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

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