E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 23-Feb-2009
Day Change Summary
Previous Current
20-Feb-2009 23-Feb-2009 Change Change % Previous Week
Open 778.50 770.00 -8.50 -1.1% 814.00
High 779.50 786.50 7.00 0.9% 818.75
Low 752.50 739.75 -12.75 -1.7% 752.50
Close 769.50 745.00 -24.50 -3.2% 769.50
Range 27.00 46.75 19.75 73.1% 66.25
ATR 29.09 30.35 1.26 4.3% 0.00
Volume 2,407,562 3,142,066 734,504 30.5% 10,171,344
Daily Pivots for day following 23-Feb-2009
Classic Woodie Camarilla DeMark
R4 897.25 868.00 770.75
R3 850.50 821.25 757.75
R2 803.75 803.75 753.50
R1 774.50 774.50 749.25 765.75
PP 757.00 757.00 757.00 752.75
S1 727.75 727.75 740.75 719.00
S2 710.25 710.25 736.50
S3 663.50 681.00 732.25
S4 616.75 634.25 719.25
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
5 818.75 739.75 79.00 10.6% 29.75 4.0% 7% False True 2,662,682
10 873.00 739.75 133.25 17.9% 28.50 3.8% 4% False True 2,619,036
20 876.00 739.75 136.25 18.3% 28.75 3.9% 4% False True 2,433,902
40 942.75 739.75 203.00 27.2% 28.50 3.8% 3% False True 2,111,745
60 942.75 739.75 203.00 27.2% 33.00 4.4% 3% False True 1,709,876
80 1,006.50 737.25 269.25 36.1% 39.00 5.2% 3% False False 1,283,782
100 1,177.25 737.25 440.00 59.1% 46.75 6.3% 2% False False 1,028,274
120 1,303.75 737.25 566.50 76.0% 45.75 6.1% 1% False False 857,131
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.20
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 985.25
2.618 909.00
1.618 862.25
1.000 833.25
0.618 815.50
HIGH 786.50
0.618 768.75
0.500 763.00
0.382 757.50
LOW 739.75
0.618 710.75
1.000 693.00
1.618 664.00
2.618 617.25
4.250 541.00
Fisher Pivots for day following 23-Feb-2009
Pivot 1 day 3 day
R1 763.00 768.25
PP 757.00 760.50
S1 751.00 752.75

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

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