E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 25-Feb-2009
Day Change Summary
Previous Current
24-Feb-2009 25-Feb-2009 Change Change % Previous Week
Open 745.00 769.00 24.00 3.2% 814.00
High 774.75 779.50 4.75 0.6% 818.75
Low 743.25 751.25 8.00 1.1% 752.50
Close 768.75 761.50 -7.25 -0.9% 769.50
Range 31.50 28.25 -3.25 -10.3% 66.25
ATR 30.43 30.28 -0.16 -0.5% 0.00
Volume 2,743,651 2,750,323 6,672 0.2% 10,171,344
Daily Pivots for day following 25-Feb-2009
Classic Woodie Camarilla DeMark
R4 848.75 833.50 777.00
R3 820.50 805.25 769.25
R2 792.25 792.25 766.75
R1 777.00 777.00 764.00 770.50
PP 764.00 764.00 764.00 761.00
S1 748.75 748.75 759.00 742.25
S2 735.75 735.75 756.25
S3 707.50 720.50 753.75
S4 679.25 692.25 746.00
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
5 796.75 739.75 57.00 7.5% 31.00 4.1% 38% False False 2,755,272
10 840.50 739.75 100.75 13.2% 27.75 3.7% 22% False False 2,750,542
20 876.00 739.75 136.25 17.9% 29.00 3.8% 16% False False 2,466,063
40 942.75 739.75 203.00 26.7% 29.50 3.9% 11% False False 2,218,219
60 942.75 739.75 203.00 26.7% 32.25 4.2% 11% False False 1,800,829
80 1,006.50 737.25 269.25 35.4% 37.75 4.9% 9% False False 1,352,387
100 1,175.00 737.25 437.75 57.5% 46.50 6.1% 6% False False 1,083,117
120 1,285.50 737.25 548.25 72.0% 45.75 6.0% 4% False False 902,914
Crabel Price Patterns
NR True
NR4 False
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 6.75
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 899.50
2.618 853.50
1.618 825.25
1.000 807.75
0.618 797.00
HIGH 779.50
0.618 768.75
0.500 765.50
0.382 762.00
LOW 751.25
0.618 733.75
1.000 723.00
1.618 705.50
2.618 677.25
4.250 631.25
Fisher Pivots for day following 25-Feb-2009
Pivot 1 day 3 day
R1 765.50 763.00
PP 764.00 762.50
S1 762.75 762.00

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

View Archives - Comment on this page... - Back to Index of Symbols