E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 27-Feb-2009
Day Change Summary
Previous Current
26-Feb-2009 27-Feb-2009 Change Change % Previous Week
Open 761.00 752.25 -8.75 -1.1% 770.00
High 779.00 756.00 -23.00 -3.0% 786.50
Low 750.25 729.50 -20.75 -2.8% 729.50
Close 752.00 734.25 -17.75 -2.4% 734.25
Range 28.75 26.50 -2.25 -7.8% 57.00
ATR 30.17 29.91 -0.26 -0.9% 0.00
Volume 3,198,201 2,499,376 -698,825 -21.9% 14,333,617
Daily Pivots for day following 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 819.50 803.25 748.75
R3 793.00 776.75 741.50
R2 766.50 766.50 739.00
R1 750.25 750.25 736.75 745.00
PP 740.00 740.00 740.00 737.25
S1 723.75 723.75 731.75 718.50
S2 713.50 713.50 729.50
S3 687.00 697.25 727.00
S4 660.50 670.75 719.75
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 921.00 884.75 765.50
R3 864.00 827.75 750.00
R2 807.00 807.00 744.75
R1 770.75 770.75 739.50 760.50
PP 750.00 750.00 750.00 745.00
S1 713.75 713.75 729.00 703.50
S2 693.00 693.00 723.75
S3 636.00 656.75 718.50
S4 579.00 599.75 703.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 786.50 729.50 57.00 7.8% 32.25 4.4% 8% False True 2,866,723
10 840.50 729.50 111.00 15.1% 28.50 3.9% 4% False True 2,769,749
20 873.00 729.50 143.50 19.5% 28.25 3.8% 3% False True 2,539,365
40 942.75 729.50 213.25 29.0% 30.00 4.1% 2% False True 2,340,251
60 942.75 729.50 213.25 29.0% 31.50 4.3% 2% False True 1,895,669
80 1,006.50 729.50 277.00 37.7% 37.25 5.1% 2% False True 1,423,557
100 1,104.75 729.50 375.25 51.1% 46.00 6.3% 1% False True 1,139,879
120 1,285.50 729.50 556.00 75.7% 46.00 6.3% 1% False True 950,393
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 6.93
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 868.50
2.618 825.50
1.618 799.00
1.000 782.50
0.618 772.50
HIGH 756.00
0.618 746.00
0.500 742.75
0.382 739.50
LOW 729.50
0.618 713.00
1.000 703.00
1.618 686.50
2.618 660.00
4.250 617.00
Fisher Pivots for day following 27-Feb-2009
Pivot 1 day 3 day
R1 742.75 754.50
PP 740.00 747.75
S1 737.00 741.00

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

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