E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 04-Mar-2009
Day Change Summary
Previous Current
03-Mar-2009 04-Mar-2009 Change Change % Previous Week
Open 705.00 690.50 -14.50 -2.1% 770.00
High 715.25 723.75 8.50 1.2% 786.50
Low 688.75 681.50 -7.25 -1.1% 729.50
Close 689.50 708.50 19.00 2.8% 734.25
Range 26.50 42.25 15.75 59.4% 57.00
ATR 30.03 30.91 0.87 2.9% 0.00
Volume 2,886,199 3,131,092 244,893 8.5% 14,333,617
Daily Pivots for day following 04-Mar-2009
Classic Woodie Camarilla DeMark
R4 831.25 812.25 731.75
R3 789.00 770.00 720.00
R2 746.75 746.75 716.25
R1 727.75 727.75 712.25 737.25
PP 704.50 704.50 704.50 709.50
S1 685.50 685.50 704.75 695.00
S2 662.25 662.25 700.75
S3 620.00 643.25 697.00
S4 577.75 601.00 685.25
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
5 779.00 681.50 97.50 13.8% 31.75 4.5% 28% False True 2,947,720
10 796.75 681.50 115.25 16.3% 31.50 4.4% 23% False True 2,851,496
20 873.00 681.50 191.50 27.0% 29.50 4.2% 14% False True 2,667,264
40 942.75 681.50 261.25 36.9% 30.50 4.3% 10% False True 2,496,449
60 942.75 681.50 261.25 36.9% 31.00 4.4% 10% False True 2,044,836
80 960.25 681.50 278.75 39.3% 37.00 5.2% 10% False True 1,536,437
100 1,066.50 681.50 385.00 54.3% 44.50 6.3% 7% False True 1,230,050
120 1,281.75 681.50 600.25 84.7% 46.00 6.5% 4% False True 1,025,735
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 7.13
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 903.25
2.618 834.25
1.618 792.00
1.000 766.00
0.618 749.75
HIGH 723.75
0.618 707.50
0.500 702.50
0.382 697.75
LOW 681.50
0.618 655.50
1.000 639.25
1.618 613.25
2.618 571.00
4.250 502.00
Fisher Pivots for day following 04-Mar-2009
Pivot 1 day 3 day
R1 706.50 708.25
PP 704.50 708.00
S1 702.50 707.50

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

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