E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 05-Mar-2009
Day Change Summary
Previous Current
04-Mar-2009 05-Mar-2009 Change Change % Previous Week
Open 690.50 709.50 19.00 2.8% 770.00
High 723.75 711.75 -12.00 -1.7% 786.50
Low 681.50 676.25 -5.25 -0.8% 729.50
Close 708.50 686.00 -22.50 -3.2% 734.25
Range 42.25 35.50 -6.75 -16.0% 57.00
ATR 30.91 31.23 0.33 1.1% 0.00
Volume 3,131,092 3,168,491 37,399 1.2% 14,333,617
Daily Pivots for day following 05-Mar-2009
Classic Woodie Camarilla DeMark
R4 797.75 777.50 705.50
R3 762.25 742.00 695.75
R2 726.75 726.75 692.50
R1 706.50 706.50 689.25 699.00
PP 691.25 691.25 691.25 687.50
S1 671.00 671.00 682.75 663.50
S2 655.75 655.75 679.50
S3 620.25 635.50 676.25
S4 584.75 600.00 666.50
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
5 756.00 676.25 79.75 11.6% 33.25 4.8% 12% False True 2,941,778
10 786.50 676.25 110.25 16.1% 32.75 4.8% 9% False True 2,895,069
20 873.00 676.25 196.75 28.7% 30.25 4.4% 5% False True 2,721,027
40 931.75 676.25 255.50 37.2% 31.00 4.5% 4% False True 2,535,505
60 942.75 676.25 266.50 38.8% 30.75 4.5% 4% False True 2,096,821
80 960.25 676.25 284.00 41.4% 36.75 5.4% 3% False True 1,576,022
100 1,066.50 676.25 390.25 56.9% 43.75 6.4% 2% False True 1,261,684
120 1,281.75 676.25 605.50 88.3% 46.00 6.7% 2% False True 1,052,139
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 6.83
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 862.50
2.618 804.75
1.618 769.25
1.000 747.25
0.618 733.75
HIGH 711.75
0.618 698.25
0.500 694.00
0.382 689.75
LOW 676.25
0.618 654.25
1.000 640.75
1.618 618.75
2.618 583.25
4.250 525.50
Fisher Pivots for day following 05-Mar-2009
Pivot 1 day 3 day
R1 694.00 700.00
PP 691.25 695.25
S1 688.75 690.75

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

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