E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 17-Mar-2009
Day Change Summary
Previous Current
16-Mar-2009 17-Mar-2009 Change Change % Previous Week
Open 754.75 756.50 1.75 0.2% 688.75
High 774.75 780.75 6.00 0.8% 761.25
Low 750.00 749.50 -0.50 -0.1% 670.75
Close 757.25 778.75 21.50 2.8% 757.75
Range 24.75 31.25 6.50 26.3% 90.50
ATR 30.66 30.70 0.04 0.1% 0.00
Volume 1,081,065 827,057 -254,008 -23.5% 14,527,009
Daily Pivots for day following 17-Mar-2009
Classic Woodie Camarilla DeMark
R4 863.50 852.25 796.00
R3 832.25 821.00 787.25
R2 801.00 801.00 784.50
R1 789.75 789.75 781.50 795.50
PP 769.75 769.75 769.75 772.50
S1 758.50 758.50 776.00 764.00
S2 738.50 738.50 773.00
S3 707.25 727.25 770.25
S4 676.00 696.00 761.50
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 1,001.50 970.00 807.50
R3 911.00 879.50 782.75
R2 820.50 820.50 774.25
R1 789.00 789.00 766.00 804.75
PP 730.00 730.00 730.00 737.75
S1 698.50 698.50 749.50 714.25
S2 639.50 639.50 741.25
S3 549.00 608.00 732.75
S4 458.50 517.50 708.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 780.75 711.25 69.50 8.9% 27.50 3.5% 97% True False 2,076,661
10 780.75 665.75 115.00 14.8% 32.00 4.1% 98% True False 2,607,310
20 796.75 665.75 131.00 16.8% 30.75 3.9% 86% False False 2,722,764
40 876.00 665.75 210.25 27.0% 31.25 4.0% 54% False False 2,585,816
60 942.75 665.75 277.00 35.6% 29.50 3.8% 41% False False 2,251,458
80 942.75 665.75 277.00 35.6% 34.50 4.4% 41% False False 1,822,597
100 1,006.50 665.75 340.75 43.8% 39.50 5.1% 33% False False 1,458,959
120 1,227.25 665.75 561.50 72.1% 45.00 5.8% 20% False False 1,216,881
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.58
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 913.50
2.618 862.50
1.618 831.25
1.000 812.00
0.618 800.00
HIGH 780.75
0.618 768.75
0.500 765.00
0.382 761.50
LOW 749.50
0.618 730.25
1.000 718.25
1.618 699.00
2.618 667.75
4.250 616.75
Fisher Pivots for day following 17-Mar-2009
Pivot 1 day 3 day
R1 774.25 773.00
PP 769.75 767.25
S1 765.00 761.50

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

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