E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 19-Mar-2009
Day Change Summary
Previous Current
18-Mar-2009 19-Mar-2009 Change Change % Previous Week
Open 779.00 794.50 15.50 2.0% 688.75
High 804.00 805.50 1.50 0.2% 761.25
Low 765.50 781.50 16.00 2.1% 670.75
Close 795.50 784.25 -11.25 -1.4% 757.75
Range 38.50 24.00 -14.50 -37.7% 90.50
ATR 31.26 30.74 -0.52 -1.7% 0.00
Volume 700,058 561,493 -138,565 -19.8% 14,527,009
Daily Pivots for day following 19-Mar-2009
Classic Woodie Camarilla DeMark
R4 862.50 847.25 797.50
R3 838.50 823.25 790.75
R2 814.50 814.50 788.75
R1 799.25 799.25 786.50 795.00
PP 790.50 790.50 790.50 788.25
S1 775.25 775.25 782.00 771.00
S2 766.50 766.50 779.75
S3 742.50 751.25 777.75
S4 718.50 727.25 771.00
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
5 805.50 742.25 63.25 8.1% 27.50 3.5% 66% True False 1,030,603
10 805.50 665.75 139.75 17.8% 30.50 3.9% 85% True False 2,103,507
20 805.50 665.75 139.75 17.8% 31.75 4.0% 85% True False 2,499,288
40 876.00 665.75 210.25 26.8% 30.25 3.8% 56% False False 2,475,857
60 942.75 665.75 277.00 35.3% 29.50 3.7% 43% False False 2,198,816
80 942.75 665.75 277.00 35.3% 33.50 4.3% 43% False False 1,838,194
100 1,006.50 665.75 340.75 43.4% 38.50 4.9% 35% False False 1,471,480
120 1,222.75 665.75 557.00 71.0% 45.00 5.7% 21% False False 1,227,370
Crabel Price Patterns
NR True
NR4 True
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 7.90
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 907.50
2.618 868.25
1.618 844.25
1.000 829.50
0.618 820.25
HIGH 805.50
0.618 796.25
0.500 793.50
0.382 790.75
LOW 781.50
0.618 766.75
1.000 757.50
1.618 742.75
2.618 718.75
4.250 679.50
Fisher Pivots for day following 19-Mar-2009
Pivot 1 day 3 day
R1 793.50 782.00
PP 790.50 779.75
S1 787.25 777.50

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

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