E-mini S&P 500 Future June 2009


Trading Metrics calculated at close of trading on 03-Mar-2009
Day Change Summary
Previous Current
02-Mar-2009 03-Mar-2009 Change Change % Previous Week
Open 728.00 701.75 -26.25 -3.6% 765.25
High 729.75 711.50 -18.25 -2.5% 782.50
Low 695.50 686.00 -9.50 -1.4% 727.50
Close 702.25 686.25 -16.00 -2.3% 731.00
Range 34.25 25.50 -8.75 -25.5% 55.00
ATR 28.72 28.49 -0.23 -0.8% 0.00
Volume 16,344 21,156 4,812 29.4% 94,408
Daily Pivots for day following 03-Mar-2009
Classic Woodie Camarilla DeMark
R4 771.00 754.25 700.25
R3 745.50 728.75 693.25
R2 720.00 720.00 691.00
R1 703.25 703.25 688.50 699.00
PP 694.50 694.50 694.50 692.50
S1 677.75 677.75 684.00 673.50
S2 669.00 669.00 681.50
S3 643.50 652.25 679.25
S4 618.00 626.75 672.25
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 912.00 876.50 761.25
R3 857.00 821.50 746.00
R2 802.00 802.00 741.00
R1 766.50 766.50 736.00 756.75
PP 747.00 747.00 747.00 742.00
S1 711.50 711.50 726.00 701.75
S2 692.00 692.00 721.00
S3 637.00 656.50 716.00
S4 582.00 601.50 700.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 776.25 686.00 90.25 13.2% 28.00 4.1% 0% False True 19,915
10 793.50 686.00 107.50 15.7% 28.25 4.1% 0% False True 15,537
20 869.75 686.00 183.75 26.8% 27.50 4.0% 0% False True 10,568
40 929.50 686.00 243.50 35.5% 29.50 4.3% 0% False True 8,305
60 939.25 686.00 253.25 36.9% 27.75 4.1% 0% False True 5,721
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 6.35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 820.00
2.618 778.25
1.618 752.75
1.000 737.00
0.618 727.25
HIGH 711.50
0.618 701.75
0.500 698.75
0.382 695.75
LOW 686.00
0.618 670.25
1.000 660.50
1.618 644.75
2.618 619.25
4.250 577.50
Fisher Pivots for day following 03-Mar-2009
Pivot 1 day 3 day
R1 698.75 719.00
PP 694.50 708.25
S1 690.50 697.25

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

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