E-mini S&P 500 Future June 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 686.25 705.25 19.00 2.8% 765.25
High 720.50 708.50 -12.00 -1.7% 782.50
Low 678.75 673.25 -5.50 -0.8% 727.50
Close 705.25 683.00 -22.25 -3.2% 731.00
Range 41.75 35.25 -6.50 -15.6% 55.00
ATR 29.44 29.86 0.41 1.4% 0.00
Volume 46,610 34,893 -11,717 -25.1% 94,408
Daily Pivots for day following 05-Mar-2009
Classic Woodie Camarilla DeMark
R4 794.00 773.75 702.50
R3 758.75 738.50 692.75
R2 723.50 723.50 689.50
R1 703.25 703.25 686.25 695.75
PP 688.25 688.25 688.25 684.50
S1 668.00 668.00 679.75 660.50
S2 653.00 653.00 676.50
S3 617.75 632.75 673.25
S4 582.50 597.50 663.50
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
5 752.25 673.25 79.00 11.6% 32.25 4.7% 12% False True 27,758
10 782.50 673.25 109.25 16.0% 32.00 4.7% 9% False True 22,462
20 869.75 673.25 196.50 28.8% 28.50 4.2% 5% False True 14,015
40 910.50 673.25 237.25 34.7% 30.00 4.4% 4% False True 10,179
60 939.25 673.25 266.00 38.9% 28.25 4.1% 4% False True 7,078
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 6.10
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 858.25
2.618 800.75
1.618 765.50
1.000 743.75
0.618 730.25
HIGH 708.50
0.618 695.00
0.500 691.00
0.382 686.75
LOW 673.25
0.618 651.50
1.000 638.00
1.618 616.25
2.618 581.00
4.250 523.50
Fisher Pivots for day following 05-Mar-2009
Pivot 1 day 3 day
R1 691.00 697.00
PP 688.25 692.25
S1 685.50 687.50

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

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