E-mini S&P 500 Future September 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 714.00 704.00 -10.00 -1.4% 769.00
High 717.75 707.50 -10.25 -1.4% 773.75
Low 691.75 684.75 -7.00 -1.0% 724.50
Close 700.00 683.75 -16.25 -2.3% 728.25
Range 26.00 22.75 -3.25 -12.5% 49.25
ATR 25.23 25.05 -0.18 -0.7% 0.00
Volume 74 62 -12 -16.2% 479
Daily Pivots for day following 03-Mar-2009
Classic Woodie Camarilla DeMark
R4 760.25 744.75 696.25
R3 737.50 722.00 690.00
R2 714.75 714.75 688.00
R1 699.25 699.25 685.75 695.50
PP 692.00 692.00 692.00 690.25
S1 676.50 676.50 681.75 673.00
S2 669.25 669.25 679.50
S3 646.50 653.75 677.50
S4 623.75 631.00 671.25
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 890.00 858.25 755.25
R3 840.75 809.00 741.75
R2 791.50 791.50 737.25
R1 759.75 759.75 732.75 751.00
PP 742.25 742.25 742.25 737.75
S1 710.50 710.50 723.75 701.75
S2 693.00 693.00 719.25
S3 643.75 661.25 714.75
S4 594.50 612.00 701.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 773.00 684.75 88.25 12.9% 24.00 3.5% -1% False True 116
10 793.25 684.75 108.50 15.9% 24.25 3.6% -1% False True 67
20 865.00 684.75 180.25 26.4% 22.75 3.3% -1% False True 40
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 4.00
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 804.25
2.618 767.00
1.618 744.25
1.000 730.25
0.618 721.50
HIGH 707.50
0.618 698.75
0.500 696.00
0.382 693.50
LOW 684.75
0.618 670.75
1.000 662.00
1.618 648.00
2.618 625.25
4.250 588.00
Fisher Pivots for day following 03-Mar-2009
Pivot 1 day 3 day
R1 696.00 714.25
PP 692.00 704.00
S1 688.00 694.00

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

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