E-mini S&P 500 Future September 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 681.25 683.00 1.75 0.3% 769.00
High 716.75 697.75 -19.00 -2.7% 773.75
Low 675.25 672.00 -3.25 -0.5% 724.50
Close 702.75 680.50 -22.25 -3.2% 728.25
Range 41.50 25.75 -15.75 -38.0% 49.25
ATR 26.23 26.55 0.32 1.2% 0.00
Volume 63 56 -7 -11.1% 479
Daily Pivots for day following 05-Mar-2009
Classic Woodie Camarilla DeMark
R4 760.75 746.25 694.75
R3 735.00 720.50 687.50
R2 709.25 709.25 685.25
R1 694.75 694.75 682.75 689.00
PP 683.50 683.50 683.50 680.50
S1 669.00 669.00 678.25 663.50
S2 657.75 657.75 675.75
S3 632.00 643.25 673.50
S4 606.25 617.50 666.25
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
5 743.75 672.00 71.75 10.5% 27.00 4.0% 12% False True 52
10 773.75 672.00 101.75 15.0% 27.25 4.0% 8% False True 76
20 865.00 672.00 193.00 28.4% 24.50 3.6% 4% False True 45
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 5.48
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 807.25
2.618 765.25
1.618 739.50
1.000 723.50
0.618 713.75
HIGH 697.75
0.618 688.00
0.500 685.00
0.382 681.75
LOW 672.00
0.618 656.00
1.000 646.25
1.618 630.25
2.618 604.50
4.250 562.50
Fisher Pivots for day following 05-Mar-2009
Pivot 1 day 3 day
R1 685.00 694.50
PP 683.50 689.75
S1 682.00 685.00

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

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