E-mini S&P 500 Future September 2009


Trading Metrics calculated at close of trading on 11-Mar-2009
Day Change Summary
Previous Current
10-Mar-2009 11-Mar-2009 Change Change % Previous Week
Open 665.50 714.00 48.50 7.3% 714.00
High 715.50 726.00 10.50 1.5% 717.75
Low 665.50 709.75 44.25 6.6% 662.00
Close 711.00 715.00 4.00 0.6% 682.50
Range 50.00 16.25 -33.75 -67.5% 55.75
ATR 28.05 27.21 -0.84 -3.0% 0.00
Volume 24 41 17 70.8% 346
Daily Pivots for day following 11-Mar-2009
Classic Woodie Camarilla DeMark
R4 765.75 756.50 724.00
R3 749.50 740.25 719.50
R2 733.25 733.25 718.00
R1 724.00 724.00 716.50 728.50
PP 717.00 717.00 717.00 719.25
S1 707.75 707.75 713.50 712.50
S2 700.75 700.75 712.00
S3 684.50 691.50 710.50
S4 668.25 675.25 706.00
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 854.75 824.25 713.25
R3 799.00 768.50 697.75
R2 743.25 743.25 692.75
R1 712.75 712.75 687.50 700.00
PP 687.50 687.50 687.50 681.00
S1 657.00 657.00 677.50 644.50
S2 631.75 631.75 672.25
S3 576.00 601.25 667.25
S4 520.25 545.50 651.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 726.00 662.00 64.00 9.0% 28.50 4.0% 83% True False 58
10 770.25 662.00 108.25 15.1% 27.75 3.9% 49% False False 52
20 831.00 662.00 169.00 23.6% 25.50 3.5% 31% False False 56
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 4.95
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 795.00
2.618 768.50
1.618 752.25
1.000 742.25
0.618 736.00
HIGH 726.00
0.618 719.75
0.500 718.00
0.382 716.00
LOW 709.75
0.618 699.75
1.000 693.50
1.618 683.50
2.618 667.25
4.250 640.75
Fisher Pivots for day following 11-Mar-2009
Pivot 1 day 3 day
R1 718.00 708.50
PP 717.00 702.25
S1 716.00 695.75

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

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