E-mini S&P 500 Future March 2010


Trading Metrics calculated at close of trading on 01-Oct-2009
Day Change Summary
Previous Current
30-Sep-2009 01-Oct-2009 Change Change % Previous Week
Open 1,051.00 1,046.25 -4.75 -0.5% 1,056.50
High 1,058.00 1,050.75 -7.25 -0.7% 1,071.00
Low 1,037.50 1,020.00 -17.50 -1.7% 1,032.25
Close 1,048.50 1,022.75 -25.75 -2.5% 1,036.75
Range 20.50 30.75 10.25 50.0% 38.75
ATR 15.00 16.13 1.12 7.5% 0.00
Volume 813 796 -17 -2.1% 4,634
Daily Pivots for day following 01-Oct-2009
Classic Woodie Camarilla DeMark
R4 1,123.50 1,103.75 1,039.75
R3 1,092.75 1,073.00 1,031.25
R2 1,062.00 1,062.00 1,028.50
R1 1,042.25 1,042.25 1,025.50 1,036.75
PP 1,031.25 1,031.25 1,031.25 1,028.50
S1 1,011.50 1,011.50 1,020.00 1,006.00
S2 1,000.50 1,000.50 1,017.00
S3 969.75 980.75 1,014.25
S4 939.00 950.00 1,005.75
Weekly Pivots for week ending 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 1,163.00 1,138.50 1,058.00
R3 1,124.25 1,099.75 1,047.50
R2 1,085.50 1,085.50 1,043.75
R1 1,061.00 1,061.00 1,040.25 1,054.00
PP 1,046.75 1,046.75 1,046.75 1,043.00
S1 1,022.25 1,022.25 1,033.25 1,015.00
S2 1,008.00 1,008.00 1,029.75
S3 969.25 983.50 1,026.00
S4 930.50 944.75 1,015.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,061.00 1,020.00 41.00 4.0% 20.00 2.0% 7% False True 916
10 1,071.00 1,020.00 51.00 5.0% 17.25 1.7% 5% False True 835
20 1,071.00 984.25 86.75 8.5% 15.50 1.5% 44% False False 454
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.70
Widest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 1,181.50
2.618 1,131.25
1.618 1,100.50
1.000 1,081.50
0.618 1,069.75
HIGH 1,050.75
0.618 1,039.00
0.500 1,035.50
0.382 1,031.75
LOW 1,020.00
0.618 1,001.00
1.000 989.25
1.618 970.25
2.618 939.50
4.250 889.25
Fisher Pivots for day following 01-Oct-2009
Pivot 1 day 3 day
R1 1,035.50 1,040.50
PP 1,031.25 1,034.50
S1 1,027.00 1,028.75

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

View Archives - Comment on this page... - Back to Index of Symbols