E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 01-Dec-2008
Day Change Summary
Previous Current
28-Nov-2008 01-Dec-2008 Change Change % Previous Week
Open 884.25 895.00 10.75 1.2% 794.50
High 895.25 895.75 0.50 0.1% 895.25
Low 872.75 812.25 -60.50 -6.9% 781.50
Close 894.00 814.50 -79.50 -8.9% 894.00
Range 22.50 83.50 61.00 271.1% 113.75
ATR 57.57 59.42 1.85 3.2% 0.00
Volume 6,480 729 -5,751 -88.8% 53,836
Daily Pivots for day following 01-Dec-2008
Classic Woodie Camarilla DeMark
R4 1,091.25 1,036.50 860.50
R3 1,007.75 953.00 837.50
R2 924.25 924.25 829.75
R1 869.50 869.50 822.25 855.00
PP 840.75 840.75 840.75 833.75
S1 786.00 786.00 806.75 771.50
S2 757.25 757.25 799.25
S3 673.75 702.50 791.50
S4 590.25 619.00 768.50
Weekly Pivots for week ending 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 1,198.25 1,159.75 956.50
R3 1,084.50 1,046.00 925.25
R2 970.75 970.75 914.75
R1 932.25 932.25 904.50 951.50
PP 857.00 857.00 857.00 866.50
S1 818.50 818.50 883.50 837.75
S2 743.25 743.25 873.25
S3 629.50 704.75 862.75
S4 515.75 591.00 831.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 895.75 781.50 114.25 14.0% 57.50 7.0% 29% True False 10,913
10 895.75 737.25 158.50 19.5% 56.25 6.9% 49% True False 10,135
20 1,006.50 737.25 269.25 33.1% 55.00 6.7% 29% False False 7,222
40 1,104.75 737.25 367.50 45.1% 67.75 8.3% 21% False False 6,196
60 1,285.50 737.25 548.25 67.3% 60.50 7.4% 14% False False 5,118
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.28
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1,250.50
2.618 1,114.25
1.618 1,030.75
1.000 979.25
0.618 947.25
HIGH 895.75
0.618 863.75
0.500 854.00
0.382 844.25
LOW 812.25
0.618 760.75
1.000 728.75
1.618 677.25
2.618 593.75
4.250 457.50
Fisher Pivots for day following 01-Dec-2008
Pivot 1 day 3 day
R1 854.00 854.00
PP 840.75 840.75
S1 827.75 827.75

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

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