E-mini S&P 500 Future March 2009

Trading Metrics calculated at close of trading on 15-Oct-2008

Day Change Summary
	Previous	Current
	14-Oct-2008	15-Oct-2008	Change	Change %	Previous Week
Open	1,013.75	1,005.00	-8.75	-0.9%	1,104.75
High	1,066.50	1,007.75	-58.75	-5.5%	1,104.75
Low	975.00	897.75	-77.25	-7.9%	837.50
Close	1,002.50	903.50	-99.00	-9.9%	890.75
Range	91.50	110.00	18.50	20.2%	267.25
ATR	65.83	68.98	3.16	4.8%	0.00
Volume	3,938	5,950	2,012	51.1%	36,650

Daily Pivots for day following 15-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,266.25	1,195.00	964.00
R3	1,156.25	1,085.00	933.75
R2	1,046.25	1,046.25	923.75
R1	975.00	975.00	913.50	955.50
PP	936.25	936.25	936.25	926.75
S1	865.00	865.00	893.50	845.50
S2	826.25	826.25	883.25
S3	716.25	755.00	873.25
S4	606.25	645.00	843.00

Weekly Pivots for week ending 10-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,746.00	1,585.75	1,037.75
R3	1,478.75	1,318.50	964.25
R2	1,211.50	1,211.50	939.75
R1	1,051.25	1,051.25	915.25	997.75
PP	944.25	944.25	944.25	917.50
S1	784.00	784.00	866.25	730.50
S2	677.00	677.00	841.75
S3	409.75	516.75	817.25
S4	142.50	249.50	743.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,066.50	837.50	229.00	25.3%	102.50	11.4%	29%	False	False	5,935
10	1,175.00	837.50	337.50	37.4%	88.00	9.7%	20%	False	False	7,490
20	1,281.75	837.50	444.25	49.2%	69.25	7.7%	15%	False	False	5,628
40	1,303.75	837.50	466.25	51.6%	46.00	5.1%	14%	False	False	2,823

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	19.20
Widest range in 47 trading days

Fibonacci Retracements and Extensions
4.250	1,475.25
2.618	1,295.75
1.618	1,185.75
1.000	1,117.75
0.618	1,075.75
HIGH	1,007.75
0.618	965.75
0.500	952.75
0.382	939.75
LOW	897.75
0.618	829.75
1.000	787.75
1.618	719.75
2.618	609.75
4.250	430.25

Fisher Pivots for day following 15-Oct-2008
Pivot	1 day	3 day
R1	952.75	982.00
PP	936.25	956.00
S1	920.00	929.75

Download as Excel Spreadsheet

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

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