E-mini S&P 500 Future March 2009

Trading Metrics calculated at close of trading on 16-Oct-2008

Day Change Summary
	Previous	Current
	15-Oct-2008	16-Oct-2008	Change	Change %	Previous Week
Open	1,005.00	898.50	-106.50	-10.6%	1,104.75
High	1,007.75	949.75	-58.00	-5.8%	1,104.75
Low	897.75	865.50	-32.25	-3.6%	837.50
Close	903.50	941.00	37.50	4.2%	890.75
Range	110.00	84.25	-25.75	-23.4%	267.25
ATR	68.98	70.07	1.09	1.6%	0.00
Volume	5,950	8,768	2,818	47.4%	36,650

Daily Pivots for day following 16-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,171.50	1,140.50	987.25
R3	1,087.25	1,056.25	964.25
R2	1,003.00	1,003.00	956.50
R1	972.00	972.00	948.75	987.50
PP	918.75	918.75	918.75	926.50
S1	887.75	887.75	933.25	903.25
S2	834.50	834.50	925.50
S3	750.25	803.50	917.75
S4	666.00	719.25	894.75

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	24.3%	98.75	10.5%	45%	False	False	6,661
10	1,161.75	837.50	324.25	34.5%	90.75	9.6%	32%	False	False	7,938
20	1,281.75	837.50	444.25	47.2%	69.50	7.4%	23%	False	False	6,064
40	1,303.75	837.50	466.25	49.5%	48.25	5.1%	22%	False	False	3,042

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	22.05
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1,307.75
2.618	1,170.25
1.618	1,086.00
1.000	1,034.00
0.618	1,001.75
HIGH	949.75
0.618	917.50
0.500	907.50
0.382	897.75
LOW	865.50
0.618	813.50
1.000	781.25
1.618	729.25
2.618	645.00
4.250	507.50

Fisher Pivots for day following 16-Oct-2008
Pivot	1 day	3 day
R1	930.00	966.00
PP	918.75	957.75
S1	907.50	949.25

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