E-mini S&P 500 Future March 2009

Trading Metrics calculated at close of trading on 20-Oct-2008

Day Change Summary
	Previous	Current
	17-Oct-2008	20-Oct-2008	Change	Change %	Previous Week
Open	940.75	937.50	-3.25	-0.3%	921.75
High	987.25	992.00	4.75	0.5%	1,066.50
Low	909.00	927.25	18.25	2.0%	865.50
Close	933.25	990.25	57.00	6.1%	933.25
Range	78.25	64.75	-13.50	-17.3%	201.00
ATR	70.66	70.24	-0.42	-0.6%	0.00
Volume	8,224	1,974	-6,250	-76.0%	33,926

Daily Pivots for day following 20-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,164.00	1,142.00	1,025.75
R3	1,099.25	1,077.25	1,008.00
R2	1,034.50	1,034.50	1,002.00
R1	1,012.50	1,012.50	996.25	1,023.50
PP	969.75	969.75	969.75	975.50
S1	947.75	947.75	984.25	958.75
S2	905.00	905.00	978.50
S3	840.25	883.00	972.50
S4	775.50	818.25	954.75

Weekly Pivots for week ending 17-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,558.00	1,446.75	1,043.75
R3	1,357.00	1,245.75	988.50
R2	1,156.00	1,156.00	970.00
R1	1,044.75	1,044.75	951.75	1,100.50
PP	955.00	955.00	955.00	983.00
S1	843.75	843.75	914.75	899.50
S2	754.00	754.00	896.50
S3	553.00	642.75	878.00
S4	352.00	441.75	822.75

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	865.50	201.00	20.3%	85.75	8.7%	62%	False	False	5,770
10	1,077.75	837.50	240.25	24.3%	89.75	9.1%	64%	False	False	6,635
20	1,227.25	837.50	389.75	39.4%	72.00	7.3%	39%	False	False	6,413
40	1,303.75	837.50	466.25	47.1%	51.25	5.2%	33%	False	False	3,297

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	23.85
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	1,267.25
2.618	1,161.50
1.618	1,096.75
1.000	1,056.75
0.618	1,032.00
HIGH	992.00
0.618	967.25
0.500	959.50
0.382	952.00
LOW	927.25
0.618	887.25
1.000	862.50
1.618	822.50
2.618	757.75
4.250	652.00

Fisher Pivots for day following 20-Oct-2008
Pivot	1 day	3 day
R1	980.00	969.75
PP	969.75	949.25
S1	959.50	928.75

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