E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 05-Nov-2008
Day Change Summary
Previous Current
04-Nov-2008 05-Nov-2008 Change Change % Previous Week
Open 968.00 1,000.50 32.50 3.4% 860.00
High 1,005.00 1,006.50 1.50 0.1% 980.75
Low 963.25 946.00 -17.25 -1.8% 824.75
Close 1,002.00 956.50 -45.50 -4.5% 966.25
Range 41.75 60.50 18.75 44.9% 156.00
ATR 63.57 63.35 -0.22 -0.3% 0.00
Volume 3,493 3,693 200 5.7% 12,088
Daily Pivots for day following 05-Nov-2008
Classic Woodie Camarilla DeMark
R4 1,151.25 1,114.25 989.75
R3 1,090.75 1,053.75 973.25
R2 1,030.25 1,030.25 967.50
R1 993.25 993.25 962.00 981.50
PP 969.75 969.75 969.75 963.75
S1 932.75 932.75 951.00 921.00
S2 909.25 909.25 945.50
S3 848.75 872.25 939.75
S4 788.25 811.75 923.25
Weekly Pivots for week ending 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,392.00 1,335.00 1,052.00
R3 1,236.00 1,179.00 1,009.25
R2 1,080.00 1,080.00 994.75
R1 1,023.00 1,023.00 980.50 1,051.50
PP 924.00 924.00 924.00 938.00
S1 867.00 867.00 952.00 895.50
S2 768.00 768.00 937.75
S3 612.00 711.00 923.25
S4 456.00 555.00 880.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,006.50 926.00 80.50 8.4% 41.00 4.3% 38% True False 2,908
10 1,006.50 824.75 181.75 19.0% 60.25 6.3% 72% True False 3,619
20 1,066.50 824.75 241.75 25.3% 74.00 7.7% 54% False False 4,503
40 1,281.75 824.75 457.00 47.8% 64.00 6.7% 29% False False 4,329
60 1,303.75 824.75 479.00 50.1% 46.75 4.9% 28% False False 2,888
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.85
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,263.50
2.618 1,165.00
1.618 1,104.50
1.000 1,067.00
0.618 1,044.00
HIGH 1,006.50
0.618 983.50
0.500 976.25
0.382 969.00
LOW 946.00
0.618 908.50
1.000 885.50
1.618 848.00
2.618 787.50
4.250 689.00
Fisher Pivots for day following 05-Nov-2008
Pivot 1 day 3 day
R1 976.25 976.25
PP 969.75 969.75
S1 963.00 963.00

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

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