E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 06-Nov-2008
Day Change Summary
Previous Current
05-Nov-2008 06-Nov-2008 Change Change % Previous Week
Open 1,000.50 948.50 -52.00 -5.2% 860.00
High 1,006.50 955.75 -50.75 -5.0% 980.75
Low 946.00 896.00 -50.00 -5.3% 824.75
Close 956.50 902.75 -53.75 -5.6% 966.25
Range 60.50 59.75 -0.75 -1.2% 156.00
ATR 63.35 63.15 -0.20 -0.3% 0.00
Volume 3,693 1,716 -1,977 -53.5% 12,088
Daily Pivots for day following 06-Nov-2008
Classic Woodie Camarilla DeMark
R4 1,097.50 1,059.75 935.50
R3 1,037.75 1,000.00 919.25
R2 978.00 978.00 913.75
R1 940.25 940.25 908.25 929.25
PP 918.25 918.25 918.25 912.50
S1 880.50 880.50 897.25 869.50
S2 858.50 858.50 891.75
S3 798.75 820.75 886.25
S4 739.00 761.00 870.00
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 1,006.50 896.00 110.50 12.2% 45.00 5.0% 6% False True 2,909
10 1,006.50 824.75 181.75 20.1% 59.75 6.6% 43% False False 3,112
20 1,066.50 824.75 241.75 26.8% 71.75 8.0% 32% False False 4,332
40 1,281.75 824.75 457.00 50.6% 64.50 7.2% 17% False False 4,372
60 1,303.75 824.75 479.00 53.1% 47.75 5.3% 16% False False 2,917
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 10.78
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,209.75
2.618 1,112.25
1.618 1,052.50
1.000 1,015.50
0.618 992.75
HIGH 955.75
0.618 933.00
0.500 926.00
0.382 918.75
LOW 896.00
0.618 859.00
1.000 836.25
1.618 799.25
2.618 739.50
4.250 642.00
Fisher Pivots for day following 06-Nov-2008
Pivot 1 day 3 day
R1 926.00 951.25
PP 918.25 935.00
S1 910.50 919.00

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

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