E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 10-Nov-2008
Day Change Summary
Previous Current
07-Nov-2008 10-Nov-2008 Change Change % Previous Week
Open 908.75 937.00 28.25 3.1% 962.75
High 935.25 960.25 25.00 2.7% 1,006.50
Low 900.00 904.25 4.25 0.5% 896.00
Close 934.50 919.75 -14.75 -1.6% 934.50
Range 35.25 56.00 20.75 58.9% 110.50
ATR 61.15 60.79 -0.37 -0.6% 0.00
Volume 4,717 5,162 445 9.4% 17,006
Daily Pivots for day following 10-Nov-2008
Classic Woodie Camarilla DeMark
R4 1,096.00 1,064.00 950.50
R3 1,040.00 1,008.00 935.25
R2 984.00 984.00 930.00
R1 952.00 952.00 925.00 940.00
PP 928.00 928.00 928.00 922.00
S1 896.00 896.00 914.50 884.00
S2 872.00 872.00 909.50
S3 816.00 840.00 904.25
S4 760.00 784.00 889.00
Weekly Pivots for week ending 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 1,277.25 1,216.25 995.25
R3 1,166.75 1,105.75 965.00
R2 1,056.25 1,056.25 954.75
R1 995.25 995.25 944.75 970.50
PP 945.75 945.75 945.75 933.25
S1 884.75 884.75 924.25 860.00
S2 835.25 835.25 914.25
S3 724.75 774.25 904.00
S4 614.25 663.75 873.75
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 12.0% 50.75 5.5% 21% False False 3,756
10 1,006.50 827.00 179.50 19.5% 52.75 5.7% 52% False False 3,174
20 1,066.50 824.75 241.75 26.3% 66.00 7.2% 39% False False 4,093
40 1,281.75 824.75 457.00 49.7% 65.50 7.1% 21% False False 4,618
60 1,303.75 824.75 479.00 52.1% 49.50 5.4% 20% False False 3,081
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 10.73
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,198.25
2.618 1,106.75
1.618 1,050.75
1.000 1,016.25
0.618 994.75
HIGH 960.25
0.618 938.75
0.500 932.25
0.382 925.75
LOW 904.25
0.618 869.75
1.000 848.25
1.618 813.75
2.618 757.75
4.250 666.25
Fisher Pivots for day following 10-Nov-2008
Pivot 1 day 3 day
R1 932.25 928.00
PP 928.00 925.25
S1 924.00 922.50

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

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