E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 12-Nov-2008
Day Change Summary
Previous Current
11-Nov-2008 12-Nov-2008 Change Change % Previous Week
Open 916.25 896.00 -20.25 -2.2% 962.75
High 924.50 907.25 -17.25 -1.9% 1,006.50
Low 881.25 846.25 -35.00 -4.0% 896.00
Close 891.00 851.50 -39.50 -4.4% 934.50
Range 43.25 61.00 17.75 41.0% 110.50
ATR 59.53 59.64 0.10 0.2% 0.00
Volume 2,667 4,992 2,325 87.2% 17,006
Daily Pivots for day following 12-Nov-2008
Classic Woodie Camarilla DeMark
R4 1,051.25 1,012.50 885.00
R3 990.25 951.50 868.25
R2 929.25 929.25 862.75
R1 890.50 890.50 857.00 879.50
PP 868.25 868.25 868.25 862.75
S1 829.50 829.50 846.00 818.50
S2 807.25 807.25 840.25
S3 746.25 768.50 834.75
S4 685.25 707.50 818.00
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
5 960.25 846.25 114.00 13.4% 51.00 6.0% 5% False True 3,850
10 1,006.50 846.25 160.25 18.8% 46.00 5.4% 3% False True 3,379
20 1,006.50 824.75 181.75 21.3% 61.00 7.2% 15% False False 3,982
40 1,281.75 824.75 457.00 53.7% 65.25 7.7% 6% False False 4,805
60 1,303.75 824.75 479.00 56.3% 51.00 6.0% 6% False False 3,209
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.75
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1,166.50
2.618 1,067.00
1.618 1,006.00
1.000 968.25
0.618 945.00
HIGH 907.25
0.618 884.00
0.500 876.75
0.382 869.50
LOW 846.25
0.618 808.50
1.000 785.25
1.618 747.50
2.618 686.50
4.250 587.00
Fisher Pivots for day following 12-Nov-2008
Pivot 1 day 3 day
R1 876.75 903.25
PP 868.25 886.00
S1 860.00 868.75

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

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