E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 13-Nov-2008
Day Change Summary
Previous Current
12-Nov-2008 13-Nov-2008 Change Change % Previous Week
Open 896.00 851.50 -44.50 -5.0% 962.75
High 907.25 911.75 4.50 0.5% 1,006.50
Low 846.25 810.00 -36.25 -4.3% 896.00
Close 851.50 906.25 54.75 6.4% 934.50
Range 61.00 101.75 40.75 66.8% 110.50
ATR 59.64 62.65 3.01 5.0% 0.00
Volume 4,992 4,057 -935 -18.7% 17,006
Daily Pivots for day following 13-Nov-2008
Classic Woodie Camarilla DeMark
R4 1,181.25 1,145.50 962.25
R3 1,079.50 1,043.75 934.25
R2 977.75 977.75 925.00
R1 942.00 942.00 915.50 960.00
PP 876.00 876.00 876.00 885.00
S1 840.25 840.25 897.00 858.00
S2 774.25 774.25 887.50
S3 672.50 738.50 878.25
S4 570.75 636.75 850.25
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
5 960.25 810.00 150.25 16.6% 59.50 6.6% 64% False True 4,319
10 1,006.50 810.00 196.50 21.7% 52.25 5.8% 49% False True 3,614
20 1,006.50 810.00 196.50 21.7% 62.00 6.8% 49% False True 3,746
40 1,281.75 810.00 471.75 52.1% 65.75 7.3% 20% False True 4,905
60 1,303.75 810.00 493.75 54.5% 52.75 5.8% 19% False True 3,277
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.58
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1,344.25
2.618 1,178.25
1.618 1,076.50
1.000 1,013.50
0.618 974.75
HIGH 911.75
0.618 873.00
0.500 861.00
0.382 848.75
LOW 810.00
0.618 747.00
1.000 708.25
1.618 645.25
2.618 543.50
4.250 377.50
Fisher Pivots for day following 13-Nov-2008
Pivot 1 day 3 day
R1 891.00 893.25
PP 876.00 880.25
S1 861.00 867.25

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

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