E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 28-Nov-2008
Day Change Summary
Previous Current
26-Nov-2008 28-Nov-2008 Change Change % Previous Week
Open 850.00 884.25 34.25 4.0% 794.50
High 886.00 895.25 9.25 1.0% 895.25
Low 828.50 872.75 44.25 5.3% 781.50
Close 884.75 894.00 9.25 1.0% 894.00
Range 57.50 22.50 -35.00 -60.9% 113.75
ATR 60.26 57.57 -2.70 -4.5% 0.00
Volume 12,606 6,480 -6,126 -48.6% 53,836
Daily Pivots for day following 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 954.75 947.00 906.50
R3 932.25 924.50 900.25
R2 909.75 909.75 898.00
R1 902.00 902.00 896.00 906.00
PP 887.25 887.25 887.25 889.25
S1 879.50 879.50 892.00 883.50
S2 864.75 864.75 890.00
S3 842.25 857.00 887.75
S4 819.75 834.50 881.50
Weekly Pivots for week ending 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 1,198.25 1,159.75 956.50
R3 1,084.50 1,046.00 925.25
R2 970.75 970.75 914.75
R1 932.25 932.25 904.50 951.50
PP 857.00 857.00 857.00 866.50
S1 818.50 818.50 883.50 837.75
S2 743.25 743.25 873.25
S3 629.50 704.75 862.75
S4 515.75 591.00 831.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 895.25 737.25 158.00 17.7% 53.25 6.0% 99% True False 14,015
10 916.00 737.25 178.75 20.0% 53.50 6.0% 88% False False 10,982
20 1,006.50 737.25 269.25 30.1% 52.75 5.9% 58% False False 7,298
40 1,161.75 737.25 424.50 47.5% 67.00 7.5% 37% False False 6,603
60 1,285.50 737.25 548.25 61.3% 59.50 6.7% 29% False False 5,106
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 12.30
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 991.00
2.618 954.25
1.618 931.75
1.000 917.75
0.618 909.25
HIGH 895.25
0.618 886.75
0.500 884.00
0.382 881.25
LOW 872.75
0.618 858.75
1.000 850.25
1.618 836.25
2.618 813.75
4.250 777.00
Fisher Pivots for day following 28-Nov-2008
Pivot 1 day 3 day
R1 890.75 883.25
PP 887.25 872.50
S1 884.00 862.00

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

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