E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 08-Dec-2008
Day Change Summary
Previous Current
05-Dec-2008 08-Dec-2008 Change Change % Previous Week
Open 845.25 871.25 26.00 3.1% 895.00
High 878.50 918.75 40.25 4.6% 895.75
Low 816.25 867.25 51.00 6.2% 811.50
Close 871.50 904.25 32.75 3.8% 871.50
Range 62.25 51.50 -10.75 -17.3% 84.25
ATR 56.61 56.24 -0.36 -0.6% 0.00
Volume 49,405 56,502 7,097 14.4% 141,084
Daily Pivots for day following 08-Dec-2008
Classic Woodie Camarilla DeMark
R4 1,051.25 1,029.25 932.50
R3 999.75 977.75 918.50
R2 948.25 948.25 913.75
R1 926.25 926.25 909.00 937.25
PP 896.75 896.75 896.75 902.25
S1 874.75 874.75 899.50 885.75
S2 845.25 845.25 894.75
S3 793.75 823.25 890.00
S4 742.25 771.75 876.00
Weekly Pivots for week ending 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 1,112.25 1,076.25 917.75
R3 1,028.00 992.00 894.75
R2 943.75 943.75 887.00
R1 907.75 907.75 879.25 883.50
PP 859.50 859.50 859.50 847.50
S1 823.50 823.50 863.75 799.50
S2 775.25 775.25 856.00
S3 691.00 739.25 848.25
S4 606.75 655.00 825.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 918.75 811.50 107.25 11.9% 48.50 5.4% 86% True False 39,371
10 918.75 781.50 137.25 15.2% 53.00 5.9% 89% True False 25,142
20 960.25 737.25 223.00 24.7% 56.00 6.2% 75% False False 16,214
40 1,066.50 737.25 329.25 36.4% 62.25 6.9% 51% False False 10,201
60 1,281.75 737.25 544.50 60.2% 62.00 6.9% 31% False False 8,398
80 1,303.75 737.25 566.50 62.6% 50.25 5.6% 29% False False 6,300
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 12.10
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,137.50
2.618 1,053.50
1.618 1,002.00
1.000 970.25
0.618 950.50
HIGH 918.75
0.618 899.00
0.500 893.00
0.382 887.00
LOW 867.25
0.618 835.50
1.000 815.75
1.618 784.00
2.618 732.50
4.250 648.50
Fisher Pivots for day following 08-Dec-2008
Pivot 1 day 3 day
R1 900.50 892.00
PP 896.75 879.75
S1 893.00 867.50

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

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