E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 09-Dec-2008
Day Change Summary
Previous Current
08-Dec-2008 09-Dec-2008 Change Change % Previous Week
Open 871.25 904.50 33.25 3.8% 895.00
High 918.75 915.50 -3.25 -0.4% 895.75
Low 867.25 884.00 16.75 1.9% 811.50
Close 904.25 889.00 -15.25 -1.7% 871.50
Range 51.50 31.50 -20.00 -38.8% 84.25
ATR 56.24 54.48 -1.77 -3.1% 0.00
Volume 56,502 93,202 36,700 65.0% 141,084
Daily Pivots for day following 09-Dec-2008
Classic Woodie Camarilla DeMark
R4 990.75 971.25 906.25
R3 959.25 939.75 897.75
R2 927.75 927.75 894.75
R1 908.25 908.25 892.00 902.25
PP 896.25 896.25 896.25 893.00
S1 876.75 876.75 886.00 870.75
S2 864.75 864.75 883.25
S3 833.25 845.25 880.25
S4 801.75 813.75 871.75
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
5 918.75 816.25 102.50 11.5% 47.25 5.3% 71% False False 54,721
10 918.75 811.50 107.25 12.1% 47.75 5.4% 72% False False 33,405
20 924.50 737.25 187.25 21.1% 55.00 6.2% 81% False False 20,616
40 1,066.50 737.25 329.25 37.0% 60.50 6.8% 46% False False 12,355
60 1,281.75 737.25 544.50 61.2% 62.00 7.0% 28% False False 9,951
80 1,303.75 737.25 566.50 63.7% 50.75 5.7% 27% False False 7,465
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.90
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,049.50
2.618 998.00
1.618 966.50
1.000 947.00
0.618 935.00
HIGH 915.50
0.618 903.50
0.500 899.75
0.382 896.00
LOW 884.00
0.618 864.50
1.000 852.50
1.618 833.00
2.618 801.50
4.250 750.00
Fisher Pivots for day following 09-Dec-2008
Pivot 1 day 3 day
R1 899.75 881.75
PP 896.25 874.75
S1 892.50 867.50

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

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