E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 10-Dec-2008
Day Change Summary
Previous Current
09-Dec-2008 10-Dec-2008 Change Change % Previous Week
Open 904.50 889.75 -14.75 -1.6% 895.00
High 915.50 907.75 -7.75 -0.8% 895.75
Low 884.00 884.00 0.00 0.0% 811.50
Close 889.00 895.25 6.25 0.7% 871.50
Range 31.50 23.75 -7.75 -24.6% 84.25
ATR 54.48 52.28 -2.19 -4.0% 0.00
Volume 93,202 169,981 76,779 82.4% 141,084
Daily Pivots for day following 10-Dec-2008
Classic Woodie Camarilla DeMark
R4 967.00 954.75 908.25
R3 943.25 931.00 901.75
R2 919.50 919.50 899.50
R1 907.25 907.25 897.50 913.50
PP 895.75 895.75 895.75 898.75
S1 883.50 883.50 893.00 889.50
S2 872.00 872.00 891.00
S3 848.25 859.75 888.75
S4 824.50 836.00 882.25
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 11.4% 42.50 4.7% 77% False False 81,535
10 918.75 811.50 107.25 12.0% 46.25 5.2% 78% False False 47,985
20 918.75 737.25 181.50 20.3% 54.00 6.0% 87% False False 28,982
40 1,007.75 737.25 270.50 30.2% 58.75 6.6% 58% False False 16,506
60 1,281.75 737.25 544.50 60.8% 61.50 6.9% 29% False False 12,783
80 1,303.75 737.25 566.50 63.3% 51.00 5.7% 28% False False 9,590
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.38
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1,008.75
2.618 970.00
1.618 946.25
1.000 931.50
0.618 922.50
HIGH 907.75
0.618 898.75
0.500 896.00
0.382 893.00
LOW 884.00
0.618 869.25
1.000 860.25
1.618 845.50
2.618 821.75
4.250 783.00
Fisher Pivots for day following 10-Dec-2008
Pivot 1 day 3 day
R1 896.00 894.50
PP 895.75 893.75
S1 895.50 893.00

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

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