E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 12-Dec-2008
Day Change Summary
Previous Current
11-Dec-2008 12-Dec-2008 Change Change % Previous Week
Open 899.50 871.25 -28.25 -3.1% 871.25
High 904.50 886.50 -18.00 -2.0% 918.75
Low 867.50 828.75 -38.75 -4.5% 828.75
Close 874.50 885.50 11.00 1.3% 885.50
Range 37.00 57.75 20.75 56.1% 90.00
ATR 51.19 51.66 0.47 0.9% 0.00
Volume 373,664 2,054,306 1,680,642 449.8% 2,747,655
Daily Pivots for day following 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 1,040.25 1,020.50 917.25
R3 982.50 962.75 901.50
R2 924.75 924.75 896.00
R1 905.00 905.00 890.75 915.00
PP 867.00 867.00 867.00 871.75
S1 847.25 847.25 880.25 857.00
S2 809.25 809.25 875.00
S3 751.50 789.50 869.50
S4 693.75 731.75 853.75
Weekly Pivots for week ending 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 1,147.75 1,106.50 935.00
R3 1,057.75 1,016.50 910.25
R2 967.75 967.75 902.00
R1 926.50 926.50 893.75 947.00
PP 877.75 877.75 877.75 888.00
S1 836.50 836.50 877.25 857.00
S2 787.75 787.75 869.00
S3 697.75 746.50 860.75
S4 607.75 656.50 836.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 918.75 828.75 90.00 10.2% 40.25 4.6% 63% False True 549,531
10 918.75 811.50 107.25 12.1% 47.50 5.4% 69% False False 288,873
20 918.75 737.25 181.50 20.5% 50.50 5.7% 82% False False 149,928
40 1,006.50 737.25 269.25 30.4% 56.25 6.4% 55% False False 76,837
60 1,281.75 737.25 544.50 61.5% 60.75 6.9% 27% False False 53,246
80 1,303.75 737.25 566.50 64.0% 52.25 5.9% 26% False False 39,939
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.15
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,132.00
2.618 1,037.75
1.618 980.00
1.000 944.25
0.618 922.25
HIGH 886.50
0.618 864.50
0.500 857.50
0.382 850.75
LOW 828.75
0.618 793.00
1.000 771.00
1.618 735.25
2.618 677.50
4.250 583.25
Fisher Pivots for day following 12-Dec-2008
Pivot 1 day 3 day
R1 876.25 879.75
PP 867.00 874.00
S1 857.50 868.25

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

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