E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 15-Dec-2008
Day Change Summary
Previous Current
12-Dec-2008 15-Dec-2008 Change Change % Previous Week
Open 871.25 883.50 12.25 1.4% 871.25
High 886.50 893.00 6.50 0.7% 918.75
Low 828.75 856.25 27.50 3.3% 828.75
Close 885.50 872.25 -13.25 -1.5% 885.50
Range 57.75 36.75 -21.00 -36.4% 90.00
ATR 51.66 50.59 -1.06 -2.1% 0.00
Volume 2,054,306 2,877,490 823,184 40.1% 2,747,655
Daily Pivots for day following 15-Dec-2008
Classic Woodie Camarilla DeMark
R4 984.00 965.00 892.50
R3 947.25 928.25 882.25
R2 910.50 910.50 879.00
R1 891.50 891.50 875.50 882.50
PP 873.75 873.75 873.75 869.50
S1 854.75 854.75 869.00 846.00
S2 837.00 837.00 865.50
S3 800.25 818.00 862.25
S4 763.50 781.25 852.00
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
5 915.50 828.75 86.75 9.9% 37.25 4.3% 50% False False 1,113,728
10 918.75 811.50 107.25 12.3% 43.00 4.9% 57% False False 576,550
20 918.75 737.25 181.50 20.8% 49.50 5.7% 74% False False 293,342
40 1,006.50 737.25 269.25 30.9% 55.25 6.3% 50% False False 148,569
60 1,252.00 737.25 514.75 59.0% 60.50 6.9% 26% False False 101,201
80 1,303.75 737.25 566.50 64.9% 52.50 6.0% 24% False False 75,908
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 11.03
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,049.25
2.618 989.25
1.618 952.50
1.000 929.75
0.618 915.75
HIGH 893.00
0.618 879.00
0.500 874.50
0.382 870.25
LOW 856.25
0.618 833.50
1.000 819.50
1.618 796.75
2.618 760.00
4.250 700.00
Fisher Pivots for day following 15-Dec-2008
Pivot 1 day 3 day
R1 874.50 870.50
PP 873.75 868.50
S1 873.00 866.50

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

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