E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 17-Dec-2008
Day Change Summary
Previous Current
16-Dec-2008 17-Dec-2008 Change Change % Previous Week
Open 872.50 913.50 41.00 4.7% 871.25
High 915.00 918.25 3.25 0.4% 918.75
Low 868.50 886.75 18.25 2.1% 828.75
Close 912.75 903.00 -9.75 -1.1% 885.50
Range 46.50 31.50 -15.00 -32.3% 90.00
ATR 50.30 48.96 -1.34 -2.7% 0.00
Volume 2,246,114 2,624,079 377,965 16.8% 2,747,655
Daily Pivots for day following 17-Dec-2008
Classic Woodie Camarilla DeMark
R4 997.25 981.50 920.25
R3 965.75 950.00 911.75
R2 934.25 934.25 908.75
R1 918.50 918.50 906.00 910.50
PP 902.75 902.75 902.75 898.75
S1 887.00 887.00 900.00 879.00
S2 871.25 871.25 897.25
S3 839.75 855.50 894.25
S4 808.25 824.00 885.75
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
5 918.25 828.75 89.50 9.9% 42.00 4.6% 83% True False 2,035,130
10 918.75 816.25 102.50 11.4% 42.25 4.7% 85% False False 1,058,333
20 918.75 737.25 181.50 20.1% 49.75 5.5% 91% False False 536,017
40 1,006.50 737.25 269.25 29.8% 54.50 6.0% 62% False False 270,210
60 1,227.25 737.25 490.00 54.3% 60.50 6.7% 34% False False 182,304
80 1,303.75 737.25 566.50 62.7% 53.25 5.9% 29% False False 136,785
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 9.50
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,052.00
2.618 1,000.75
1.618 969.25
1.000 949.75
0.618 937.75
HIGH 918.25
0.618 906.25
0.500 902.50
0.382 898.75
LOW 886.75
0.618 867.25
1.000 855.25
1.618 835.75
2.618 804.25
4.250 753.00
Fisher Pivots for day following 17-Dec-2008
Pivot 1 day 3 day
R1 902.75 897.75
PP 902.75 892.50
S1 902.50 887.25

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

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