E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 18-Dec-2008
Day Change Summary
Previous Current
17-Dec-2008 18-Dec-2008 Change Change % Previous Week
Open 913.50 907.00 -6.50 -0.7% 871.25
High 918.25 911.50 -6.75 -0.7% 918.75
Low 886.75 873.50 -13.25 -1.5% 828.75
Close 903.00 892.50 -10.50 -1.2% 885.50
Range 31.50 38.00 6.50 20.6% 90.00
ATR 48.96 48.17 -0.78 -1.6% 0.00
Volume 2,624,079 2,332,232 -291,847 -11.1% 2,747,655
Daily Pivots for day following 18-Dec-2008
Classic Woodie Camarilla DeMark
R4 1,006.50 987.50 913.50
R3 968.50 949.50 903.00
R2 930.50 930.50 899.50
R1 911.50 911.50 896.00 902.00
PP 892.50 892.50 892.50 887.75
S1 873.50 873.50 889.00 864.00
S2 854.50 854.50 885.50
S3 816.50 835.50 882.00
S4 778.50 797.50 871.50
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 10.0% 42.00 4.7% 71% False False 2,426,844
10 918.75 816.25 102.50 11.5% 41.75 4.7% 74% False False 1,287,697
20 918.75 737.25 181.50 20.3% 48.50 5.4% 86% False False 652,265
40 1,006.50 737.25 269.25 30.2% 53.00 5.9% 58% False False 328,449
60 1,227.25 737.25 490.00 54.9% 60.50 6.8% 32% False False 221,138
80 1,303.75 737.25 566.50 63.5% 53.75 6.0% 27% False False 165,938
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 9.28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,073.00
2.618 1,011.00
1.618 973.00
1.000 949.50
0.618 935.00
HIGH 911.50
0.618 897.00
0.500 892.50
0.382 888.00
LOW 873.50
0.618 850.00
1.000 835.50
1.618 812.00
2.618 774.00
4.250 712.00
Fisher Pivots for day following 18-Dec-2008
Pivot 1 day 3 day
R1 892.50 893.50
PP 892.50 893.00
S1 892.50 892.75

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

View Archives - Comment on this page... - Back to Index of Symbols