E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 19-Dec-2008
Day Change Summary
Previous Current
18-Dec-2008 19-Dec-2008 Change Change % Previous Week
Open 907.00 891.00 -16.00 -1.8% 883.50
High 911.50 903.50 -8.00 -0.9% 918.25
Low 873.50 876.50 3.00 0.3% 856.25
Close 892.50 881.25 -11.25 -1.3% 881.25
Range 38.00 27.00 -11.00 -28.9% 62.00
ATR 48.17 46.66 -1.51 -3.1% 0.00
Volume 2,332,232 2,087,835 -244,397 -10.5% 12,167,750
Daily Pivots for day following 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 968.00 951.75 896.00
R3 941.00 924.75 888.75
R2 914.00 914.00 886.25
R1 897.75 897.75 883.75 892.50
PP 887.00 887.00 887.00 884.50
S1 870.75 870.75 878.75 865.50
S2 860.00 860.00 876.25
S3 833.00 843.75 873.75
S4 806.00 816.75 866.50
Weekly Pivots for week ending 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 1,071.25 1,038.25 915.25
R3 1,009.25 976.25 898.25
R2 947.25 947.25 892.50
R1 914.25 914.25 887.00 899.75
PP 885.25 885.25 885.25 878.00
S1 852.25 852.25 875.50 837.75
S2 823.25 823.25 870.00
S3 761.25 790.25 864.25
S4 699.25 728.25 847.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 918.25 856.25 62.00 7.0% 36.00 4.1% 40% False False 2,433,550
10 918.75 828.75 90.00 10.2% 38.00 4.3% 58% False False 1,491,540
20 918.75 737.25 181.50 20.6% 46.00 5.2% 79% False False 756,328
40 1,006.50 737.25 269.25 30.6% 52.00 5.9% 53% False False 380,476
60 1,222.75 737.25 485.50 55.1% 60.50 6.9% 30% False False 255,925
80 1,303.75 737.25 566.50 64.3% 54.00 6.1% 25% False False 192,036
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.63
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,018.25
2.618 974.25
1.618 947.25
1.000 930.50
0.618 920.25
HIGH 903.50
0.618 893.25
0.500 890.00
0.382 886.75
LOW 876.50
0.618 859.75
1.000 849.50
1.618 832.75
2.618 805.75
4.250 761.75
Fisher Pivots for day following 19-Dec-2008
Pivot 1 day 3 day
R1 890.00 896.00
PP 887.00 891.00
S1 884.25 886.00

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

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