E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 14-Jan-2009
Day Change Summary
Previous Current
13-Jan-2009 14-Jan-2009 Change Change % Previous Week
Open 868.50 868.75 0.25 0.0% 924.75
High 874.00 875.00 1.00 0.1% 942.75
Low 857.00 832.50 -24.50 -2.9% 882.75
Close 868.50 839.75 -28.75 -3.3% 885.50
Range 17.00 42.50 25.50 150.0% 60.00
ATR 30.67 31.52 0.84 2.8% 0.00
Volume 1,654,564 2,284,001 629,437 38.0% 8,350,991
Daily Pivots for day following 14-Jan-2009
Classic Woodie Camarilla DeMark
R4 976.50 950.75 863.00
R3 934.00 908.25 851.50
R2 891.50 891.50 847.50
R1 865.75 865.75 843.75 857.50
PP 849.00 849.00 849.00 845.00
S1 823.25 823.25 835.75 815.00
S2 806.50 806.50 832.00
S3 764.00 780.75 828.00
S4 721.50 738.25 816.50
Weekly Pivots for week ending 09-Jan-2009
Classic Woodie Camarilla DeMark
R4 1,083.75 1,044.50 918.50
R3 1,023.75 984.50 902.00
R2 963.75 963.75 896.50
R1 924.50 924.50 891.00 914.00
PP 903.75 903.75 903.75 898.50
S1 864.50 864.50 880.00 854.00
S2 843.75 843.75 874.50
S3 783.75 804.50 869.00
S4 723.75 744.50 852.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 914.75 832.50 82.25 9.8% 26.50 3.2% 9% False True 1,945,587
10 942.75 832.50 110.25 13.1% 26.00 3.1% 7% False True 1,603,958
20 942.75 832.50 110.25 13.1% 26.25 3.1% 7% False True 1,520,207
40 942.75 737.25 205.50 24.5% 38.00 4.5% 50% False False 906,775
60 1,006.50 737.25 269.25 32.1% 45.50 5.4% 38% False False 605,781
80 1,252.00 737.25 514.75 61.3% 52.00 6.2% 20% False False 455,953
100 1,303.75 737.25 566.50 67.5% 47.25 5.6% 18% False False 364,768
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.15
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 1,055.50
2.618 986.25
1.618 943.75
1.000 917.50
0.618 901.25
HIGH 875.00
0.618 858.75
0.500 853.75
0.382 848.75
LOW 832.50
0.618 806.25
1.000 790.00
1.618 763.75
2.618 721.25
4.250 652.00
Fisher Pivots for day following 14-Jan-2009
Pivot 1 day 3 day
R1 853.75 859.00
PP 849.00 852.50
S1 844.50 846.25

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

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