E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 23-Jan-2009
Day Change Summary
Previous Current
22-Jan-2009 23-Jan-2009 Change Change % Previous Week
Open 837.00 824.25 -12.75 -1.5% 851.75
High 844.00 836.00 -8.00 -0.9% 865.75
Low 807.50 799.50 -8.00 -1.0% 797.50
Close 825.50 823.50 -2.00 -0.2% 823.50
Range 36.50 36.50 0.00 0.0% 68.25
ATR 34.79 34.91 0.12 0.4% 0.00
Volume 2,859,490 3,060,637 201,147 7.0% 11,580,006
Daily Pivots for day following 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 929.25 912.75 843.50
R3 892.75 876.25 833.50
R2 856.25 856.25 830.25
R1 839.75 839.75 826.75 829.75
PP 819.75 819.75 819.75 814.50
S1 803.25 803.25 820.25 793.25
S2 783.25 783.25 816.75
S3 746.75 766.75 813.50
S4 710.25 730.25 803.50
Weekly Pivots for week ending 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 1,033.75 996.75 861.00
R3 965.50 928.50 842.25
R2 897.25 897.25 836.00
R1 860.25 860.25 829.75 844.50
PP 829.00 829.00 829.00 821.00
S1 792.00 792.00 817.25 776.50
S2 760.75 760.75 811.00
S3 692.50 723.75 804.75
S4 624.25 655.50 786.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 865.75 797.50 68.25 8.3% 42.25 5.1% 38% False False 2,990,279
10 914.75 797.50 117.25 14.2% 36.25 4.4% 22% False False 2,546,761
20 942.75 797.50 145.25 17.6% 28.25 3.4% 18% False False 1,789,587
40 942.75 797.50 145.25 17.6% 35.25 4.3% 18% False False 1,347,863
60 1,006.50 737.25 269.25 32.7% 42.50 5.2% 32% False False 900,409
80 1,177.25 737.25 440.00 53.4% 51.50 6.2% 20% False False 676,867
100 1,303.75 737.25 566.50 68.8% 49.00 6.0% 15% False False 541,776
Crabel Price Patterns
NR False
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 8.38
Fibonacci Retracements and Extensions
4.250 991.00
2.618 931.50
1.618 895.00
1.000 872.50
0.618 858.50
HIGH 836.00
0.618 822.00
0.500 817.75
0.382 813.50
LOW 799.50
0.618 777.00
1.000 763.00
1.618 740.50
2.618 704.00
4.250 644.50
Fisher Pivots for day following 23-Jan-2009
Pivot 1 day 3 day
R1 821.50 823.00
PP 819.75 822.25
S1 817.75 821.75

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

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