E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 04-Feb-2009
Day Change Summary
Previous Current
03-Feb-2009 04-Feb-2009 Change Change % Previous Week
Open 821.75 831.75 10.00 1.2% 823.50
High 839.75 849.50 9.75 1.2% 876.00
Low 816.00 826.00 10.00 1.2% 810.75
Close 831.50 829.75 -1.75 -0.2% 822.50
Range 23.75 23.50 -0.25 -1.1% 65.25
ATR 32.26 31.63 -0.63 -1.9% 0.00
Volume 1,971,077 2,093,215 122,138 6.2% 11,126,765
Daily Pivots for day following 04-Feb-2009
Classic Woodie Camarilla DeMark
R4 905.50 891.25 842.75
R3 882.00 867.75 836.25
R2 858.50 858.50 834.00
R1 844.25 844.25 832.00 839.50
PP 835.00 835.00 835.00 832.75
S1 820.75 820.75 827.50 816.00
S2 811.50 811.50 825.50
S3 788.00 797.25 823.25
S4 764.50 773.75 816.75
Weekly Pivots for week ending 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 1,032.25 992.50 858.50
R3 967.00 927.25 840.50
R2 901.75 901.75 834.50
R1 862.00 862.00 828.50 849.25
PP 836.50 836.50 836.50 830.00
S1 796.75 796.75 816.50 784.00
S2 771.25 771.25 810.50
S3 706.00 731.50 804.50
S4 640.75 666.25 786.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 871.75 806.25 65.50 7.9% 26.25 3.2% 36% False False 2,176,400
10 876.00 799.50 76.50 9.2% 29.75 3.6% 40% False False 2,357,868
20 931.75 797.50 134.25 16.2% 31.75 3.8% 24% False False 2,349,983
40 942.75 797.50 145.25 17.5% 30.75 3.7% 22% False False 1,784,718
60 960.25 737.25 223.00 26.9% 39.00 4.7% 41% False False 1,194,354
80 1,066.50 737.25 329.25 39.7% 47.25 5.7% 28% False False 896,848
100 1,281.75 737.25 544.50 65.6% 49.25 5.9% 17% False False 718,361
120 1,303.75 737.25 566.50 68.3% 43.50 5.2% 16% False False 598,635
Crabel Price Patterns
NR True
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 5.78
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 949.50
2.618 911.00
1.618 887.50
1.000 873.00
0.618 864.00
HIGH 849.50
0.618 840.50
0.500 837.75
0.382 835.00
LOW 826.00
0.618 811.50
1.000 802.50
1.618 788.00
2.618 764.50
4.250 726.00
Fisher Pivots for day following 04-Feb-2009
Pivot 1 day 3 day
R1 837.75 829.00
PP 835.00 828.50
S1 832.50 828.00

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

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