E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 12-Feb-2009
Day Change Summary
Previous Current
11-Feb-2009 12-Feb-2009 Change Change % Previous Week
Open 826.50 831.00 4.50 0.5% 823.75
High 836.25 836.75 0.50 0.1% 869.25
Low 819.50 805.50 -14.00 -1.7% 806.25
Close 831.50 835.50 4.00 0.5% 867.75
Range 16.75 31.25 14.50 86.6% 63.00
ATR 30.94 30.96 0.02 0.1% 0.00
Volume 3,210,594 2,294,910 -915,684 -28.5% 11,360,914
Daily Pivots for day following 12-Feb-2009
Classic Woodie Camarilla DeMark
R4 919.75 908.75 852.75
R3 888.50 877.50 844.00
R2 857.25 857.25 841.25
R1 846.25 846.25 838.25 851.75
PP 826.00 826.00 826.00 828.50
S1 815.00 815.00 832.75 820.50
S2 794.75 794.75 829.75
S3 763.50 783.75 827.00
S4 732.25 752.50 818.25
Weekly Pivots for week ending 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 1,036.75 1,015.25 902.50
R3 973.75 952.25 885.00
R2 910.75 910.75 879.25
R1 889.25 889.25 873.50 900.00
PP 847.75 847.75 847.75 853.00
S1 826.25 826.25 862.00 837.00
S2 784.75 784.75 856.25
S3 721.75 763.25 850.50
S4 658.75 700.25 833.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 873.00 805.50 67.50 8.1% 29.50 3.5% 44% False True 2,460,120
10 873.00 805.50 67.50 8.1% 28.00 3.3% 44% False True 2,308,981
20 876.00 797.50 78.50 9.4% 32.50 3.9% 48% False False 2,493,649
40 942.75 797.50 145.25 17.4% 29.50 3.5% 26% False False 2,006,928
60 942.75 737.25 205.50 24.6% 36.25 4.3% 48% False False 1,435,733
80 1,006.50 737.25 269.25 32.2% 42.25 5.1% 36% False False 1,077,748
100 1,252.00 737.25 514.75 61.6% 48.00 5.7% 19% False False 863,492
120 1,303.75 737.25 566.50 67.8% 44.75 5.4% 17% False False 719,581
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.90
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 969.50
2.618 918.50
1.618 887.25
1.000 868.00
0.618 856.00
HIGH 836.75
0.618 824.75
0.500 821.00
0.382 817.50
LOW 805.50
0.618 786.25
1.000 774.25
1.618 755.00
2.618 723.75
4.250 672.75
Fisher Pivots for day following 12-Feb-2009
Pivot 1 day 3 day
R1 830.75 835.75
PP 826.00 835.75
S1 821.00 835.50

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

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