E-mini S&P 500 Future March 2009

Trading Metrics calculated at close of trading on 18-Mar-2009

Day Change Summary
	Previous	Current
	17-Mar-2009	18-Mar-2009	Change	Change %	Previous Week
Open	756.50	779.00	22.50	3.0%	688.75
High	780.75	804.00	23.25	3.0%	761.25
Low	749.50	765.50	16.00	2.1%	670.75
Close	778.75	795.50	16.75	2.2%	757.75
Range	31.25	38.50	7.25	23.2%	90.50
ATR	30.70	31.26	0.56	1.8%	0.00
Volume	827,057	700,058	-126,999	-15.4%	14,527,009

Daily Pivots for day following 18-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	903.75	888.25	816.75
R3	865.25	849.75	806.00
R2	826.75	826.75	802.50
R1	811.25	811.25	799.00	819.00
PP	788.25	788.25	788.25	792.25
S1	772.75	772.75	792.00	780.50
S2	749.75	749.75	788.50
S3	711.25	734.25	785.00
S4	672.75	695.75	774.25

Weekly Pivots for week ending 13-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,001.50	970.00	807.50
R3	911.00	879.50	782.75
R2	820.50	820.50	774.25
R1	789.00	789.00	766.00	804.75
PP	730.00	730.00	730.00	737.75
S1	698.50	698.50	749.50	714.25
S2	639.50	639.50	741.25
S3	549.00	608.00	732.75
S4	458.50	517.50	708.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	804.00	711.25	92.75	11.7%	31.00	3.9%	91%	True	False	1,559,446
10	804.00	665.75	138.25	17.4%	31.75	4.0%	94%	True	False	2,364,206
20	804.00	665.75	138.25	17.4%	31.50	4.0%	94%	True	False	2,607,851
40	876.00	665.75	210.25	26.4%	30.50	3.8%	62%	False	False	2,532,862
60	942.75	665.75	277.00	34.8%	29.50	3.7%	47%	False	False	2,224,255
80	942.75	665.75	277.00	34.8%	34.25	4.3%	47%	False	False	1,831,257
100	1,006.50	665.75	340.75	42.8%	39.00	4.9%	38%	False	False	1,465,932
120	1,227.25	665.75	561.50	70.6%	45.00	5.7%	23%	False	False	1,222,697

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	7.03
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	967.50
2.618	904.75
1.618	866.25
1.000	842.50
0.618	827.75
HIGH	804.00
0.618	789.25
0.500	784.75
0.382	780.25
LOW	765.50
0.618	741.75
1.000	727.00
1.618	703.25
2.618	664.75
4.250	602.00

Fisher Pivots for day following 18-Mar-2009
Pivot	1 day	3 day
R1	792.00	789.25
PP	788.25	783.00
S1	784.75	776.75

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols