E-mini S&P 500 Future June 2009


Trading Metrics calculated at close of trading on 09-Mar-2009
Day Change Summary
Previous Current
06-Mar-2009 09-Mar-2009 Change Change % Previous Week
Open 683.50 685.50 2.00 0.3% 728.00
High 696.00 691.75 -4.25 -0.6% 729.75
Low 662.75 668.00 5.25 0.8% 662.75
Close 684.75 673.00 -11.75 -1.7% 684.75
Range 33.25 23.75 -9.50 -28.6% 67.00
ATR 30.10 29.64 -0.45 -1.5% 0.00
Volume 73,688 106,065 32,377 43.9% 192,691
Daily Pivots for day following 09-Mar-2009
Classic Woodie Camarilla DeMark
R4 748.75 734.75 686.00
R3 725.00 711.00 679.50
R2 701.25 701.25 677.25
R1 687.25 687.25 675.25 682.50
PP 677.50 677.50 677.50 675.25
S1 663.50 663.50 670.75 658.50
S2 653.75 653.75 668.75
S3 630.00 639.75 666.50
S4 606.25 616.00 660.00
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 893.50 856.00 721.50
R3 826.50 789.00 703.25
R2 759.50 759.50 697.00
R1 722.00 722.00 691.00 707.25
PP 692.50 692.50 692.50 685.00
S1 655.00 655.00 678.50 640.25
S2 625.50 625.50 672.50
S3 558.50 588.00 666.25
S4 491.50 521.00 648.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 720.50 662.75 57.75 8.6% 32.00 4.7% 18% False False 56,482
10 776.25 662.75 113.50 16.9% 30.50 4.5% 9% False False 38,422
20 862.50 662.75 199.75 29.7% 28.75 4.3% 5% False False 22,614
40 871.75 662.75 209.00 31.1% 30.00 4.5% 5% False False 14,445
60 939.25 662.75 276.50 41.1% 28.50 4.3% 4% False False 10,073
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.10
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 792.75
2.618 754.00
1.618 730.25
1.000 715.50
0.618 706.50
HIGH 691.75
0.618 682.75
0.500 680.00
0.382 677.00
LOW 668.00
0.618 653.25
1.000 644.25
1.618 629.50
2.618 605.75
4.250 567.00
Fisher Pivots for day following 09-Mar-2009
Pivot 1 day 3 day
R1 680.00 685.50
PP 677.50 681.50
S1 675.25 677.25

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

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