E-mini S&P 500 Future June 2009


Trading Metrics calculated at close of trading on 10-Mar-2009
Day Change Summary
Previous Current
09-Mar-2009 10-Mar-2009 Change Change % Previous Week
Open 685.50 671.25 -14.25 -2.1% 728.00
High 691.75 718.50 26.75 3.9% 729.75
Low 668.00 670.25 2.25 0.3% 662.75
Close 673.00 713.00 40.00 5.9% 684.75
Range 23.75 48.25 24.50 103.2% 67.00
ATR 29.64 30.97 1.33 4.5% 0.00
Volume 106,065 69,001 -37,064 -34.9% 192,691
Daily Pivots for day following 10-Mar-2009
Classic Woodie Camarilla DeMark
R4 845.25 827.50 739.50
R3 797.00 779.25 726.25
R2 748.75 748.75 721.75
R1 731.00 731.00 717.50 740.00
PP 700.50 700.50 700.50 705.00
S1 682.75 682.75 708.50 691.50
S2 652.25 652.25 704.25
S3 604.00 634.50 699.75
S4 555.75 586.25 686.50
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 8.1% 36.50 5.1% 87% False False 66,051
10 776.25 662.75 113.50 15.9% 32.25 4.5% 44% False False 42,983
20 836.75 662.75 174.00 24.4% 29.00 4.1% 29% False False 25,980
40 871.75 662.75 209.00 29.3% 30.75 4.3% 24% False False 16,128
60 939.25 662.75 276.50 38.8% 28.50 4.0% 18% False False 11,222
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.05
Widest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 923.50
2.618 844.75
1.618 796.50
1.000 766.75
0.618 748.25
HIGH 718.50
0.618 700.00
0.500 694.50
0.382 688.75
LOW 670.25
0.618 640.50
1.000 622.00
1.618 592.25
2.618 544.00
4.250 465.25
Fisher Pivots for day following 10-Mar-2009
Pivot 1 day 3 day
R1 706.75 705.50
PP 700.50 698.00
S1 694.50 690.50

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

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