E-mini S&P 500 Future June 2009


Trading Metrics calculated at close of trading on 13-Mar-2009
Day Change Summary
Previous Current
12-Mar-2009 13-Mar-2009 Change Change % Previous Week
Open 717.50 747.75 30.25 4.2% 685.50
High 750.00 758.25 8.25 1.1% 758.25
Low 708.00 739.00 31.00 4.4% 668.00
Close 748.50 754.50 6.00 0.8% 754.50
Range 42.00 19.25 -22.75 -54.2% 90.25
ATR 31.00 30.16 -0.84 -2.7% 0.00
Volume 423,663 2,507,284 2,083,621 491.8% 3,290,525
Daily Pivots for day following 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 808.25 800.75 765.00
R3 789.00 781.50 759.75
R2 769.75 769.75 758.00
R1 762.25 762.25 756.25 766.00
PP 750.50 750.50 750.50 752.50
S1 743.00 743.00 752.75 746.75
S2 731.25 731.25 751.00
S3 712.00 723.75 749.25
S4 692.75 704.50 744.00
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 997.75 966.25 804.25
R3 907.50 876.00 779.25
R2 817.25 817.25 771.00
R1 785.75 785.75 762.75 801.50
PP 727.00 727.00 727.00 734.75
S1 695.50 695.50 746.25 711.25
S2 636.75 636.75 738.00
S3 546.50 605.25 729.75
S4 456.25 515.00 704.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 758.25 668.00 90.25 12.0% 30.50 4.0% 96% True False 658,105
10 758.25 662.75 95.50 12.7% 32.25 4.3% 96% True False 348,321
20 815.00 662.75 152.25 20.2% 29.50 3.9% 60% False False 180,472
40 871.75 662.75 209.00 27.7% 30.25 4.0% 44% False False 93,400
60 939.25 662.75 276.50 36.6% 28.25 3.8% 33% False False 63,145
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 6.38
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 840.00
2.618 808.75
1.618 789.50
1.000 777.50
0.618 770.25
HIGH 758.25
0.618 751.00
0.500 748.50
0.382 746.25
LOW 739.00
0.618 727.00
1.000 719.75
1.618 707.75
2.618 688.50
4.250 657.25
Fisher Pivots for day following 13-Mar-2009
Pivot 1 day 3 day
R1 752.50 747.50
PP 750.50 740.25
S1 748.50 733.00

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

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