E-mini S&P 500 Future June 2009


Trading Metrics calculated at close of trading on 16-Mar-2009
Day Change Summary
Previous Current
13-Mar-2009 16-Mar-2009 Change Change % Previous Week
Open 747.75 750.75 3.00 0.4% 685.50
High 758.25 771.50 13.25 1.7% 758.25
Low 739.00 746.25 7.25 1.0% 668.00
Close 754.50 754.00 -0.50 -0.1% 754.50
Range 19.25 25.25 6.00 31.2% 90.25
ATR 30.16 29.81 -0.35 -1.2% 0.00
Volume 2,507,284 2,715,441 208,157 8.3% 3,290,525
Daily Pivots for day following 16-Mar-2009
Classic Woodie Camarilla DeMark
R4 833.00 818.75 768.00
R3 807.75 793.50 761.00
R2 782.50 782.50 758.75
R1 768.25 768.25 756.25 775.50
PP 757.25 757.25 757.25 760.75
S1 743.00 743.00 751.75 750.00
S2 732.00 732.00 749.25
S3 706.75 717.75 747.00
S4 681.50 692.50 740.00
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
5 771.50 670.25 101.25 13.4% 30.75 4.1% 83% True False 1,179,980
10 771.50 662.75 108.75 14.4% 31.50 4.2% 84% True False 618,231
20 815.00 662.75 152.25 20.2% 30.25 4.0% 60% False False 316,004
40 871.75 662.75 209.00 27.7% 30.00 4.0% 44% False False 160,877
60 939.25 662.75 276.50 36.7% 28.25 3.7% 33% False False 108,398
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 6.65
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 878.75
2.618 837.50
1.618 812.25
1.000 796.75
0.618 787.00
HIGH 771.50
0.618 761.75
0.500 759.00
0.382 756.00
LOW 746.25
0.618 730.75
1.000 721.00
1.618 705.50
2.618 680.25
4.250 639.00
Fisher Pivots for day following 16-Mar-2009
Pivot 1 day 3 day
R1 759.00 749.25
PP 757.25 744.50
S1 755.50 739.75

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

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