E-mini S&P 500 Future September 2009


Trading Metrics calculated at close of trading on 25-Feb-2009
Day Change Summary
Previous Current
24-Feb-2009 25-Feb-2009 Change Change % Previous Week
Open 747.50 768.50 21.00 2.8% 804.25
High 766.75 773.00 6.25 0.8% 807.25
Low 740.00 747.25 7.25 1.0% 752.25
Close 763.00 756.00 -7.00 -0.9% 763.25
Range 26.75 25.75 -1.00 -3.7% 55.00
ATR 24.40 24.49 0.10 0.4% 0.00
Volume 23 417 394 1,713.0% 87
Daily Pivots for day following 25-Feb-2009
Classic Woodie Camarilla DeMark
R4 836.00 821.75 770.25
R3 810.25 796.00 763.00
R2 784.50 784.50 760.75
R1 770.25 770.25 758.25 764.50
PP 758.75 758.75 758.75 756.00
S1 744.50 744.50 753.75 738.75
S2 733.00 733.00 751.25
S3 707.25 718.75 749.00
S4 681.50 693.00 741.75
Weekly Pivots for week ending 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 939.25 906.25 793.50
R3 884.25 851.25 778.50
R2 829.25 829.25 773.25
R1 796.25 796.25 768.25 785.25
PP 774.25 774.25 774.25 768.75
S1 741.25 741.25 758.25 730.25
S2 719.25 719.25 753.25
S3 664.25 686.25 748.00
S4 609.25 631.25 733.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 793.25 732.00 61.25 8.1% 27.00 3.6% 39% False False 97
10 831.00 732.00 99.00 13.1% 23.00 3.0% 24% False False 61
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 True
Stretch 4.30
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 882.50
2.618 840.50
1.618 814.75
1.000 798.75
0.618 789.00
HIGH 773.00
0.618 763.25
0.500 760.00
0.382 757.00
LOW 747.25
0.618 731.25
1.000 721.50
1.618 705.50
2.618 679.75
4.250 637.75
Fisher Pivots for day following 25-Feb-2009
Pivot 1 day 3 day
R1 760.00 755.00
PP 758.75 754.00
S1 757.50 753.00

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

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