E-mini S&P 500 Future September 2009


Trading Metrics calculated at close of trading on 27-Feb-2009
Day Change Summary
Previous Current
26-Feb-2009 27-Feb-2009 Change Change % Previous Week
Open 750.00 742.75 -7.25 -1.0% 769.00
High 770.25 743.75 -26.50 -3.4% 773.75
Low 744.50 724.50 -20.00 -2.7% 724.50
Close 746.00 728.25 -17.75 -2.4% 728.25
Range 25.75 19.25 -6.50 -25.2% 49.25
ATR 24.58 24.36 -0.22 -0.9% 0.00
Volume 23 7 -16 -69.6% 479
Daily Pivots for day following 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 790.00 778.25 738.75
R3 770.75 759.00 733.50
R2 751.50 751.50 731.75
R1 739.75 739.75 730.00 736.00
PP 732.25 732.25 732.25 730.25
S1 720.50 720.50 726.50 716.75
S2 713.00 713.00 724.75
S3 693.75 701.25 723.00
S4 674.50 682.00 717.75
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 890.00 858.25 755.25
R3 840.75 809.00 741.75
R2 791.50 791.50 737.25
R1 759.75 759.75 732.75 751.00
PP 742.25 742.25 742.25 737.75
S1 710.50 710.50 723.75 701.75
S2 693.00 693.00 719.25
S3 643.75 661.25 714.75
S4 594.50 612.00 701.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 773.75 724.50 49.25 6.8% 27.75 3.8% 8% False True 95
10 831.00 724.50 106.50 14.6% 24.00 3.3% 4% False True 58
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 False
Stretch 3.75
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 825.50
2.618 794.25
1.618 775.00
1.000 763.00
0.618 755.75
HIGH 743.75
0.618 736.50
0.500 734.00
0.382 731.75
LOW 724.50
0.618 712.50
1.000 705.25
1.618 693.25
2.618 674.00
4.250 642.75
Fisher Pivots for day following 27-Feb-2009
Pivot 1 day 3 day
R1 734.00 748.75
PP 732.25 742.00
S1 730.25 735.00

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

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