E-mini S&P 500 Future September 2009


Trading Metrics calculated at close of trading on 09-Mar-2009
Day Change Summary
Previous Current
06-Mar-2009 09-Mar-2009 Change Change % Previous Week
Open 685.25 681.00 -4.25 -0.6% 714.00
High 692.50 688.25 -4.25 -0.6% 717.75
Low 662.00 668.00 6.00 0.9% 662.00
Close 682.50 670.75 -11.75 -1.7% 682.50
Range 30.50 20.25 -10.25 -33.6% 55.75
ATR 26.83 26.36 -0.47 -1.8% 0.00
Volume 91 82 -9 -9.9% 346
Daily Pivots for day following 09-Mar-2009
Classic Woodie Camarilla DeMark
R4 736.50 723.75 682.00
R3 716.25 703.50 676.25
R2 696.00 696.00 674.50
R1 683.25 683.25 672.50 679.50
PP 675.75 675.75 675.75 673.75
S1 663.00 663.00 669.00 659.25
S2 655.50 655.50 667.00
S3 635.25 642.75 665.25
S4 615.00 622.50 659.50
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 854.75 824.25 713.25
R3 799.00 768.50 697.75
R2 743.25 743.25 692.75
R1 712.75 712.75 687.50 700.00
PP 687.50 687.50 687.50 681.00
S1 657.00 657.00 677.50 644.50
S2 631.75 631.75 672.25
S3 576.00 601.25 667.25
S4 520.25 545.50 651.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 716.75 662.00 54.75 8.2% 28.25 4.2% 16% False False 70
10 773.00 662.00 111.00 16.5% 26.50 3.9% 8% False False 89
20 865.00 662.00 203.00 30.3% 25.00 3.7% 4% False False 54
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.73
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 774.25
2.618 741.25
1.618 721.00
1.000 708.50
0.618 700.75
HIGH 688.25
0.618 680.50
0.500 678.00
0.382 675.75
LOW 668.00
0.618 655.50
1.000 647.75
1.618 635.25
2.618 615.00
4.250 582.00
Fisher Pivots for day following 09-Mar-2009
Pivot 1 day 3 day
R1 678.00 680.00
PP 675.75 676.75
S1 673.25 673.75

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

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