E-mini S&P 500 Future September 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 713.75 748.25 34.50 4.8% 681.00
High 747.25 753.00 5.75 0.8% 753.00
Low 711.00 738.25 27.25 3.8% 665.50
Close 746.00 752.25 6.25 0.8% 752.25
Range 36.25 14.75 -21.50 -59.3% 87.50
ATR 27.85 26.92 -0.94 -3.4% 0.00
Volume 17 53 36 211.8% 217
Daily Pivots for day following 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 792.00 787.00 760.25
R3 777.25 772.25 756.25
R2 762.50 762.50 755.00
R1 757.50 757.50 753.50 760.00
PP 747.75 747.75 747.75 749.00
S1 742.75 742.75 751.00 745.25
S2 733.00 733.00 749.50
S3 718.25 728.00 748.25
S4 703.50 713.25 744.25
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 986.00 956.75 800.50
R3 898.50 869.25 776.25
R2 811.00 811.00 768.25
R1 781.75 781.75 760.25 796.50
PP 723.50 723.50 723.50 731.00
S1 694.25 694.25 744.25 709.00
S2 636.00 636.00 736.25
S3 548.50 606.75 728.25
S4 461.00 519.25 704.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 753.00 665.50 87.50 11.6% 27.50 3.7% 99% True False 43
10 753.00 662.00 91.00 12.1% 28.50 3.8% 99% True False 56
20 831.00 662.00 169.00 22.5% 26.25 3.5% 53% False False 57
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 5.05
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 815.75
2.618 791.50
1.618 776.75
1.000 767.75
0.618 762.00
HIGH 753.00
0.618 747.25
0.500 745.50
0.382 744.00
LOW 738.25
0.618 729.25
1.000 723.50
1.618 714.50
2.618 699.75
4.250 675.50
Fisher Pivots for day following 13-Mar-2009
Pivot 1 day 3 day
R1 750.00 745.25
PP 747.75 738.25
S1 745.50 731.50

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

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