E-mini S&P 500 Future September 2009

Trading Metrics calculated at close of trading on 18-Mar-2009

Day Change Summary
	Previous	Current
	17-Mar-2009	18-Mar-2009	Change	Change %	Previous Week
Open	753.50	772.75	19.25	2.6%	681.00
High	775.50	798.25	22.75	2.9%	753.00
Low	745.25	760.50	15.25	2.0%	665.50
Close	772.75	788.75	16.00	2.1%	752.25
Range	30.25	37.75	7.50	24.8%	87.50
ATR	26.83	27.61	0.78	2.9%	0.00
Volume	369	352	-17	-4.6%	217

Daily Pivots for day following 18-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	895.75	880.00	809.50
R3	858.00	842.25	799.25
R2	820.25	820.25	795.75
R1	804.50	804.50	792.25	812.50
PP	782.50	782.50	782.50	786.50
S1	766.75	766.75	785.25	774.50
S2	744.75	744.75	781.75
S3	707.00	729.00	778.25
S4	669.25	691.25	768.00

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	798.25	711.00	87.25	11.1%	28.25	3.6%	89%	True	False	170
10	798.25	662.00	136.25	17.3%	28.50	3.6%	93%	True	False	114
20	798.25	662.00	136.25	17.3%	27.75	3.5%	93%	True	False	93

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.78
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	958.75
2.618	897.00
1.618	859.25
1.000	836.00
0.618	821.50
HIGH	798.25
0.618	783.75
0.500	779.50
0.382	775.00
LOW	760.50
0.618	737.25
1.000	722.75
1.618	699.50
2.618	661.75
4.250	600.00

Fisher Pivots for day following 18-Mar-2009
Pivot	1 day	3 day
R1	785.50	783.00
PP	782.50	777.50
S1	779.50	771.75

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols