E-mini S&P 500 Future September 2009


Trading Metrics calculated at close of trading on 01-Apr-2009
Day Change Summary
Previous Current
31-Mar-2009 01-Apr-2009 Change Change % Previous Week
Open 782.00 786.25 4.25 0.5% 774.00
High 803.75 806.50 2.75 0.3% 827.00
Low 781.25 776.00 -5.25 -0.7% 774.00
Close 791.25 805.50 14.25 1.8% 812.75
Range 22.50 30.50 8.00 35.6% 53.00
ATR 28.44 28.59 0.15 0.5% 0.00
Volume 1,018 2,008 990 97.2% 8,704
Daily Pivots for day following 01-Apr-2009
Classic Woodie Camarilla DeMark
R4 887.50 877.00 822.25
R3 857.00 846.50 814.00
R2 826.50 826.50 811.00
R1 816.00 816.00 808.25 821.25
PP 796.00 796.00 796.00 798.50
S1 785.50 785.50 802.75 790.75
S2 765.50 765.50 800.00
S3 735.00 755.00 797.00
S4 704.50 724.50 788.75
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 963.50 941.25 842.00
R3 910.50 888.25 827.25
R2 857.50 857.50 822.50
R1 835.25 835.25 817.50 846.50
PP 804.50 804.50 804.50 810.25
S1 782.25 782.25 808.00 793.50
S2 751.50 751.50 803.00
S3 698.50 729.25 798.25
S4 645.50 676.25 783.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 827.00 772.25 54.75 6.8% 27.00 3.3% 61% False False 2,031
10 827.00 758.25 68.75 8.5% 28.25 3.5% 69% False False 1,288
20 827.00 662.00 165.00 20.5% 28.25 3.5% 87% False False 701
40 865.00 662.00 203.00 25.2% 26.25 3.2% 71% False False 372
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 4.60
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 936.00
2.618 886.25
1.618 855.75
1.000 837.00
0.618 825.25
HIGH 806.50
0.618 794.75
0.500 791.25
0.382 787.75
LOW 776.00
0.618 757.25
1.000 745.50
1.618 726.75
2.618 696.25
4.250 646.50
Fisher Pivots for day following 01-Apr-2009
Pivot 1 day 3 day
R1 800.75 801.00
PP 796.00 796.50
S1 791.25 792.00

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

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