E-mini S&P 500 Future September 2009

Trading Metrics calculated at close of trading on 03-Apr-2009

Day Change Summary
	Previous	Current
	02-Apr-2009	03-Apr-2009	Change	Change %	Previous Week
Open	811.25	833.00	21.75	2.7%	810.00
High	838.75	839.50	0.75	0.1%	839.50
Low	804.50	819.50	15.00	1.9%	772.25
Close	832.00	837.25	5.25	0.6%	837.25
Range	34.25	20.00	-14.25	-41.6%	67.25
ATR	29.00	28.35	-0.64	-2.2%	0.00
Volume	1,113	1,421	308	27.7%	6,523

Daily Pivots for day following 03-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	892.00	884.75	848.25
R3	872.00	864.75	842.75
R2	852.00	852.00	841.00
R1	844.75	844.75	839.00	848.50
PP	832.00	832.00	832.00	834.00
S1	824.75	824.75	835.50	828.50
S2	812.00	812.00	833.50
S3	792.00	804.75	831.75
S4	772.00	784.75	826.25

Weekly Pivots for week ending 03-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,018.00	995.00	874.25
R3	950.75	927.75	855.75
R2	883.50	883.50	849.50
R1	860.50	860.50	843.50	872.00
PP	816.25	816.25	816.25	822.00
S1	793.25	793.25	831.00	804.75
S2	749.00	749.00	825.00
S3	681.75	726.00	818.75
S4	614.50	658.75	800.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	839.50	772.25	67.25	8.0%	29.25	3.5%	97%	True	False	1,304
10	839.50	772.25	67.25	8.0%	28.50	3.4%	97%	True	False	1,522
20	839.50	665.50	174.00	20.8%	28.25	3.4%	99%	True	False	820
40	865.00	662.00	203.00	24.2%	26.25	3.1%	86%	False	False	435

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	4.58
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	924.50
2.618	891.75
1.618	871.75
1.000	859.50
0.618	851.75
HIGH	839.50
0.618	831.75
0.500	829.50
0.382	827.25
LOW	819.50
0.618	807.25
1.000	799.50
1.618	787.25
2.618	767.25
4.250	734.50

Fisher Pivots for day following 03-Apr-2009
Pivot	1 day	3 day
R1	834.75	827.50
PP	832.00	817.50
S1	829.50	807.75

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