E-mini S&P 500 Future March 2010


Trading Metrics calculated at close of trading on 10-Sep-2009
Day Change Summary
Previous Current
09-Sep-2009 10-Sep-2009 Change Change % Previous Week
Open 1,021.25 1,026.75 5.50 0.5% 1,010.00
High 1,027.75 1,034.25 6.50 0.6% 1,021.25
Low 1,013.50 1,020.00 6.50 0.6% 984.25
Close 1,023.50 1,032.75 9.25 0.9% 1,005.00
Range 14.25 14.25 0.00 0.0% 37.00
ATR 13.63 13.68 0.04 0.3% 0.00
Volume 13 39 26 200.0% 27
Daily Pivots for day following 10-Sep-2009
Classic Woodie Camarilla DeMark
R4 1,071.75 1,066.50 1,040.50
R3 1,057.50 1,052.25 1,036.75
R2 1,043.25 1,043.25 1,035.25
R1 1,038.00 1,038.00 1,034.00 1,040.50
PP 1,029.00 1,029.00 1,029.00 1,030.25
S1 1,023.75 1,023.75 1,031.50 1,026.50
S2 1,014.75 1,014.75 1,030.25
S3 1,000.50 1,009.50 1,028.75
S4 986.25 995.25 1,025.00
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 1,114.50 1,096.75 1,025.25
R3 1,077.50 1,059.75 1,015.25
R2 1,040.50 1,040.50 1,011.75
R1 1,022.75 1,022.75 1,008.50 1,013.00
PP 1,003.50 1,003.50 1,003.50 998.75
S1 985.75 985.75 1,001.50 976.00
S2 966.50 966.50 998.25
S3 929.50 948.75 994.75
S4 892.50 911.75 984.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,034.25 984.25 50.00 4.8% 13.25 1.3% 97% True False 42
10 1,034.25 984.25 50.00 4.8% 13.25 1.3% 97% True False 24
20 1,034.25 970.00 64.25 6.2% 12.00 1.2% 98% True False 13
Crabel Price Patterns
NR False
NR4 False
NR5 False
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 3.60
Fibonacci Retracements and Extensions
4.250 1,094.75
2.618 1,071.50
1.618 1,057.25
1.000 1,048.50
0.618 1,043.00
HIGH 1,034.25
0.618 1,028.75
0.500 1,027.00
0.382 1,025.50
LOW 1,020.00
0.618 1,011.25
1.000 1,005.75
1.618 997.00
2.618 982.75
4.250 959.50
Fisher Pivots for day following 10-Sep-2009
Pivot 1 day 3 day
R1 1,031.00 1,028.25
PP 1,029.00 1,024.00
S1 1,027.00 1,019.50

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

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