E-mini S&P 500 Future June 2009


Trading Metrics calculated at close of trading on 22-Dec-2008
Day Change Summary
Previous Current
19-Dec-2008 22-Dec-2008 Change Change % Previous Week
Open 887.50 881.00 -6.50 -0.7% 882.00
High 900.25 887.75 -12.50 -1.4% 915.00
Low 874.75 850.75 -24.00 -2.7% 856.25
Close 879.00 869.00 -10.00 -1.1% 879.00
Range 25.50 37.00 11.50 45.1% 58.75
ATR 0.00 35.38 35.38 0.00
Volume 291 1,009 718 246.7% 633
Daily Pivots for day following 22-Dec-2008
Classic Woodie Camarilla DeMark
R4 980.25 961.50 889.25
R3 943.25 924.50 879.25
R2 906.25 906.25 875.75
R1 887.50 887.50 872.50 878.50
PP 869.25 869.25 869.25 864.50
S1 850.50 850.50 865.50 841.50
S2 832.25 832.25 862.25
S3 795.25 813.50 858.75
S4 758.25 776.50 848.75
Weekly Pivots for week ending 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 1,059.75 1,028.00 911.25
R3 1,001.00 969.25 895.25
R2 942.25 942.25 889.75
R1 910.50 910.50 884.50 897.00
PP 883.50 883.50 883.50 876.50
S1 851.75 851.75 873.50 838.25
S2 824.75 824.75 868.25
S3 766.00 793.00 862.75
S4 707.25 734.25 846.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 915.00 850.75 64.25 7.4% 32.00 3.7% 28% False True 324
10 915.00 834.25 80.75 9.3% 30.00 3.5% 43% False False 180
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 6.63
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,045.00
2.618 984.50
1.618 947.50
1.000 924.75
0.618 910.50
HIGH 887.75
0.618 873.50
0.500 869.25
0.382 865.00
LOW 850.75
0.618 828.00
1.000 813.75
1.618 791.00
2.618 754.00
4.250 693.50
Fisher Pivots for day following 22-Dec-2008
Pivot 1 day 3 day
R1 869.25 879.00
PP 869.25 875.50
S1 869.00 872.25

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
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.