E-mini S&P 500 Future June 2009


Trading Metrics calculated at close of trading on 19-Jan-2009
Day Change Summary
Previous Current
16-Jan-2009 19-Jan-2009 Change Change % Previous Week
Open 837.50 855.00 17.50 2.1% 879.00
High 853.50 861.25 7.75 0.9% 884.75
Low 823.00 832.75 9.75 1.2% 809.50
Close 845.00 834.00 -11.00 -1.3% 845.00
Range 30.50 28.50 -2.00 -6.6% 75.25
ATR 28.23 28.25 0.02 0.1% 0.00
Volume 16,376 16,376 0 0.0% 30,397
Daily Pivots for day following 19-Jan-2009
Classic Woodie Camarilla DeMark
R4 928.25 909.50 849.75
R3 899.75 881.00 841.75
R2 871.25 871.25 839.25
R1 852.50 852.50 836.50 847.50
PP 842.75 842.75 842.75 840.25
S1 824.00 824.00 831.50 819.00
S2 814.25 814.25 828.75
S3 785.75 795.50 826.25
S4 757.25 767.00 818.25
Weekly Pivots for week ending 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 1,072.25 1,033.75 886.50
R3 997.00 958.50 865.75
R2 921.75 921.75 858.75
R1 883.25 883.25 852.00 865.00
PP 846.50 846.50 846.50 837.25
S1 808.00 808.00 838.00 789.50
S2 771.25 771.25 831.25
S3 696.00 732.75 824.25
S4 620.75 657.50 803.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 870.75 809.50 61.25 7.3% 30.50 3.7% 40% False False 8,527
10 939.25 809.50 129.75 15.6% 27.50 3.3% 19% False False 6,091
20 939.25 809.50 129.75 15.6% 24.25 2.9% 19% False False 3,441
Crabel Price Patterns
NR True
NR4 True
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 True
Stretch 6.23
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 982.50
2.618 935.75
1.618 907.25
1.000 889.75
0.618 878.75
HIGH 861.25
0.618 850.25
0.500 847.00
0.382 843.75
LOW 832.75
0.618 815.25
1.000 804.25
1.618 786.75
2.618 758.25
4.250 711.50
Fisher Pivots for day following 19-Jan-2009
Pivot 1 day 3 day
R1 847.00 835.50
PP 842.75 835.00
S1 838.25 834.50

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

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