E-mini S&P 500 Future June 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 809.00 835.25 26.25 3.2% 812.50
High 842.25 844.50 2.25 0.3% 844.50
Low 807.25 822.75 15.50 1.9% 775.50
Close 835.50 840.50 5.00 0.6% 840.50
Range 35.00 21.75 -13.25 -37.9% 69.00
ATR 30.48 29.85 -0.62 -2.0% 0.00
Volume 2,614,278 2,984,901 370,623 14.2% 12,760,199
Daily Pivots for day following 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 901.25 892.50 852.50
R3 879.50 870.75 846.50
R2 857.75 857.75 844.50
R1 849.00 849.00 842.50 853.50
PP 836.00 836.00 836.00 838.00
S1 827.25 827.25 838.50 831.50
S2 814.25 814.25 836.50
S3 792.50 805.50 834.50
S4 770.75 783.75 828.50
Weekly Pivots for week ending 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 1,027.25 1,002.75 878.50
R3 958.25 933.75 859.50
R2 889.25 889.25 853.25
R1 864.75 864.75 846.75 877.00
PP 820.25 820.25 820.25 826.25
S1 795.75 795.75 834.25 808.00
S2 751.25 751.25 827.75
S3 682.25 726.75 821.50
S4 613.25 657.75 802.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 844.50 775.50 69.00 8.2% 30.25 3.6% 94% True False 2,552,039
10 844.50 765.50 79.00 9.4% 30.50 3.6% 95% True False 2,634,650
20 844.50 668.00 176.50 21.0% 30.00 3.6% 98% True False 2,204,550
40 869.75 662.75 207.00 24.6% 29.25 3.5% 86% False False 1,111,064
60 884.75 662.75 222.00 26.4% 30.25 3.6% 80% False False 742,781
80 939.25 662.75 276.50 32.9% 29.25 3.5% 64% False False 557,366
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 4.88
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 937.00
2.618 901.50
1.618 879.75
1.000 866.25
0.618 858.00
HIGH 844.50
0.618 836.25
0.500 833.50
0.382 831.00
LOW 822.75
0.618 809.25
1.000 801.00
1.618 787.50
2.618 765.75
4.250 730.25
Fisher Pivots for day following 03-Apr-2009
Pivot 1 day 3 day
R1 838.25 831.00
PP 836.00 821.25
S1 833.50 811.75

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

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