E-mini S&P 500 Future June 2009


Trading Metrics calculated at close of trading on 06-May-2009
Day Change Summary
Previous Current
05-May-2009 06-May-2009 Change Change % Previous Week
Open 902.75 903.00 0.25 0.0% 863.25
High 905.00 918.00 13.00 1.4% 887.00
Low 893.50 891.00 -2.50 -0.3% 838.50
Close 903.50 917.25 13.75 1.5% 876.00
Range 11.50 27.00 15.50 134.8% 48.50
ATR 24.39 24.58 0.19 0.8% 0.00
Volume 2,171,103 1,997,855 -173,248 -8.0% 12,222,896
Daily Pivots for day following 06-May-2009
Classic Woodie Camarilla DeMark
R4 989.75 980.50 932.00
R3 962.75 953.50 924.75
R2 935.75 935.75 922.25
R1 926.50 926.50 919.75 931.00
PP 908.75 908.75 908.75 911.00
S1 899.50 899.50 914.75 904.00
S2 881.75 881.75 912.25
S3 854.75 872.50 909.75
S4 827.75 845.50 902.50
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 1,012.75 992.75 902.75
R3 964.25 944.25 889.25
R2 915.75 915.75 885.00
R1 895.75 895.75 880.50 905.75
PP 867.25 867.25 867.25 872.00
S1 847.25 847.25 871.50 857.25
S2 818.75 818.75 867.00
S3 770.25 798.75 862.75
S4 721.75 750.25 849.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 918.00 862.50 55.50 6.1% 21.00 2.3% 99% True False 2,220,384
10 918.00 831.25 86.75 9.5% 22.25 2.4% 99% True False 2,361,808
20 918.00 802.25 115.75 12.6% 23.50 2.6% 99% True False 2,271,120
40 918.00 708.00 210.00 22.9% 26.25 2.9% 100% True False 2,337,650
60 918.00 662.75 255.25 27.8% 27.25 3.0% 100% True False 1,567,093
80 918.00 662.75 255.25 27.8% 28.50 3.1% 100% True False 1,176,889
100 939.25 662.75 276.50 30.1% 27.75 3.0% 92% False False 941,793
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.35
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,032.75
2.618 988.75
1.618 961.75
1.000 945.00
0.618 934.75
HIGH 918.00
0.618 907.75
0.500 904.50
0.382 901.25
LOW 891.00
0.618 874.25
1.000 864.00
1.618 847.25
2.618 820.25
4.250 776.25
Fisher Pivots for day following 06-May-2009
Pivot 1 day 3 day
R1 913.00 910.50
PP 908.75 903.75
S1 904.50 897.00

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

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