E-mini S&P 500 Future June 2009


Trading Metrics calculated at close of trading on 07-May-2009
Day Change Summary
Previous Current
06-May-2009 07-May-2009 Change Change % Previous Week
Open 903.00 916.75 13.75 1.5% 863.25
High 918.00 929.50 11.50 1.3% 887.00
Low 891.00 898.00 7.00 0.8% 838.50
Close 917.25 907.00 -10.25 -1.1% 876.00
Range 27.00 31.50 4.50 16.7% 48.50
ATR 24.58 25.07 0.49 2.0% 0.00
Volume 1,997,855 2,650,152 652,297 32.6% 12,222,896
Daily Pivots for day following 07-May-2009
Classic Woodie Camarilla DeMark
R4 1,006.00 988.00 924.25
R3 974.50 956.50 915.75
R2 943.00 943.00 912.75
R1 925.00 925.00 910.00 918.25
PP 911.50 911.50 911.50 908.00
S1 893.50 893.50 904.00 886.75
S2 880.00 880.00 901.25
S3 848.50 862.00 898.25
S4 817.00 830.50 889.75
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
5 929.50 862.50 67.00 7.4% 23.00 2.5% 66% True False 2,266,786
10 929.50 838.50 91.00 10.0% 23.50 2.6% 75% True False 2,333,435
20 929.50 822.25 107.25 11.8% 24.00 2.6% 79% True False 2,298,538
40 929.50 708.00 221.50 24.4% 26.50 2.9% 90% True False 2,399,291
60 929.50 662.75 266.75 29.4% 27.50 3.0% 92% True False 1,611,071
80 929.50 662.75 266.75 29.4% 28.50 3.1% 92% True False 1,209,973
100 939.25 662.75 276.50 30.5% 27.75 3.0% 88% False False 968,295
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.15
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1,063.50
2.618 1,012.00
1.618 980.50
1.000 961.00
0.618 949.00
HIGH 929.50
0.618 917.50
0.500 913.75
0.382 910.00
LOW 898.00
0.618 878.50
1.000 866.50
1.618 847.00
2.618 815.50
4.250 764.00
Fisher Pivots for day following 07-May-2009
Pivot 1 day 3 day
R1 913.75 910.25
PP 911.50 909.25
S1 909.25 908.00

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

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