E-mini S&P 500 Future June 2009


Trading Metrics calculated at close of trading on 12-May-2009
Day Change Summary
Previous Current
11-May-2009 12-May-2009 Change Change % Previous Week
Open 921.00 908.75 -12.25 -1.3% 876.00
High 923.00 915.25 -7.75 -0.8% 929.50
Low 905.75 894.00 -11.75 -1.3% 876.00
Close 909.00 906.75 -2.25 -0.2% 924.75
Range 17.25 21.25 4.00 23.2% 53.50
ATR 24.62 24.38 -0.24 -1.0% 0.00
Volume 2,641,858 2,061,930 -579,928 -22.0% 11,365,477
Daily Pivots for day following 12-May-2009
Classic Woodie Camarilla DeMark
R4 969.00 959.25 918.50
R3 947.75 938.00 912.50
R2 926.50 926.50 910.75
R1 916.75 916.75 908.75 911.00
PP 905.25 905.25 905.25 902.50
S1 895.50 895.50 904.75 889.75
S2 884.00 884.00 902.75
S3 862.75 874.25 901.00
S4 841.50 853.00 895.00
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 1,070.50 1,051.25 954.25
R3 1,017.00 997.75 939.50
R2 963.50 963.50 934.50
R1 944.25 944.25 929.75 954.00
PP 910.00 910.00 910.00 915.00
S1 890.75 890.75 919.75 900.50
S2 856.50 856.50 915.00
S3 803.00 837.25 910.00
S4 749.50 783.75 895.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 929.50 891.00 38.50 4.2% 24.25 2.7% 41% False False 2,419,073
10 929.50 849.25 80.25 8.9% 23.00 2.5% 72% False False 2,342,389
20 929.50 823.00 106.50 11.7% 23.50 2.6% 79% False False 2,380,627
40 929.50 746.00 183.50 20.2% 26.00 2.9% 88% False False 2,444,315
60 929.50 662.75 266.75 29.4% 27.50 3.0% 91% False False 1,734,878
80 929.50 662.75 266.75 29.4% 28.00 3.1% 91% False False 1,302,596
100 939.25 662.75 276.50 30.5% 27.25 3.0% 88% False False 1,042,765
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.83
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,005.50
2.618 971.00
1.618 949.75
1.000 936.50
0.618 928.50
HIGH 915.25
0.618 907.25
0.500 904.50
0.382 902.00
LOW 894.00
0.618 880.75
1.000 872.75
1.618 859.50
2.618 838.25
4.250 803.75
Fisher Pivots for day following 12-May-2009
Pivot 1 day 3 day
R1 906.00 911.00
PP 905.25 909.50
S1 904.50 908.00

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

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