E-mini S&P 500 Future June 2009


Trading Metrics calculated at close of trading on 13-May-2009
Day Change Summary
Previous Current
12-May-2009 13-May-2009 Change Change % Previous Week
Open 908.75 907.50 -1.25 -0.1% 876.00
High 915.25 911.25 -4.00 -0.4% 929.50
Low 894.00 880.00 -14.00 -1.6% 876.00
Close 906.75 885.25 -21.50 -2.4% 924.75
Range 21.25 31.25 10.00 47.1% 53.50
ATR 24.38 24.87 0.49 2.0% 0.00
Volume 2,061,930 2,530,397 468,467 22.7% 11,365,477
Daily Pivots for day following 13-May-2009
Classic Woodie Camarilla DeMark
R4 986.00 966.75 902.50
R3 954.75 935.50 893.75
R2 923.50 923.50 891.00
R1 904.25 904.25 888.00 898.25
PP 892.25 892.25 892.25 889.00
S1 873.00 873.00 882.50 867.00
S2 861.00 861.00 879.50
S3 829.75 841.75 876.75
S4 798.50 810.50 868.00
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
5 929.50 880.00 49.50 5.6% 25.25 2.8% 11% False True 2,525,581
10 929.50 862.50 67.00 7.6% 23.25 2.6% 34% False False 2,372,982
20 929.50 823.00 106.50 12.0% 24.00 2.7% 58% False False 2,389,586
40 929.50 761.50 168.00 19.0% 26.00 2.9% 74% False False 2,436,372
60 929.50 662.75 266.75 30.1% 27.50 3.1% 83% False False 1,776,992
80 929.50 662.75 266.75 30.1% 27.50 3.1% 83% False False 1,334,157
100 939.25 662.75 276.50 31.2% 27.50 3.1% 80% False False 1,068,066
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 5.10
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,044.00
2.618 993.00
1.618 961.75
1.000 942.50
0.618 930.50
HIGH 911.25
0.618 899.25
0.500 895.50
0.382 892.00
LOW 880.00
0.618 860.75
1.000 848.75
1.618 829.50
2.618 798.25
4.250 747.25
Fisher Pivots for day following 13-May-2009
Pivot 1 day 3 day
R1 895.50 901.50
PP 892.25 896.00
S1 888.75 890.75

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

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