E-mini S&P 500 Future June 2009


Trading Metrics calculated at close of trading on 15-May-2009
Day Change Summary
Previous Current
14-May-2009 15-May-2009 Change Change % Previous Week
Open 885.00 890.00 5.00 0.6% 921.00
High 896.75 895.50 -1.25 -0.1% 923.00
Low 878.75 876.75 -2.00 -0.2% 876.75
Close 889.50 883.00 -6.50 -0.7% 883.00
Range 18.00 18.75 0.75 4.2% 46.25
ATR 24.38 23.97 -0.40 -1.6% 0.00
Volume 2,461,178 2,200,806 -260,372 -10.6% 11,896,169
Daily Pivots for day following 15-May-2009
Classic Woodie Camarilla DeMark
R4 941.25 931.00 893.25
R3 922.50 912.25 888.25
R2 903.75 903.75 886.50
R1 893.50 893.50 884.75 889.25
PP 885.00 885.00 885.00 883.00
S1 874.75 874.75 881.25 870.50
S2 866.25 866.25 879.50
S3 847.50 856.00 877.75
S4 828.75 837.25 872.75
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 1,033.00 1,004.25 908.50
R3 986.75 958.00 895.75
R2 940.50 940.50 891.50
R1 911.75 911.75 887.25 903.00
PP 894.25 894.25 894.25 890.00
S1 865.50 865.50 878.75 856.75
S2 848.00 848.00 874.50
S3 801.75 819.25 870.25
S4 755.50 773.00 857.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 923.00 876.75 46.25 5.2% 21.25 2.4% 14% False True 2,379,233
10 929.50 876.00 53.50 6.1% 23.00 2.6% 13% False False 2,326,164
20 929.50 823.00 106.50 12.1% 23.50 2.7% 56% False False 2,384,543
40 929.50 761.50 168.00 19.0% 25.25 2.9% 72% False False 2,399,141
60 929.50 662.75 266.75 30.2% 27.25 3.1% 83% False False 1,854,488
80 929.50 662.75 266.75 30.2% 27.25 3.1% 83% False False 1,392,273
100 939.25 662.75 276.50 31.3% 27.25 3.1% 80% False False 1,114,668
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.53
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 975.25
2.618 944.50
1.618 925.75
1.000 914.25
0.618 907.00
HIGH 895.50
0.618 888.25
0.500 886.00
0.382 884.00
LOW 876.75
0.618 865.25
1.000 858.00
1.618 846.50
2.618 827.75
4.250 797.00
Fisher Pivots for day following 15-May-2009
Pivot 1 day 3 day
R1 886.00 894.00
PP 885.00 890.25
S1 884.00 886.75

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

View Archives - Comment on this page... - Back to Index of Symbols