E-mini S&P 500 Future June 2009


Trading Metrics calculated at close of trading on 18-May-2009
Day Change Summary
Previous Current
15-May-2009 18-May-2009 Change Change % Previous Week
Open 890.00 882.25 -7.75 -0.9% 921.00
High 895.50 908.75 13.25 1.5% 923.00
Low 876.75 875.25 -1.50 -0.2% 876.75
Close 883.00 907.00 24.00 2.7% 883.00
Range 18.75 33.50 14.75 78.7% 46.25
ATR 23.97 24.65 0.68 2.8% 0.00
Volume 2,200,806 2,204,790 3,984 0.2% 11,896,169
Daily Pivots for day following 18-May-2009
Classic Woodie Camarilla DeMark
R4 997.50 985.75 925.50
R3 964.00 952.25 916.25
R2 930.50 930.50 913.25
R1 918.75 918.75 910.00 924.50
PP 897.00 897.00 897.00 900.00
S1 885.25 885.25 904.00 891.00
S2 863.50 863.50 900.75
S3 830.00 851.75 897.75
S4 796.50 818.25 888.50
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
5 915.25 875.25 40.00 4.4% 24.50 2.7% 79% False True 2,291,820
10 929.50 875.25 54.25 6.0% 23.50 2.6% 59% False True 2,366,363
20 929.50 823.00 106.50 11.7% 23.50 2.6% 79% False False 2,401,083
40 929.50 765.50 164.00 18.1% 25.50 2.8% 86% False False 2,385,781
60 929.50 662.75 266.75 29.4% 27.50 3.0% 92% False False 1,891,047
80 929.50 662.75 266.75 29.4% 27.00 3.0% 92% False False 1,419,789
100 939.25 662.75 276.50 30.5% 27.50 3.0% 88% False False 1,136,708
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.23
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 1,051.00
2.618 996.50
1.618 963.00
1.000 942.25
0.618 929.50
HIGH 908.75
0.618 896.00
0.500 892.00
0.382 888.00
LOW 875.25
0.618 854.50
1.000 841.75
1.618 821.00
2.618 787.50
4.250 733.00
Fisher Pivots for day following 18-May-2009
Pivot 1 day 3 day
R1 902.00 902.00
PP 897.00 897.00
S1 892.00 892.00

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

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