E-mini S&P 500 Future June 2009


Trading Metrics calculated at close of trading on 21-May-2009
Day Change Summary
Previous Current
20-May-2009 21-May-2009 Change Change % Previous Week
Open 905.75 900.00 -5.75 -0.6% 921.00
High 923.50 901.00 -22.50 -2.4% 923.00
Low 899.25 877.75 -21.50 -2.4% 876.75
Close 900.00 888.75 -11.25 -1.3% 883.00
Range 24.25 23.25 -1.00 -4.1% 46.25
ATR 23.80 23.76 -0.04 -0.2% 0.00
Volume 1,981,786 2,781,625 799,839 40.4% 11,896,169
Daily Pivots for day following 21-May-2009
Classic Woodie Camarilla DeMark
R4 959.00 947.00 901.50
R3 935.75 923.75 895.25
R2 912.50 912.50 893.00
R1 900.50 900.50 891.00 895.00
PP 889.25 889.25 889.25 886.25
S1 877.25 877.25 886.50 871.50
S2 866.00 866.00 884.50
S3 842.75 854.00 882.25
S4 819.50 830.75 876.00
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
5 923.50 875.25 48.25 5.4% 22.50 2.5% 28% False False 2,219,474
10 927.75 875.25 52.50 5.9% 22.50 2.5% 26% False False 2,353,630
20 929.50 838.50 91.00 10.2% 23.00 2.6% 55% False False 2,343,532
40 929.50 775.50 154.00 17.3% 24.25 2.7% 74% False False 2,359,704
60 929.50 662.75 266.75 30.0% 26.75 3.0% 85% False False 2,001,815
80 929.50 662.75 266.75 30.0% 26.75 3.0% 85% False False 1,503,331
100 939.25 662.75 276.50 31.1% 27.50 3.1% 82% False False 1,203,621
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 4.70
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 999.75
2.618 961.75
1.618 938.50
1.000 924.25
0.618 915.25
HIGH 901.00
0.618 892.00
0.500 889.50
0.382 886.75
LOW 877.75
0.618 863.50
1.000 854.50
1.618 840.25
2.618 817.00
4.250 779.00
Fisher Pivots for day following 21-May-2009
Pivot 1 day 3 day
R1 889.50 900.50
PP 889.25 896.75
S1 889.00 892.75

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

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