E-mini S&P 500 Future June 2009


Trading Metrics calculated at close of trading on 29-May-2009
Day Change Summary
Previous Current
28-May-2009 29-May-2009 Change Change % Previous Week
Open 892.25 905.00 12.75 1.4% 885.00
High 908.75 927.75 19.00 2.1% 927.75
Low 886.25 902.25 16.00 1.8% 876.75
Close 905.00 918.00 13.00 1.4% 918.00
Range 22.50 25.50 3.00 13.3% 51.00
ATR 23.74 23.87 0.13 0.5% 0.00
Volume 2,404,322 2,694,863 290,541 12.1% 9,336,887
Daily Pivots for day following 29-May-2009
Classic Woodie Camarilla DeMark
R4 992.50 980.75 932.00
R3 967.00 955.25 925.00
R2 941.50 941.50 922.75
R1 929.75 929.75 920.25 935.50
PP 916.00 916.00 916.00 919.00
S1 904.25 904.25 915.75 910.00
S2 890.50 890.50 913.25
S3 865.00 878.75 911.00
S4 839.50 853.25 904.00
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 1,060.50 1,040.25 946.00
R3 1,009.50 989.25 932.00
R2 958.50 958.50 927.25
R1 938.25 938.25 922.75 948.50
PP 907.50 907.50 907.50 912.50
S1 887.25 887.25 913.25 897.50
S2 856.50 856.50 908.75
S3 805.50 836.25 904.00
S4 754.50 785.25 890.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 927.75 876.75 51.00 5.6% 24.00 2.6% 81% True False 2,345,085
10 927.75 875.25 52.50 5.7% 23.25 2.5% 81% True False 2,282,279
20 929.50 862.50 67.00 7.3% 23.00 2.5% 83% False False 2,329,783
40 929.50 802.25 127.25 13.9% 23.75 2.6% 91% False False 2,327,528
60 929.50 662.75 266.75 29.1% 26.00 2.8% 96% False False 2,195,025
80 929.50 662.75 266.75 29.1% 26.75 2.9% 96% False False 1,649,456
100 929.50 662.75 266.75 29.1% 27.50 3.0% 96% False False 1,320,753
120 939.25 662.75 276.50 30.1% 27.00 3.0% 92% False False 1,100,761
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.40
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,036.00
2.618 994.50
1.618 969.00
1.000 953.25
0.618 943.50
HIGH 927.75
0.618 918.00
0.500 915.00
0.382 912.00
LOW 902.25
0.618 886.50
1.000 876.75
1.618 861.00
2.618 835.50
4.250 794.00
Fisher Pivots for day following 29-May-2009
Pivot 1 day 3 day
R1 917.00 914.25
PP 916.00 910.75
S1 915.00 907.00

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

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