E-mini S&P 500 Future June 2009


Trading Metrics calculated at close of trading on 05-Jun-2009
Day Change Summary
Previous Current
04-Jun-2009 05-Jun-2009 Change Change % Previous Week
Open 931.00 941.00 10.00 1.1% 920.25
High 942.00 957.50 15.50 1.6% 957.50
Low 928.00 933.25 5.25 0.6% 916.50
Close 940.50 940.50 0.00 0.0% 940.50
Range 14.00 24.25 10.25 73.2% 41.00
ATR 22.94 23.03 0.09 0.4% 0.00
Volume 1,975,453 1,786,027 -189,426 -9.6% 9,916,045
Daily Pivots for day following 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 1,016.50 1,002.75 953.75
R3 992.25 978.50 947.25
R2 968.00 968.00 945.00
R1 954.25 954.25 942.75 949.00
PP 943.75 943.75 943.75 941.00
S1 930.00 930.00 938.25 924.75
S2 919.50 919.50 936.00
S3 895.25 905.75 933.75
S4 871.00 881.50 927.25
Weekly Pivots for week ending 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 1,061.25 1,041.75 963.00
R3 1,020.25 1,000.75 951.75
R2 979.25 979.25 948.00
R1 959.75 959.75 944.25 969.50
PP 938.25 938.25 938.25 943.00
S1 918.75 918.75 936.75 928.50
S2 897.25 897.25 933.00
S3 856.25 877.75 929.25
S4 815.25 836.75 918.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 957.50 916.50 41.00 4.4% 21.25 2.3% 59% True False 1,983,209
10 957.50 876.75 80.75 8.6% 22.75 2.4% 79% True False 2,164,147
20 957.50 875.25 82.25 8.7% 22.50 2.4% 79% True False 2,258,888
40 957.50 822.25 135.25 14.4% 23.25 2.5% 87% True False 2,278,713
60 957.50 708.00 249.50 26.5% 25.25 2.7% 93% True False 2,352,490
80 957.50 662.75 294.75 31.3% 26.25 2.8% 94% True False 1,773,025
100 957.50 662.75 294.75 31.3% 27.25 2.9% 94% True False 1,419,756
120 957.50 662.75 294.75 31.3% 26.75 2.9% 94% True False 1,183,394
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 5.18
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,060.50
2.618 1,021.00
1.618 996.75
1.000 981.75
0.618 972.50
HIGH 957.50
0.618 948.25
0.500 945.50
0.382 942.50
LOW 933.25
0.618 918.25
1.000 909.00
1.618 894.00
2.618 869.75
4.250 830.25
Fisher Pivots for day following 05-Jun-2009
Pivot 1 day 3 day
R1 945.50 940.25
PP 943.75 940.25
S1 942.00 940.00

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

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