E-mini S&P 500 Future June 2009


Trading Metrics calculated at close of trading on 08-Jun-2009
Day Change Summary
Previous Current
05-Jun-2009 08-Jun-2009 Change Change % Previous Week
Open 941.00 932.25 -8.75 -0.9% 920.25
High 957.50 946.50 -11.00 -1.1% 957.50
Low 933.25 925.50 -7.75 -0.8% 916.50
Close 940.50 938.75 -1.75 -0.2% 940.50
Range 24.25 21.00 -3.25 -13.4% 41.00
ATR 23.03 22.89 -0.15 -0.6% 0.00
Volume 1,786,027 2,399,049 613,022 34.3% 9,916,045
Daily Pivots for day following 08-Jun-2009
Classic Woodie Camarilla DeMark
R4 1,000.00 990.25 950.25
R3 979.00 969.25 944.50
R2 958.00 958.00 942.50
R1 948.25 948.25 940.75 953.00
PP 937.00 937.00 937.00 939.25
S1 927.25 927.25 936.75 932.00
S2 916.00 916.00 935.00
S3 895.00 906.25 933.00
S4 874.00 885.25 927.25
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
5 957.50 922.50 35.00 3.7% 19.50 2.1% 46% False False 2,061,064
10 957.50 876.75 80.75 8.6% 23.25 2.5% 77% False False 2,165,198
20 957.50 875.25 82.25 8.8% 22.25 2.4% 77% False False 2,241,662
40 957.50 823.00 134.50 14.3% 23.00 2.4% 86% False False 2,286,481
60 957.50 739.00 218.50 23.3% 25.00 2.7% 91% False False 2,385,413
80 957.50 662.75 294.75 31.4% 26.00 2.8% 94% False False 1,802,897
100 957.50 662.75 294.75 31.4% 27.25 2.9% 94% False False 1,443,699
120 957.50 662.75 294.75 31.4% 26.75 2.8% 94% False False 1,203,386
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 False
Bear Hook False
Bull Hook False
Stretch 5.18
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,035.75
2.618 1,001.50
1.618 980.50
1.000 967.50
0.618 959.50
HIGH 946.50
0.618 938.50
0.500 936.00
0.382 933.50
LOW 925.50
0.618 912.50
1.000 904.50
1.618 891.50
2.618 870.50
4.250 836.25
Fisher Pivots for day following 08-Jun-2009
Pivot 1 day 3 day
R1 937.75 941.50
PP 937.00 940.50
S1 936.00 939.75

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

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