E-mini S&P 500 Future June 2009


Trading Metrics calculated at close of trading on 09-Jun-2009
Day Change Summary
Previous Current
08-Jun-2009 09-Jun-2009 Change Change % Previous Week
Open 932.25 938.75 6.50 0.7% 920.25
High 946.50 947.00 0.50 0.1% 957.50
Low 925.50 934.25 8.75 0.9% 916.50
Close 938.75 939.50 0.75 0.1% 940.50
Range 21.00 12.75 -8.25 -39.3% 41.00
ATR 22.89 22.16 -0.72 -3.2% 0.00
Volume 2,399,049 1,980,655 -418,394 -17.4% 9,916,045
Daily Pivots for day following 09-Jun-2009
Classic Woodie Camarilla DeMark
R4 978.50 971.75 946.50
R3 965.75 959.00 943.00
R2 953.00 953.00 941.75
R1 946.25 946.25 940.75 949.50
PP 940.25 940.25 940.25 942.00
S1 933.50 933.50 938.25 937.00
S2 927.50 927.50 937.25
S3 914.75 920.75 936.00
S4 902.00 908.00 932.50
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% 19.00 2.0% 49% False False 2,017,629
10 957.50 886.25 71.25 7.6% 21.25 2.3% 75% False False 2,198,111
20 957.50 875.25 82.25 8.8% 22.25 2.4% 78% False False 2,208,602
40 957.50 823.00 134.50 14.3% 22.75 2.4% 87% False False 2,283,958
60 957.50 746.00 211.50 22.5% 24.75 2.6% 91% False False 2,376,636
80 957.50 662.75 294.75 31.4% 26.00 2.8% 94% False False 1,827,595
100 957.50 662.75 294.75 31.4% 27.00 2.9% 94% False False 1,463,342
120 957.50 662.75 294.75 31.4% 26.50 2.8% 94% False False 1,219,891
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.80
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1,001.25
2.618 980.50
1.618 967.75
1.000 959.75
0.618 955.00
HIGH 947.00
0.618 942.25
0.500 940.50
0.382 939.00
LOW 934.25
0.618 926.25
1.000 921.50
1.618 913.50
2.618 900.75
4.250 880.00
Fisher Pivots for day following 09-Jun-2009
Pivot 1 day 3 day
R1 940.50 941.50
PP 940.25 940.75
S1 940.00 940.25

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

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