E-mini S&P 500 Future June 2009


Trading Metrics calculated at close of trading on 11-Jun-2009
Day Change Summary
Previous Current
10-Jun-2009 11-Jun-2009 Change Change % Previous Week
Open 939.25 939.75 0.50 0.1% 920.25
High 955.00 956.50 1.50 0.2% 957.50
Low 927.00 936.75 9.75 1.1% 916.50
Close 940.50 942.00 1.50 0.2% 940.50
Range 28.00 19.75 -8.25 -29.5% 41.00
ATR 22.58 22.38 -0.20 -0.9% 0.00
Volume 1,928,047 2,636,837 708,790 36.8% 9,916,045
Daily Pivots for day following 11-Jun-2009
Classic Woodie Camarilla DeMark
R4 1,004.25 993.00 952.75
R3 984.50 973.25 947.50
R2 964.75 964.75 945.50
R1 953.50 953.50 943.75 959.00
PP 945.00 945.00 945.00 948.00
S1 933.75 933.75 940.25 939.50
S2 925.25 925.25 938.50
S3 905.50 914.00 936.50
S4 885.75 894.25 931.25
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
5 957.50 925.50 32.00 3.4% 21.25 2.2% 52% False False 2,146,123
10 957.50 902.25 55.25 5.9% 21.50 2.3% 72% False False 2,155,549
20 957.50 875.25 82.25 8.7% 22.00 2.3% 81% False False 2,207,230
40 957.50 823.00 134.50 14.3% 23.00 2.4% 88% False False 2,298,408
60 957.50 761.50 196.00 20.8% 24.75 2.6% 92% False False 2,359,991
80 957.50 662.75 294.75 31.3% 26.00 2.8% 95% False False 1,884,552
100 957.50 662.75 294.75 31.3% 26.50 2.8% 95% False False 1,508,772
120 957.50 662.75 294.75 31.3% 26.50 2.8% 95% False False 1,257,927
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 5.13
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,040.50
2.618 1,008.25
1.618 988.50
1.000 976.25
0.618 968.75
HIGH 956.50
0.618 949.00
0.500 946.50
0.382 944.25
LOW 936.75
0.618 924.50
1.000 917.00
1.618 904.75
2.618 885.00
4.250 852.75
Fisher Pivots for day following 11-Jun-2009
Pivot 1 day 3 day
R1 946.50 942.00
PP 945.00 941.75
S1 943.50 941.75

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

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