E-mini S&P 500 Future September 2009


Trading Metrics calculated at close of trading on 01-May-2009
Day Change Summary
Previous Current
30-Apr-2009 01-May-2009 Change Change % Previous Week
Open 865.00 863.00 -2.00 -0.2% 859.00
High 882.50 874.25 -8.25 -0.9% 882.50
Low 861.00 859.00 -2.00 -0.2% 835.25
Close 866.00 872.00 6.00 0.7% 872.00
Range 21.50 15.25 -6.25 -29.1% 47.25
ATR 24.94 24.25 -0.69 -2.8% 0.00
Volume 7,979 2,219 -5,760 -72.2% 24,148
Daily Pivots for day following 01-May-2009
Classic Woodie Camarilla DeMark
R4 914.25 908.25 880.50
R3 899.00 893.00 876.25
R2 883.75 883.75 874.75
R1 877.75 877.75 873.50 880.75
PP 868.50 868.50 868.50 870.00
S1 862.50 862.50 870.50 865.50
S2 853.25 853.25 869.25
S3 838.00 847.25 867.75
S4 822.75 832.00 863.50
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 1,005.00 985.75 898.00
R3 957.75 938.50 885.00
R2 910.50 910.50 880.75
R1 891.25 891.25 876.25 901.00
PP 863.25 863.25 863.25 868.00
S1 844.00 844.00 867.75 853.50
S2 816.00 816.00 863.25
S3 768.75 796.75 859.00
S4 721.50 749.50 846.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 882.50 835.25 47.25 5.4% 21.25 2.4% 78% False False 4,829
10 882.50 819.75 62.75 7.2% 23.25 2.7% 83% False False 5,751
20 882.50 799.25 83.25 9.5% 23.00 2.6% 87% False False 3,690
40 882.50 662.00 220.50 25.3% 25.75 3.0% 95% False False 2,222
60 882.50 662.00 220.50 25.3% 25.50 2.9% 95% False False 1,496
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.30
Narrowest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 939.00
2.618 914.25
1.618 899.00
1.000 889.50
0.618 883.75
HIGH 874.25
0.618 868.50
0.500 866.50
0.382 864.75
LOW 859.00
0.618 849.50
1.000 843.75
1.618 834.25
2.618 819.00
4.250 794.25
Fisher Pivots for day following 01-May-2009
Pivot 1 day 3 day
R1 870.25 869.50
PP 868.50 866.75
S1 866.50 864.25

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

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