E-mini S&P 500 Future September 2009


Trading Metrics calculated at close of trading on 22-May-2009
Day Change Summary
Previous Current
21-May-2009 22-May-2009 Change Change % Previous Week
Open 895.25 885.00 -10.25 -1.1% 876.00
High 896.25 891.00 -5.25 -0.6% 918.50
Low 873.50 878.00 4.50 0.5% 871.00
Close 884.25 880.50 -3.75 -0.4% 880.50
Range 22.75 13.00 -9.75 -42.9% 47.50
ATR 23.15 22.42 -0.72 -3.1% 0.00
Volume 7,918 9,349 1,431 18.1% 41,547
Daily Pivots for day following 22-May-2009
Classic Woodie Camarilla DeMark
R4 922.25 914.25 887.75
R3 909.25 901.25 884.00
R2 896.25 896.25 883.00
R1 888.25 888.25 881.75 885.75
PP 883.25 883.25 883.25 882.00
S1 875.25 875.25 879.25 872.75
S2 870.25 870.25 878.00
S3 857.25 862.25 877.00
S4 844.25 849.25 873.25
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 1,032.50 1,004.00 906.50
R3 985.00 956.50 893.50
R2 937.50 937.50 889.25
R1 909.00 909.00 884.75 923.25
PP 890.00 890.00 890.00 897.00
S1 861.50 861.50 876.25 875.75
S2 842.50 842.50 871.75
S3 795.00 814.00 867.50
S4 747.50 766.50 854.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 918.50 871.00 47.50 5.4% 21.00 2.4% 20% False False 8,309
10 921.75 871.00 50.75 5.8% 21.25 2.4% 19% False False 7,526
20 924.75 835.25 89.50 10.2% 21.75 2.5% 51% False False 6,283
40 924.75 772.25 152.50 17.3% 23.50 2.7% 71% False False 4,599
60 924.75 662.00 262.75 29.8% 25.00 2.8% 83% False False 3,178
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 4.18
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 946.25
2.618 925.00
1.618 912.00
1.000 904.00
0.618 899.00
HIGH 891.00
0.618 886.00
0.500 884.50
0.382 883.00
LOW 878.00
0.618 870.00
1.000 865.00
1.618 857.00
2.618 844.00
4.250 822.75
Fisher Pivots for day following 22-May-2009
Pivot 1 day 3 day
R1 884.50 896.00
PP 883.25 890.75
S1 881.75 885.75

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

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