E-mini S&P 500 Future September 2009


Trading Metrics calculated at close of trading on 26-Jun-2009
Day Change Summary
Previous Current
25-Jun-2009 26-Jun-2009 Change Change % Previous Week
Open 898.00 917.00 19.00 2.1% 914.50
High 917.75 919.00 1.25 0.1% 919.25
Low 891.00 908.50 17.50 2.0% 884.25
Close 916.50 914.00 -2.50 -0.3% 914.00
Range 26.75 10.50 -16.25 -60.7% 35.00
ATR 20.29 19.59 -0.70 -3.4% 0.00
Volume 1,749,833 2,278,262 528,429 30.2% 9,530,440
Daily Pivots for day following 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 945.25 940.25 919.75
R3 934.75 929.75 917.00
R2 924.25 924.25 916.00
R1 919.25 919.25 915.00 916.50
PP 913.75 913.75 913.75 912.50
S1 908.75 908.75 913.00 906.00
S2 903.25 903.25 912.00
S3 892.75 898.25 911.00
S4 882.25 887.75 908.25
Weekly Pivots for week ending 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 1,010.75 997.50 933.25
R3 975.75 962.50 923.50
R2 940.75 940.75 920.50
R1 927.50 927.50 917.25 916.50
PP 905.75 905.75 905.75 900.50
S1 892.50 892.50 910.75 881.50
S2 870.75 870.75 907.50
S3 835.75 857.50 904.50
S4 800.75 822.50 894.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 919.25 884.25 35.00 3.8% 19.50 2.1% 85% False False 1,906,088
10 938.75 884.25 54.50 6.0% 18.00 2.0% 55% False False 1,988,524
20 953.00 884.25 68.75 7.5% 19.00 2.1% 43% False False 1,131,150
40 953.00 859.00 94.00 10.3% 20.75 2.3% 59% False False 569,447
60 953.00 799.25 153.75 16.8% 21.75 2.4% 75% False False 380,843
80 953.00 662.00 291.00 31.8% 23.50 2.6% 87% False False 285,807
100 953.00 662.00 291.00 31.8% 23.50 2.6% 87% False False 228,654
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 3.60
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 963.50
2.618 946.50
1.618 936.00
1.000 929.50
0.618 925.50
HIGH 919.00
0.618 915.00
0.500 913.75
0.382 912.50
LOW 908.50
0.618 902.00
1.000 898.00
1.618 891.50
2.618 881.00
4.250 864.00
Fisher Pivots for day following 26-Jun-2009
Pivot 1 day 3 day
R1 914.00 910.50
PP 913.75 907.00
S1 913.75 903.50

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.