E-mini S&P 500 Future September 2009


Trading Metrics calculated at close of trading on 18-Aug-2009
Day Change Summary
Previous Current
17-Aug-2009 18-Aug-2009 Change Change % Previous Week
Open 1,004.25 978.25 -26.00 -2.6% 1,005.75
High 1,004.25 990.00 -14.25 -1.4% 1,015.75
Low 975.50 976.25 0.75 0.1% 985.75
Close 978.25 989.50 11.25 1.2% 1,005.75
Range 28.75 13.75 -15.00 -52.2% 30.00
ATR 19.25 18.86 -0.39 -2.0% 0.00
Volume 1,836,478 2,201,445 364,967 19.9% 8,649,822
Daily Pivots for day following 18-Aug-2009
Classic Woodie Camarilla DeMark
R4 1,026.50 1,021.75 997.00
R3 1,012.75 1,008.00 993.25
R2 999.00 999.00 992.00
R1 994.25 994.25 990.75 996.50
PP 985.25 985.25 985.25 986.50
S1 980.50 980.50 988.25 983.00
S2 971.50 971.50 987.00
S3 957.75 966.75 985.75
S4 944.00 953.00 982.00
Weekly Pivots for week ending 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 1,092.50 1,079.00 1,022.25
R3 1,062.50 1,049.00 1,014.00
R2 1,032.50 1,032.50 1,011.25
R1 1,019.00 1,019.00 1,008.50 1,020.75
PP 1,002.50 1,002.50 1,002.50 1,003.25
S1 989.00 989.00 1,003.00 990.75
S2 972.50 972.50 1,000.25
S3 942.50 959.00 997.50
S4 912.50 929.00 989.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,015.75 975.50 40.25 4.1% 21.75 2.2% 35% False False 1,903,898
10 1,016.00 975.50 40.50 4.1% 19.75 2.0% 35% False False 1,815,640
20 1,016.00 943.50 72.50 7.3% 18.25 1.8% 63% False False 1,872,128
40 1,016.00 865.25 150.75 15.2% 17.75 1.8% 82% False False 1,871,710
60 1,016.00 865.25 150.75 15.2% 18.75 1.9% 82% False False 1,493,933
80 1,016.00 835.25 180.75 18.3% 19.50 2.0% 85% False False 1,122,021
100 1,016.00 772.25 243.75 24.6% 20.75 2.1% 89% False False 898,200
120 1,016.00 662.00 354.00 35.8% 22.00 2.2% 93% False False 748,555
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.58
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,048.50
2.618 1,026.00
1.618 1,012.25
1.000 1,003.75
0.618 998.50
HIGH 990.00
0.618 984.75
0.500 983.00
0.382 981.50
LOW 976.25
0.618 967.75
1.000 962.50
1.618 954.00
2.618 940.25
4.250 917.75
Fisher Pivots for day following 18-Aug-2009
Pivot 1 day 3 day
R1 987.50 995.50
PP 985.25 993.50
S1 983.00 991.50

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

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