E-mini S&P 500 Future September 2009


Trading Metrics calculated at close of trading on 31-Aug-2009
Day Change Summary
Previous Current
28-Aug-2009 31-Aug-2009 Change Change % Previous Week
Open 1,029.25 1,026.50 -2.75 -0.3% 1,025.00
High 1,038.75 1,031.00 -7.75 -0.7% 1,038.75
Low 1,022.00 1,013.25 -8.75 -0.9% 1,014.75
Close 1,027.50 1,019.75 -7.75 -0.8% 1,027.50
Range 16.75 17.75 1.00 6.0% 24.00
ATR 18.45 18.40 -0.05 -0.3% 0.00
Volume 2,068,535 1,570,206 -498,329 -24.1% 9,681,168
Daily Pivots for day following 31-Aug-2009
Classic Woodie Camarilla DeMark
R4 1,074.50 1,065.00 1,029.50
R3 1,056.75 1,047.25 1,024.75
R2 1,039.00 1,039.00 1,023.00
R1 1,029.50 1,029.50 1,021.50 1,025.50
PP 1,021.25 1,021.25 1,021.25 1,019.25
S1 1,011.75 1,011.75 1,018.00 1,007.50
S2 1,003.50 1,003.50 1,016.50
S3 985.75 994.00 1,014.75
S4 968.00 976.25 1,010.00
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 1,099.00 1,087.25 1,040.75
R3 1,075.00 1,063.25 1,034.00
R2 1,051.00 1,051.00 1,032.00
R1 1,039.25 1,039.25 1,029.75 1,045.00
PP 1,027.00 1,027.00 1,027.00 1,030.00
S1 1,015.25 1,015.25 1,025.25 1,021.00
S2 1,003.00 1,003.00 1,023.00
S3 979.00 991.25 1,021.00
S4 955.00 967.25 1,014.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,038.75 1,013.25 25.50 2.5% 16.75 1.6% 25% False True 1,863,729
10 1,038.75 976.25 62.50 6.1% 17.75 1.7% 70% False False 1,897,360
20 1,038.75 975.50 63.25 6.2% 18.75 1.8% 70% False False 1,834,142
40 1,038.75 865.25 173.50 17.0% 18.00 1.8% 89% False False 1,888,236
60 1,038.75 865.25 173.50 17.0% 18.00 1.8% 89% False False 1,770,104
80 1,038.75 865.25 173.50 17.0% 19.00 1.9% 89% False False 1,331,097
100 1,038.75 818.50 220.25 21.6% 20.00 2.0% 91% False False 1,065,773
120 1,038.75 711.00 327.75 32.1% 21.25 2.1% 94% False False 888,319
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 5.53
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,106.50
2.618 1,077.50
1.618 1,059.75
1.000 1,048.75
0.618 1,042.00
HIGH 1,031.00
0.618 1,024.25
0.500 1,022.00
0.382 1,020.00
LOW 1,013.25
0.618 1,002.25
1.000 995.50
1.618 984.50
2.618 966.75
4.250 937.75
Fisher Pivots for day following 31-Aug-2009
Pivot 1 day 3 day
R1 1,022.00 1,026.00
PP 1,021.25 1,024.00
S1 1,020.50 1,021.75

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

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