E-mini S&P 500 Future September 2009


Trading Metrics calculated at close of trading on 03-Sep-2009
Day Change Summary
Previous Current
02-Sep-2009 03-Sep-2009 Change Change % Previous Week
Open 996.25 994.00 -2.25 -0.2% 1,025.00
High 1,001.00 1,004.25 3.25 0.3% 1,038.75
Low 991.00 991.25 0.25 0.0% 1,014.75
Close 994.25 1,001.75 7.50 0.8% 1,027.50
Range 10.00 13.00 3.00 30.0% 24.00
ATR 18.74 18.33 -0.41 -2.2% 0.00
Volume 3,206,696 1,920,576 -1,286,120 -40.1% 9,681,168
Daily Pivots for day following 03-Sep-2009
Classic Woodie Camarilla DeMark
R4 1,038.00 1,033.00 1,009.00
R3 1,025.00 1,020.00 1,005.25
R2 1,012.00 1,012.00 1,004.25
R1 1,007.00 1,007.00 1,003.00 1,009.50
PP 999.00 999.00 999.00 1,000.50
S1 994.00 994.00 1,000.50 996.50
S2 986.00 986.00 999.25
S3 973.00 981.00 998.25
S4 960.00 968.00 994.50
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 1,038.75 991.00 47.75 4.8% 18.00 1.8% 23% False False 2,082,635
10 1,038.75 991.00 47.75 4.8% 18.50 1.8% 23% False False 1,966,569
20 1,038.75 975.50 63.25 6.3% 19.25 1.9% 42% False False 1,898,309
40 1,038.75 865.50 173.25 17.3% 18.00 1.8% 79% False False 1,903,451
60 1,038.75 865.25 173.50 17.3% 18.00 1.8% 79% False False 1,877,802
80 1,038.75 865.25 173.50 17.3% 19.00 1.9% 79% False False 1,415,517
100 1,038.75 819.75 219.00 21.9% 19.75 2.0% 83% False False 1,133,470
120 1,038.75 745.25 293.50 29.3% 21.00 2.1% 87% False False 944,772
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.58
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,059.50
2.618 1,038.25
1.618 1,025.25
1.000 1,017.25
0.618 1,012.25
HIGH 1,004.25
0.618 999.25
0.500 997.75
0.382 996.25
LOW 991.25
0.618 983.25
1.000 978.25
1.618 970.25
2.618 957.25
4.250 936.00
Fisher Pivots for day following 03-Sep-2009
Pivot 1 day 3 day
R1 1,000.50 1,009.50
PP 999.00 1,006.75
S1 997.75 1,004.25

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

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