E-mini S&P 500 Future September 2009


Trading Metrics calculated at close of trading on 04-Sep-2009
Day Change Summary
Previous Current
03-Sep-2009 04-Sep-2009 Change Change % Previous Week
Open 994.00 1,001.50 7.50 0.8% 1,026.50
High 1,004.25 1,016.25 12.00 1.2% 1,031.00
Low 991.25 1,000.00 8.75 0.9% 991.00
Close 1,001.75 1,014.00 12.25 1.2% 1,014.00
Range 13.00 16.25 3.25 25.0% 40.00
ATR 18.33 18.18 -0.15 -0.8% 0.00
Volume 1,920,576 1,398,009 -522,567 -27.2% 9,742,653
Daily Pivots for day following 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 1,058.75 1,052.75 1,023.00
R3 1,042.50 1,036.50 1,018.50
R2 1,026.25 1,026.25 1,017.00
R1 1,020.25 1,020.25 1,015.50 1,023.25
PP 1,010.00 1,010.00 1,010.00 1,011.50
S1 1,004.00 1,004.00 1,012.50 1,007.00
S2 993.75 993.75 1,011.00
S3 977.50 987.75 1,009.50
S4 961.25 971.50 1,005.00
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 1,132.00 1,113.00 1,036.00
R3 1,092.00 1,073.00 1,025.00
R2 1,052.00 1,052.00 1,021.25
R1 1,033.00 1,033.00 1,017.75 1,022.50
PP 1,012.00 1,012.00 1,012.00 1,006.75
S1 993.00 993.00 1,010.25 982.50
S2 972.00 972.00 1,006.75
S3 932.00 953.00 1,003.00
S4 892.00 913.00 992.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,031.00 991.00 40.00 3.9% 18.00 1.8% 58% False False 1,948,530
10 1,038.75 991.00 47.75 4.7% 17.00 1.7% 48% False False 1,942,382
20 1,038.75 975.50 63.25 6.2% 18.75 1.8% 61% False False 1,881,617
40 1,038.75 865.50 173.25 17.1% 18.25 1.8% 86% False False 1,893,922
60 1,038.75 865.25 173.50 17.1% 18.00 1.8% 86% False False 1,894,439
80 1,038.75 865.25 173.50 17.1% 18.75 1.9% 86% False False 1,432,943
100 1,038.75 819.75 219.00 21.6% 19.75 1.9% 89% False False 1,147,438
120 1,038.75 758.25 280.50 27.7% 21.00 2.1% 91% False False 956,419
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 4.93
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,085.25
2.618 1,058.75
1.618 1,042.50
1.000 1,032.50
0.618 1,026.25
HIGH 1,016.25
0.618 1,010.00
0.500 1,008.00
0.382 1,006.25
LOW 1,000.00
0.618 990.00
1.000 983.75
1.618 973.75
2.618 957.50
4.250 931.00
Fisher Pivots for day following 04-Sep-2009
Pivot 1 day 3 day
R1 1,012.00 1,010.50
PP 1,010.00 1,007.00
S1 1,008.00 1,003.50

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

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