E-mini S&P 500 Future September 2009


Trading Metrics calculated at close of trading on 08-Sep-2009
Day Change Summary
Previous Current
04-Sep-2009 08-Sep-2009 Change Change % Previous Week
Open 1,001.50 1,013.50 12.00 1.2% 1,026.50
High 1,016.25 1,027.00 10.75 1.1% 1,031.00
Low 1,000.00 1,012.25 12.25 1.2% 991.00
Close 1,014.00 1,025.00 11.00 1.1% 1,014.00
Range 16.25 14.75 -1.50 -9.2% 40.00
ATR 18.18 17.93 -0.24 -1.3% 0.00
Volume 1,398,009 1,625,973 227,964 16.3% 9,742,653
Daily Pivots for day following 08-Sep-2009
Classic Woodie Camarilla DeMark
R4 1,065.75 1,060.00 1,033.00
R3 1,051.00 1,045.25 1,029.00
R2 1,036.25 1,036.25 1,027.75
R1 1,030.50 1,030.50 1,026.25 1,033.50
PP 1,021.50 1,021.50 1,021.50 1,022.75
S1 1,015.75 1,015.75 1,023.75 1,018.50
S2 1,006.75 1,006.75 1,022.25
S3 992.00 1,001.00 1,021.00
S4 977.25 986.25 1,017.00
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 1,027.75 991.00 36.75 3.6% 17.25 1.7% 93% False False 1,959,684
10 1,038.75 991.00 47.75 4.7% 17.00 1.7% 71% False False 1,911,706
20 1,038.75 975.50 63.25 6.2% 19.00 1.9% 78% False False 1,863,960
40 1,038.75 892.50 146.25 14.3% 17.75 1.7% 91% False False 1,888,928
60 1,038.75 865.25 173.50 16.9% 18.00 1.8% 92% False False 1,890,295
80 1,038.75 865.25 173.50 16.9% 18.75 1.8% 92% False False 1,453,230
100 1,038.75 819.75 219.00 21.4% 19.50 1.9% 94% False False 1,163,685
120 1,038.75 758.25 280.50 27.4% 20.75 2.0% 95% False False 969,966
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 4.68
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,089.75
2.618 1,065.50
1.618 1,050.75
1.000 1,041.75
0.618 1,036.00
HIGH 1,027.00
0.618 1,021.25
0.500 1,019.50
0.382 1,018.00
LOW 1,012.25
0.618 1,003.25
1.000 997.50
1.618 988.50
2.618 973.75
4.250 949.50
Fisher Pivots for day following 08-Sep-2009
Pivot 1 day 3 day
R1 1,023.25 1,019.75
PP 1,021.50 1,014.50
S1 1,019.50 1,009.00

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

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