E-mini S&P 500 Future December 2009


Trading Metrics calculated at close of trading on 19-May-2009
Day Change Summary
Previous Current
18-May-2009 19-May-2009 Change Change % Previous Week
Open 867.50 900.00 32.50 3.7% 915.00
High 899.50 905.50 6.00 0.7% 915.00
Low 867.25 895.75 28.50 3.3% 868.00
Close 898.50 897.75 -0.75 -0.1% 874.25
Range 32.25 9.75 -22.50 -69.8% 47.00
ATR 21.02 20.21 -0.80 -3.8% 0.00
Volume 21 259 238 1,133.3% 99
Daily Pivots for day following 19-May-2009
Classic Woodie Camarilla DeMark
R4 929.00 923.00 903.00
R3 919.25 913.25 900.50
R2 909.50 909.50 899.50
R1 903.50 903.50 898.75 901.50
PP 899.75 899.75 899.75 898.75
S1 893.75 893.75 896.75 892.00
S2 890.00 890.00 896.00
S3 880.25 884.00 895.00
S4 870.50 874.25 892.50
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 1,026.75 997.50 900.00
R3 979.75 950.50 887.25
R2 932.75 932.75 882.75
R1 903.50 903.50 878.50 894.50
PP 885.75 885.75 885.75 881.25
S1 856.50 856.50 870.00 847.50
S2 838.75 838.75 865.75
S3 791.75 809.50 861.25
S4 744.75 762.50 848.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 905.50 867.25 38.25 4.3% 21.75 2.4% 80% True False 71
10 918.75 867.25 51.50 5.7% 21.50 2.4% 59% False False 50
20 918.75 828.00 90.75 10.1% 18.50 2.0% 77% False False 30
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 True
Stretch 3.60
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 947.00
2.618 931.00
1.618 921.25
1.000 915.25
0.618 911.50
HIGH 905.50
0.618 901.75
0.500 900.50
0.382 899.50
LOW 895.75
0.618 889.75
1.000 886.00
1.618 880.00
2.618 870.25
4.250 854.25
Fisher Pivots for day following 19-May-2009
Pivot 1 day 3 day
R1 900.50 894.00
PP 899.75 890.25
S1 898.75 886.50

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

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