E-mini S&P 500 Future December 2009


Trading Metrics calculated at close of trading on 21-May-2009
Day Change Summary
Previous Current
20-May-2009 21-May-2009 Change Change % Previous Week
Open 896.00 887.50 -8.50 -0.9% 915.00
High 914.25 889.50 -24.75 -2.7% 915.00
Low 891.50 871.00 -20.50 -2.3% 868.00
Close 891.00 880.00 -11.00 -1.2% 874.25
Range 22.75 18.50 -4.25 -18.7% 47.00
ATR 20.39 20.37 -0.03 -0.1% 0.00
Volume 67 33 -34 -50.7% 99
Daily Pivots for day following 21-May-2009
Classic Woodie Camarilla DeMark
R4 935.75 926.25 890.25
R3 917.25 907.75 885.00
R2 898.75 898.75 883.50
R1 889.25 889.25 881.75 884.75
PP 880.25 880.25 880.25 878.00
S1 870.75 870.75 878.25 866.25
S2 861.75 861.75 876.50
S3 843.25 852.25 875.00
S4 824.75 833.75 869.75
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
5 914.25 867.25 47.00 5.3% 21.25 2.4% 27% False False 78
10 918.75 867.25 51.50 5.9% 20.25 2.3% 25% False False 50
20 918.75 833.50 85.25 9.7% 19.25 2.2% 55% False False 33
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 3.50
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 968.00
2.618 938.00
1.618 919.50
1.000 908.00
0.618 901.00
HIGH 889.50
0.618 882.50
0.500 880.25
0.382 878.00
LOW 871.00
0.618 859.50
1.000 852.50
1.618 841.00
2.618 822.50
4.250 792.50
Fisher Pivots for day following 21-May-2009
Pivot 1 day 3 day
R1 880.25 892.50
PP 880.25 888.50
S1 880.00 884.25

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

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