E-mini S&P 500 Future December 2009


Trading Metrics calculated at close of trading on 22-May-2009
Day Change Summary
Previous Current
21-May-2009 22-May-2009 Change Change % Previous Week
Open 887.50 884.00 -3.50 -0.4% 867.50
High 889.50 886.00 -3.50 -0.4% 914.25
Low 871.00 875.25 4.25 0.5% 867.25
Close 880.00 876.25 -3.75 -0.4% 876.25
Range 18.50 10.75 -7.75 -41.9% 47.00
ATR 20.37 19.68 -0.69 -3.4% 0.00
Volume 33 11 -22 -66.7% 391
Daily Pivots for day following 22-May-2009
Classic Woodie Camarilla DeMark
R4 911.50 904.50 882.25
R3 900.75 893.75 879.25
R2 890.00 890.00 878.25
R1 883.00 883.00 877.25 881.00
PP 879.25 879.25 879.25 878.25
S1 872.25 872.25 875.25 870.50
S2 868.50 868.50 874.25
S3 857.75 861.50 873.25
S4 847.00 850.75 870.25
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 1,027.00 998.50 902.00
R3 980.00 951.50 889.25
R2 933.00 933.00 884.75
R1 904.50 904.50 880.50 918.75
PP 886.00 886.00 886.00 893.00
S1 857.50 857.50 872.00 871.75
S2 839.00 839.00 867.75
S3 792.00 810.50 863.25
S4 745.00 763.50 850.50
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 5.4% 18.75 2.1% 19% False False 78
10 915.00 867.25 47.75 5.4% 19.50 2.2% 19% False False 49
20 918.75 833.50 85.25 9.7% 18.75 2.1% 50% False False 33
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.70
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 931.75
2.618 914.25
1.618 903.50
1.000 896.75
0.618 892.75
HIGH 886.00
0.618 882.00
0.500 880.50
0.382 879.25
LOW 875.25
0.618 868.50
1.000 864.50
1.618 857.75
2.618 847.00
4.250 829.50
Fisher Pivots for day following 22-May-2009
Pivot 1 day 3 day
R1 880.50 892.50
PP 879.25 887.25
S1 877.75 881.75

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

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