E-mini S&P 500 Future December 2009


Trading Metrics calculated at close of trading on 02-Jun-2009
Day Change Summary
Previous Current
01-Jun-2009 02-Jun-2009 Change Change % Previous Week
Open 907.50 930.00 22.50 2.5% 873.00
High 935.50 937.00 1.50 0.2% 915.25
Low 907.50 929.75 22.25 2.5% 870.00
Close 930.25 933.75 3.50 0.4% 909.25
Range 28.00 7.25 -20.75 -74.1% 45.25
ATR 20.91 19.93 -0.98 -4.7% 0.00
Volume 7 14 7 100.0% 51
Daily Pivots for day following 02-Jun-2009
Classic Woodie Camarilla DeMark
R4 955.25 951.75 937.75
R3 948.00 944.50 935.75
R2 940.75 940.75 935.00
R1 937.25 937.25 934.50 939.00
PP 933.50 933.50 933.50 934.50
S1 930.00 930.00 933.00 931.75
S2 926.25 926.25 932.50
S3 919.00 922.75 931.75
S4 911.75 915.50 929.75
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 1,034.00 1,016.75 934.25
R3 988.75 971.50 921.75
R2 943.50 943.50 917.50
R1 926.25 926.25 913.50 935.00
PP 898.25 898.25 898.25 902.50
S1 881.00 881.00 905.00 889.50
S2 853.00 853.00 901.00
S3 807.75 835.75 896.75
S4 762.50 790.50 884.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 937.00 878.75 58.25 6.2% 18.75 2.0% 94% True False 14
10 937.00 870.00 67.00 7.2% 18.75 2.0% 95% True False 44
20 937.00 867.25 69.75 7.5% 20.25 2.2% 95% True False 34
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 False
Stretch 2.63
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 967.75
2.618 956.00
1.618 948.75
1.000 944.25
0.618 941.50
HIGH 937.00
0.618 934.25
0.500 933.50
0.382 932.50
LOW 929.75
0.618 925.25
1.000 922.50
1.618 918.00
2.618 910.75
4.250 899.00
Fisher Pivots for day following 02-Jun-2009
Pivot 1 day 3 day
R1 933.50 928.25
PP 933.50 922.75
S1 933.50 917.50

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

View Archives - Comment on this page... - Back to Index of Symbols