E-mini S&P 500 Future December 2009


Trading Metrics calculated at close of trading on 08-Jun-2009
Day Change Summary
Previous Current
05-Jun-2009 08-Jun-2009 Change Change % Previous Week
Open 932.75 930.75 -2.00 -0.2% 907.50
High 944.75 933.75 -11.00 -1.2% 944.75
Low 927.50 918.50 -9.00 -1.0% 907.50
Close 932.25 930.75 -1.50 -0.2% 932.25
Range 17.25 15.25 -2.00 -11.6% 37.25
ATR 19.29 19.00 -0.29 -1.5% 0.00
Volume 347 109 -238 -68.6% 737
Daily Pivots for day following 08-Jun-2009
Classic Woodie Camarilla DeMark
R4 973.50 967.25 939.25
R3 958.25 952.00 935.00
R2 943.00 943.00 933.50
R1 936.75 936.75 932.25 938.50
PP 927.75 927.75 927.75 928.50
S1 921.50 921.50 929.25 923.00
S2 912.50 912.50 928.00
S3 897.25 906.25 926.50
S4 882.00 891.00 922.25
Weekly Pivots for week ending 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 1,040.00 1,023.25 952.75
R3 1,002.75 986.00 942.50
R2 965.50 965.50 939.00
R1 948.75 948.75 935.75 957.00
PP 928.25 928.25 928.25 932.25
S1 911.50 911.50 928.75 920.00
S2 891.00 891.00 925.50
S3 853.75 874.25 922.00
S4 816.50 837.00 911.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 944.75 914.50 30.25 3.3% 13.00 1.4% 54% False False 167
10 944.75 870.00 74.75 8.0% 18.25 2.0% 81% False False 89
20 944.75 867.25 77.50 8.3% 18.75 2.0% 82% False False 69
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 2.18
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 998.50
2.618 973.75
1.618 958.50
1.000 949.00
0.618 943.25
HIGH 933.75
0.618 928.00
0.500 926.00
0.382 924.25
LOW 918.50
0.618 909.00
1.000 903.25
1.618 893.75
2.618 878.50
4.250 853.75
Fisher Pivots for day following 08-Jun-2009
Pivot 1 day 3 day
R1 929.25 931.50
PP 927.75 931.25
S1 926.00 931.00

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

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