E-mini S&P 500 Future December 2009


Trading Metrics calculated at close of trading on 09-Jun-2009
Day Change Summary
Previous Current
08-Jun-2009 09-Jun-2009 Change Change % Previous Week
Open 930.75 933.25 2.50 0.3% 907.50
High 933.75 936.50 2.75 0.3% 944.75
Low 918.50 927.00 8.50 0.9% 907.50
Close 930.75 931.25 0.50 0.1% 932.25
Range 15.25 9.50 -5.75 -37.7% 37.25
ATR 19.00 18.32 -0.68 -3.6% 0.00
Volume 109 34 -75 -68.8% 737
Daily Pivots for day following 09-Jun-2009
Classic Woodie Camarilla DeMark
R4 960.00 955.25 936.50
R3 950.50 945.75 933.75
R2 941.00 941.00 933.00
R1 936.25 936.25 932.00 934.00
PP 931.50 931.50 931.50 930.50
S1 926.75 926.75 930.50 924.50
S2 922.00 922.00 929.50
S3 912.50 917.25 928.75
S4 903.00 907.75 926.00
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 3.2% 13.25 1.4% 55% False False 171
10 944.75 878.75 66.00 7.1% 16.00 1.7% 80% False False 92
20 944.75 867.25 77.50 8.3% 18.50 2.0% 83% False False 70
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.20
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 977.00
2.618 961.25
1.618 951.75
1.000 946.00
0.618 942.25
HIGH 936.50
0.618 932.75
0.500 931.75
0.382 930.75
LOW 927.00
0.618 921.25
1.000 917.50
1.618 911.75
2.618 902.25
4.250 886.50
Fisher Pivots for day following 09-Jun-2009
Pivot 1 day 3 day
R1 931.75 931.50
PP 931.50 931.50
S1 931.50 931.50

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

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