E-mini S&P 500 Future December 2009


Trading Metrics calculated at close of trading on 23-Jun-2009
Day Change Summary
Previous Current
22-Jun-2009 23-Jun-2009 Change Change % Previous Week
Open 911.25 883.75 -27.50 -3.0% 929.50
High 914.50 890.00 -24.50 -2.7% 932.00
Low 883.50 880.50 -3.00 -0.3% 896.25
Close 884.50 886.00 1.50 0.2% 911.50
Range 31.00 9.50 -21.50 -69.4% 35.75
ATR 18.19 17.57 -0.62 -3.4% 0.00
Volume 1,197 3,011 1,814 151.5% 799
Daily Pivots for day following 23-Jun-2009
Classic Woodie Camarilla DeMark
R4 914.00 909.50 891.25
R3 904.50 900.00 888.50
R2 895.00 895.00 887.75
R1 890.50 890.50 886.75 892.75
PP 885.50 885.50 885.50 886.50
S1 881.00 881.00 885.25 883.25
S2 876.00 876.00 884.25
S3 866.50 871.50 883.50
S4 857.00 862.00 880.75
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 1,020.50 1,001.75 931.25
R3 984.75 966.00 921.25
R2 949.00 949.00 918.00
R1 930.25 930.25 914.75 921.75
PP 913.25 913.25 913.25 909.00
S1 894.50 894.50 908.25 886.00
S2 877.50 877.50 905.00
S3 841.75 858.75 901.75
S4 806.00 823.00 891.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 918.75 880.50 38.25 4.3% 17.25 2.0% 14% False True 895
10 948.00 880.50 67.50 7.6% 16.50 1.9% 8% False True 565
20 948.00 878.75 69.25 7.8% 16.25 1.8% 10% False False 329
40 948.00 833.50 114.50 12.9% 18.00 2.0% 46% False False 181
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 3.73
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 930.50
2.618 914.75
1.618 905.25
1.000 899.50
0.618 895.75
HIGH 890.00
0.618 886.25
0.500 885.25
0.382 884.25
LOW 880.50
0.618 874.75
1.000 871.00
1.618 865.25
2.618 855.75
4.250 840.00
Fisher Pivots for day following 23-Jun-2009
Pivot 1 day 3 day
R1 885.75 899.50
PP 885.50 895.00
S1 885.25 890.50

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

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