E-mini S&P 500 Future December 2009


Trading Metrics calculated at close of trading on 02-Jul-2009
Day Change Summary
Previous Current
01-Jul-2009 02-Jul-2009 Change Change % Previous Week
Open 911.00 914.50 3.50 0.4% 911.25
High 924.00 915.25 -8.75 -0.9% 914.50
Low 909.75 889.00 -20.75 -2.3% 880.50
Close 915.00 889.00 -26.00 -2.8% 909.75
Range 14.25 26.25 12.00 84.2% 34.00
ATR 17.33 17.96 0.64 3.7% 0.00
Volume 1,568 1,070 -498 -31.8% 11,037
Daily Pivots for day following 02-Jul-2009
Classic Woodie Camarilla DeMark
R4 976.50 959.00 903.50
R3 950.25 932.75 896.25
R2 924.00 924.00 893.75
R1 906.50 906.50 891.50 902.00
PP 897.75 897.75 897.75 895.50
S1 880.25 880.25 886.50 876.00
S2 871.50 871.50 884.25
S3 845.25 854.00 881.75
S4 819.00 827.75 874.50
Weekly Pivots for week ending 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 1,003.50 990.75 928.50
R3 969.50 956.75 919.00
R2 935.50 935.50 916.00
R1 922.75 922.75 912.75 912.00
PP 901.50 901.50 901.50 896.25
S1 888.75 888.75 906.75 878.00
S2 867.50 867.50 903.50
S3 833.50 854.75 900.50
S4 799.50 820.75 891.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 924.00 889.00 35.00 3.9% 17.00 1.9% 0% False True 1,618
10 924.00 880.50 43.50 4.9% 18.00 2.0% 20% False False 1,587
20 948.00 880.50 67.50 7.6% 16.75 1.9% 13% False False 887
40 948.00 867.25 80.75 9.1% 18.25 2.0% 27% False False 468
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.33
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,026.75
2.618 984.00
1.618 957.75
1.000 941.50
0.618 931.50
HIGH 915.25
0.618 905.25
0.500 902.00
0.382 899.00
LOW 889.00
0.618 872.75
1.000 862.75
1.618 846.50
2.618 820.25
4.250 777.50
Fisher Pivots for day following 02-Jul-2009
Pivot 1 day 3 day
R1 902.00 906.50
PP 897.75 900.75
S1 893.50 894.75

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.