E-mini S&P 500 Future December 2009


Trading Metrics calculated at close of trading on 27-Jul-2009
Day Change Summary
Previous Current
24-Jul-2009 27-Jul-2009 Change Change % Previous Week
Open 963.00 975.00 12.00 1.2% 932.25
High 974.00 979.25 5.25 0.5% 974.00
Low 958.50 965.00 6.50 0.7% 929.75
Close 973.50 975.50 2.00 0.2% 973.50
Range 15.50 14.25 -1.25 -8.1% 44.25
ATR 17.47 17.24 -0.23 -1.3% 0.00
Volume 4,199 1,371 -2,828 -67.3% 10,116
Daily Pivots for day following 27-Jul-2009
Classic Woodie Camarilla DeMark
R4 1,016.00 1,010.00 983.25
R3 1,001.75 995.75 979.50
R2 987.50 987.50 978.00
R1 981.50 981.50 976.75 984.50
PP 973.25 973.25 973.25 974.75
S1 967.25 967.25 974.25 970.25
S2 959.00 959.00 973.00
S3 944.75 953.00 971.50
S4 930.50 938.75 967.75
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 1,091.75 1,077.00 997.75
R3 1,047.50 1,032.75 985.75
R2 1,003.25 1,003.25 981.50
R1 988.50 988.50 977.50 996.00
PP 959.00 959.00 959.00 962.75
S1 944.25 944.25 969.50 951.50
S2 914.75 914.75 965.50
S3 870.50 900.00 961.25
S4 826.25 855.75 949.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 979.25 935.50 43.75 4.5% 17.25 1.8% 91% True False 1,941
10 979.25 888.50 90.75 9.3% 16.75 1.7% 96% True False 1,911
20 979.25 861.25 118.00 12.1% 17.00 1.7% 97% True False 1,842
40 979.25 861.25 118.00 12.1% 16.25 1.7% 97% True False 1,285
60 979.25 861.25 118.00 12.1% 17.75 1.8% 97% True False 868
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 3.43
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,039.75
2.618 1,016.50
1.618 1,002.25
1.000 993.50
0.618 988.00
HIGH 979.25
0.618 973.75
0.500 972.00
0.382 970.50
LOW 965.00
0.618 956.25
1.000 950.75
1.618 942.00
2.618 927.75
4.250 904.50
Fisher Pivots for day following 27-Jul-2009
Pivot 1 day 3 day
R1 974.50 971.00
PP 973.25 966.50
S1 972.00 962.00

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

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