E-mini S&P 500 Future December 2009


Trading Metrics calculated at close of trading on 30-Jul-2009
Day Change Summary
Previous Current
29-Jul-2009 30-Jul-2009 Change Change % Previous Week
Open 970.00 970.50 0.50 0.1% 932.25
High 971.50 989.25 17.75 1.8% 974.00
Low 960.00 969.75 9.75 1.0% 929.75
Close 970.50 977.75 7.25 0.7% 973.50
Range 11.50 19.50 8.00 69.6% 44.25
ATR 16.76 16.96 0.20 1.2% 0.00
Volume 1,973 2,219 246 12.5% 10,116
Daily Pivots for day following 30-Jul-2009
Classic Woodie Camarilla DeMark
R4 1,037.50 1,027.00 988.50
R3 1,018.00 1,007.50 983.00
R2 998.50 998.50 981.25
R1 988.00 988.00 979.50 993.25
PP 979.00 979.00 979.00 981.50
S1 968.50 968.50 976.00 973.75
S2 959.50 959.50 974.25
S3 940.00 949.00 972.50
S4 920.50 929.50 967.00
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
5 989.25 958.50 30.75 3.1% 15.50 1.6% 63% True False 2,221
10 989.25 924.00 65.25 6.7% 15.75 1.6% 82% True False 1,826
20 989.25 861.25 128.00 13.1% 16.50 1.7% 91% True False 1,940
40 989.25 861.25 128.00 13.1% 16.75 1.7% 91% True False 1,414
60 989.25 861.25 128.00 13.1% 17.50 1.8% 91% True False 959
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 3.30
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,072.00
2.618 1,040.25
1.618 1,020.75
1.000 1,008.75
0.618 1,001.25
HIGH 989.25
0.618 981.75
0.500 979.50
0.382 977.25
LOW 969.75
0.618 957.75
1.000 950.25
1.618 938.25
2.618 918.75
4.250 887.00
Fisher Pivots for day following 30-Jul-2009
Pivot 1 day 3 day
R1 979.50 976.75
PP 979.00 975.75
S1 978.25 974.50

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

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