E-mini S&P 500 Future December 2009


Trading Metrics calculated at close of trading on 03-Aug-2009
Day Change Summary
Previous Current
31-Jul-2009 03-Aug-2009 Change Change % Previous Week
Open 977.75 981.75 4.00 0.4% 975.00
High 986.00 996.50 10.50 1.1% 989.25
Low 974.25 978.00 3.75 0.4% 960.00
Close 980.00 996.25 16.25 1.7% 980.00
Range 11.75 18.50 6.75 57.4% 29.25
ATR 16.59 16.72 0.14 0.8% 0.00
Volume 1,231 1,518 287 23.3% 8,138
Daily Pivots for day following 03-Aug-2009
Classic Woodie Camarilla DeMark
R4 1,045.75 1,039.50 1,006.50
R3 1,027.25 1,021.00 1,001.25
R2 1,008.75 1,008.75 999.75
R1 1,002.50 1,002.50 998.00 1,005.50
PP 990.25 990.25 990.25 991.75
S1 984.00 984.00 994.50 987.00
S2 971.75 971.75 992.75
S3 953.25 965.50 991.25
S4 934.75 947.00 986.00
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 1,064.25 1,051.25 996.00
R3 1,035.00 1,022.00 988.00
R2 1,005.75 1,005.75 985.25
R1 992.75 992.75 982.75 999.25
PP 976.50 976.50 976.50 979.50
S1 963.50 963.50 977.25 970.00
S2 947.25 947.25 974.75
S3 918.00 934.25 972.00
S4 888.75 905.00 964.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 996.50 960.00 36.50 3.7% 15.50 1.6% 99% True False 1,657
10 996.50 935.50 61.00 6.1% 16.25 1.6% 100% True False 1,799
20 996.50 861.25 135.25 13.6% 17.00 1.7% 100% True False 1,910
40 996.50 861.25 135.25 13.6% 16.50 1.7% 100% True False 1,471
60 996.50 861.25 135.25 13.6% 17.25 1.7% 100% True False 1,004
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 3.40
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,075.00
2.618 1,045.00
1.618 1,026.50
1.000 1,015.00
0.618 1,008.00
HIGH 996.50
0.618 989.50
0.500 987.25
0.382 985.00
LOW 978.00
0.618 966.50
1.000 959.50
1.618 948.00
2.618 929.50
4.250 899.50
Fisher Pivots for day following 03-Aug-2009
Pivot 1 day 3 day
R1 993.25 992.00
PP 990.25 987.50
S1 987.25 983.00

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

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