E-mini S&P 500 Future December 2009


Trading Metrics calculated at close of trading on 05-Aug-2009
Day Change Summary
Previous Current
04-Aug-2009 05-Aug-2009 Change Change % Previous Week
Open 995.50 999.75 4.25 0.4% 975.00
High 1,000.50 1,002.00 1.50 0.1% 989.25
Low 988.00 987.25 -0.75 -0.1% 960.00
Close 1,000.25 996.50 -3.75 -0.4% 980.00
Range 12.50 14.75 2.25 18.0% 29.25
ATR 16.42 16.30 -0.12 -0.7% 0.00
Volume 2,057 2,234 177 8.6% 8,138
Daily Pivots for day following 05-Aug-2009
Classic Woodie Camarilla DeMark
R4 1,039.50 1,032.75 1,004.50
R3 1,024.75 1,018.00 1,000.50
R2 1,010.00 1,010.00 999.25
R1 1,003.25 1,003.25 997.75 999.25
PP 995.25 995.25 995.25 993.25
S1 988.50 988.50 995.25 984.50
S2 980.50 980.50 993.75
S3 965.75 973.75 992.50
S4 951.00 959.00 988.50
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 1,002.00 969.75 32.25 3.2% 15.50 1.5% 83% True False 1,851
10 1,002.00 944.75 57.25 5.7% 16.25 1.6% 90% True False 1,985
20 1,002.00 861.50 140.50 14.1% 16.25 1.6% 96% True False 1,953
40 1,002.00 861.25 140.75 14.1% 16.50 1.6% 96% True False 1,577
60 1,002.00 861.25 140.75 14.1% 17.25 1.7% 96% True False 1,075
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.95
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,064.75
2.618 1,040.50
1.618 1,025.75
1.000 1,016.75
0.618 1,011.00
HIGH 1,002.00
0.618 996.25
0.500 994.50
0.382 993.00
LOW 987.25
0.618 978.25
1.000 972.50
1.618 963.50
2.618 948.75
4.250 924.50
Fisher Pivots for day following 05-Aug-2009
Pivot 1 day 3 day
R1 996.00 994.25
PP 995.25 992.25
S1 994.50 990.00

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

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