E-mini S&P 500 Future December 2009


Trading Metrics calculated at close of trading on 06-Aug-2009
Day Change Summary
Previous Current
05-Aug-2009 06-Aug-2009 Change Change % Previous Week
Open 999.75 995.25 -4.50 -0.5% 975.00
High 1,002.00 1,003.75 1.75 0.2% 989.25
Low 987.25 985.75 -1.50 -0.2% 960.00
Close 996.50 990.50 -6.00 -0.6% 980.00
Range 14.75 18.00 3.25 22.0% 29.25
ATR 16.30 16.42 0.12 0.7% 0.00
Volume 2,234 1,751 -483 -21.6% 8,138
Daily Pivots for day following 06-Aug-2009
Classic Woodie Camarilla DeMark
R4 1,047.25 1,037.00 1,000.50
R3 1,029.25 1,019.00 995.50
R2 1,011.25 1,011.25 993.75
R1 1,001.00 1,001.00 992.25 997.00
PP 993.25 993.25 993.25 991.50
S1 983.00 983.00 988.75 979.00
S2 975.25 975.25 987.25
S3 957.25 965.00 985.50
S4 939.25 947.00 980.50
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 1,003.75 974.25 29.50 3.0% 15.00 1.5% 55% True False 1,758
10 1,003.75 958.50 45.25 4.6% 15.25 1.5% 71% True False 1,989
20 1,003.75 861.50 142.25 14.4% 16.50 1.7% 91% True False 1,944
40 1,003.75 861.25 142.50 14.4% 16.50 1.7% 91% True False 1,616
60 1,003.75 861.25 142.50 14.4% 17.00 1.7% 91% True False 1,103
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 False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.70
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,080.25
2.618 1,050.75
1.618 1,032.75
1.000 1,021.75
0.618 1,014.75
HIGH 1,003.75
0.618 996.75
0.500 994.75
0.382 992.75
LOW 985.75
0.618 974.75
1.000 967.75
1.618 956.75
2.618 938.75
4.250 909.25
Fisher Pivots for day following 06-Aug-2009
Pivot 1 day 3 day
R1 994.75 994.75
PP 993.25 993.25
S1 992.00 992.00

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

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