E-mini S&P 500 Future December 2009


Trading Metrics calculated at close of trading on 07-Aug-2009
Day Change Summary
Previous Current
06-Aug-2009 07-Aug-2009 Change Change % Previous Week
Open 995.25 989.75 -5.50 -0.6% 981.75
High 1,003.75 1,011.25 7.50 0.7% 1,011.25
Low 985.75 984.75 -1.00 -0.1% 978.00
Close 990.50 1,002.00 11.50 1.2% 1,002.00
Range 18.00 26.50 8.50 47.2% 33.25
ATR 16.42 17.14 0.72 4.4% 0.00
Volume 1,751 1,667 -84 -4.8% 9,227
Daily Pivots for day following 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 1,078.75 1,067.00 1,016.50
R3 1,052.25 1,040.50 1,009.25
R2 1,025.75 1,025.75 1,006.75
R1 1,014.00 1,014.00 1,004.50 1,020.00
PP 999.25 999.25 999.25 1,002.25
S1 987.50 987.50 999.50 993.50
S2 972.75 972.75 997.25
S3 946.25 961.00 994.75
S4 919.75 934.50 987.50
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 1,096.75 1,082.75 1,020.25
R3 1,063.50 1,049.50 1,011.25
R2 1,030.25 1,030.25 1,008.00
R1 1,016.25 1,016.25 1,005.00 1,023.25
PP 997.00 997.00 997.00 1,000.50
S1 983.00 983.00 999.00 990.00
S2 963.75 963.75 996.00
S3 930.50 949.75 992.75
S4 897.25 916.50 983.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,011.25 978.00 33.25 3.3% 18.00 1.8% 72% True False 1,845
10 1,011.25 960.00 51.25 5.1% 16.25 1.6% 82% True False 1,736
20 1,011.25 861.50 149.75 14.9% 17.50 1.7% 94% True False 1,866
40 1,011.25 861.25 150.00 15.0% 17.00 1.7% 94% True False 1,647
60 1,011.25 861.25 150.00 15.0% 17.25 1.7% 94% True False 1,131
80 1,011.25 816.50 194.75 19.4% 17.25 1.7% 95% True False 852
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.75
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1,124.00
2.618 1,080.75
1.618 1,054.25
1.000 1,037.75
0.618 1,027.75
HIGH 1,011.25
0.618 1,001.25
0.500 998.00
0.382 994.75
LOW 984.75
0.618 968.25
1.000 958.25
1.618 941.75
2.618 915.25
4.250 872.00
Fisher Pivots for day following 07-Aug-2009
Pivot 1 day 3 day
R1 1,000.75 1,000.75
PP 999.25 999.25
S1 998.00 998.00

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

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