E-mini S&P 500 Future December 2009


Trading Metrics calculated at close of trading on 10-Aug-2009
Day Change Summary
Previous Current
07-Aug-2009 10-Aug-2009 Change Change % Previous Week
Open 989.75 1,001.00 11.25 1.1% 981.75
High 1,011.25 1,003.00 -8.25 -0.8% 1,011.25
Low 984.75 994.25 9.50 1.0% 978.00
Close 1,002.00 1,003.00 1.00 0.1% 1,002.00
Range 26.50 8.75 -17.75 -67.0% 33.25
ATR 17.14 16.54 -0.60 -3.5% 0.00
Volume 1,667 2,712 1,045 62.7% 9,227
Daily Pivots for day following 10-Aug-2009
Classic Woodie Camarilla DeMark
R4 1,026.25 1,023.50 1,007.75
R3 1,017.50 1,014.75 1,005.50
R2 1,008.75 1,008.75 1,004.50
R1 1,006.00 1,006.00 1,003.75 1,007.50
PP 1,000.00 1,000.00 1,000.00 1,000.75
S1 997.25 997.25 1,002.25 998.50
S2 991.25 991.25 1,001.50
S3 982.50 988.50 1,000.50
S4 973.75 979.75 998.25
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 1,011.25 984.75 26.50 2.6% 16.00 1.6% 69% False False 2,084
10 1,011.25 960.00 51.25 5.1% 15.75 1.6% 84% False False 1,870
20 1,011.25 888.50 122.75 12.2% 16.25 1.6% 93% False False 1,891
40 1,011.25 861.25 150.00 15.0% 16.75 1.7% 95% False False 1,703
60 1,011.25 861.25 150.00 15.0% 17.00 1.7% 95% False False 1,176
80 1,011.25 816.50 194.75 19.4% 17.50 1.7% 96% False False 886
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.53
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 1,040.25
2.618 1,026.00
1.618 1,017.25
1.000 1,011.75
0.618 1,008.50
HIGH 1,003.00
0.618 999.75
0.500 998.50
0.382 997.50
LOW 994.25
0.618 988.75
1.000 985.50
1.618 980.00
2.618 971.25
4.250 957.00
Fisher Pivots for day following 10-Aug-2009
Pivot 1 day 3 day
R1 1,001.50 1,001.25
PP 1,000.00 999.75
S1 998.50 998.00

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

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