E-mini S&P 500 Future December 2009


Trading Metrics calculated at close of trading on 13-Aug-2009
Day Change Summary
Previous Current
12-Aug-2009 13-Aug-2009 Change Change % Previous Week
Open 987.75 999.25 11.50 1.2% 981.75
High 1,007.00 1,010.50 3.50 0.3% 1,011.25
Low 981.50 993.75 12.25 1.2% 978.00
Close 997.75 1,009.00 11.25 1.1% 1,002.00
Range 25.50 16.75 -8.75 -34.3% 33.25
ATR 17.43 17.38 -0.05 -0.3% 0.00
Volume 2,311 3,946 1,635 70.7% 9,227
Daily Pivots for day following 13-Aug-2009
Classic Woodie Camarilla DeMark
R4 1,054.75 1,048.50 1,018.25
R3 1,038.00 1,031.75 1,013.50
R2 1,021.25 1,021.25 1,012.00
R1 1,015.00 1,015.00 1,010.50 1,018.00
PP 1,004.50 1,004.50 1,004.50 1,006.00
S1 998.25 998.25 1,007.50 1,001.50
S2 987.75 987.75 1,006.00
S3 971.00 981.50 1,004.50
S4 954.25 964.75 999.75
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 1,011.25 981.50 29.75 2.9% 19.50 1.9% 92% False False 2,355
10 1,011.25 974.25 37.00 3.7% 17.25 1.7% 94% False False 2,056
20 1,011.25 924.00 87.25 8.6% 16.50 1.6% 97% False False 1,941
40 1,011.25 861.25 150.00 14.9% 17.00 1.7% 99% False False 1,881
60 1,011.25 861.25 150.00 14.9% 17.00 1.7% 99% False False 1,293
80 1,011.25 828.00 183.25 18.2% 17.50 1.7% 99% False False 978
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 4.55
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,081.75
2.618 1,054.25
1.618 1,037.50
1.000 1,027.25
0.618 1,020.75
HIGH 1,010.50
0.618 1,004.00
0.500 1,002.00
0.382 1,000.25
LOW 993.75
0.618 983.50
1.000 977.00
1.618 966.75
2.618 950.00
4.250 922.50
Fisher Pivots for day following 13-Aug-2009
Pivot 1 day 3 day
R1 1,006.75 1,004.75
PP 1,004.50 1,000.25
S1 1,002.00 996.00

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

View Archives - Comment on this page... - Back to Index of Symbols