E-mini S&P 500 Future December 2009


Trading Metrics calculated at close of trading on 14-Aug-2009
Day Change Summary
Previous Current
13-Aug-2009 14-Aug-2009 Change Change % Previous Week
Open 999.25 1,008.50 9.25 0.9% 1,001.00
High 1,010.50 1,010.75 0.25 0.0% 1,010.75
Low 993.75 988.00 -5.75 -0.6% 981.50
Close 1,009.00 1,001.25 -7.75 -0.8% 1,001.25
Range 16.75 22.75 6.00 35.8% 29.25
ATR 17.38 17.76 0.38 2.2% 0.00
Volume 3,946 5,798 1,852 46.9% 15,906
Daily Pivots for day following 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 1,068.25 1,057.50 1,013.75
R3 1,045.50 1,034.75 1,007.50
R2 1,022.75 1,022.75 1,005.50
R1 1,012.00 1,012.00 1,003.25 1,006.00
PP 1,000.00 1,000.00 1,000.00 997.00
S1 989.25 989.25 999.25 983.25
S2 977.25 977.25 997.00
S3 954.50 966.50 995.00
S4 931.75 943.75 988.75
Weekly Pivots for week ending 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 1,085.50 1,072.75 1,017.25
R3 1,056.25 1,043.50 1,009.25
R2 1,027.00 1,027.00 1,006.50
R1 1,014.25 1,014.25 1,004.00 1,020.50
PP 997.75 997.75 997.75 1,001.00
S1 985.00 985.00 998.50 991.50
S2 968.50 968.50 996.00
S3 939.25 955.75 993.25
S4 910.00 926.50 985.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,010.75 981.50 29.25 2.9% 18.75 1.9% 68% True False 3,181
10 1,011.25 978.00 33.25 3.3% 18.50 1.8% 70% False False 2,513
20 1,011.25 929.75 81.50 8.1% 17.25 1.7% 88% False False 2,169
40 1,011.25 861.25 150.00 15.0% 17.25 1.7% 93% False False 2,024
60 1,011.25 861.25 150.00 15.0% 17.00 1.7% 93% False False 1,389
80 1,011.25 833.50 177.75 17.8% 17.50 1.8% 94% False False 1,050
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 False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 4.43
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,107.50
2.618 1,070.25
1.618 1,047.50
1.000 1,033.50
0.618 1,024.75
HIGH 1,010.75
0.618 1,002.00
0.500 999.50
0.382 996.75
LOW 988.00
0.618 974.00
1.000 965.25
1.618 951.25
2.618 928.50
4.250 891.25
Fisher Pivots for day following 14-Aug-2009
Pivot 1 day 3 day
R1 1,000.50 999.50
PP 1,000.00 997.75
S1 999.50 996.00

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

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