E-mini S&P 500 Future December 2009


Trading Metrics calculated at close of trading on 17-Aug-2009
Day Change Summary
Previous Current
14-Aug-2009 17-Aug-2009 Change Change % Previous Week
Open 1,008.50 1,001.25 -7.25 -0.7% 1,001.00
High 1,010.75 1,001.25 -9.50 -0.9% 1,010.75
Low 988.00 971.25 -16.75 -1.7% 981.50
Close 1,001.25 973.75 -27.50 -2.7% 1,001.25
Range 22.75 30.00 7.25 31.9% 29.25
ATR 17.76 18.64 0.87 4.9% 0.00
Volume 5,798 5,967 169 2.9% 15,906
Daily Pivots for day following 17-Aug-2009
Classic Woodie Camarilla DeMark
R4 1,072.00 1,053.00 990.25
R3 1,042.00 1,023.00 982.00
R2 1,012.00 1,012.00 979.25
R1 993.00 993.00 976.50 987.50
PP 982.00 982.00 982.00 979.50
S1 963.00 963.00 971.00 957.50
S2 952.00 952.00 968.25
S3 922.00 933.00 965.50
S4 892.00 903.00 957.25
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 1,010.75 971.25 39.50 4.1% 23.00 2.4% 6% False True 3,832
10 1,011.25 971.25 40.00 4.1% 19.50 2.0% 6% False True 2,958
20 1,011.25 935.50 75.75 7.8% 18.00 1.8% 50% False False 2,378
40 1,011.25 861.25 150.00 15.4% 17.25 1.8% 75% False False 2,143
60 1,011.25 861.25 150.00 15.4% 17.25 1.8% 75% False False 1,488
80 1,011.25 833.50 177.75 18.3% 17.75 1.8% 79% False False 1,125
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.05
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 1,128.75
2.618 1,079.75
1.618 1,049.75
1.000 1,031.25
0.618 1,019.75
HIGH 1,001.25
0.618 989.75
0.500 986.25
0.382 982.75
LOW 971.25
0.618 952.75
1.000 941.25
1.618 922.75
2.618 892.75
4.250 843.75
Fisher Pivots for day following 17-Aug-2009
Pivot 1 day 3 day
R1 986.25 991.00
PP 982.00 985.25
S1 978.00 979.50

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

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