E-mini S&P 500 Future December 2009


Trading Metrics calculated at close of trading on 18-Aug-2009
Day Change Summary
Previous Current
17-Aug-2009 18-Aug-2009 Change Change % Previous Week
Open 1,001.25 973.25 -28.00 -2.8% 1,001.00
High 1,001.25 985.25 -16.00 -1.6% 1,010.75
Low 971.25 972.00 0.75 0.1% 981.50
Close 973.75 985.00 11.25 1.2% 1,001.25
Range 30.00 13.25 -16.75 -55.8% 29.25
ATR 18.64 18.25 -0.38 -2.1% 0.00
Volume 5,967 3,187 -2,780 -46.6% 15,906
Daily Pivots for day following 18-Aug-2009
Classic Woodie Camarilla DeMark
R4 1,020.50 1,016.00 992.25
R3 1,007.25 1,002.75 988.75
R2 994.00 994.00 987.50
R1 989.50 989.50 986.25 991.75
PP 980.75 980.75 980.75 982.00
S1 976.25 976.25 983.75 978.50
S2 967.50 967.50 982.50
S3 954.25 963.00 981.25
S4 941.00 949.75 977.75
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 1,010.75 971.25 39.50 4.0% 21.75 2.2% 35% False False 4,241
10 1,011.25 971.25 40.00 4.1% 19.75 2.0% 34% False False 3,071
20 1,011.25 939.50 71.75 7.3% 17.75 1.8% 63% False False 2,497
40 1,011.25 861.25 150.00 15.2% 17.50 1.8% 83% False False 2,148
60 1,011.25 861.25 150.00 15.2% 17.00 1.7% 83% False False 1,542
80 1,011.25 833.50 177.75 18.0% 17.75 1.8% 85% False False 1,164
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 3.68
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,041.50
2.618 1,020.00
1.618 1,006.75
1.000 998.50
0.618 993.50
HIGH 985.25
0.618 980.25
0.500 978.50
0.382 977.00
LOW 972.00
0.618 963.75
1.000 958.75
1.618 950.50
2.618 937.25
4.250 915.75
Fisher Pivots for day following 18-Aug-2009
Pivot 1 day 3 day
R1 983.00 991.00
PP 980.75 989.00
S1 978.50 987.00

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

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