E-mini S&P 500 Future December 2009


Trading Metrics calculated at close of trading on 19-Aug-2009
Day Change Summary
Previous Current
18-Aug-2009 19-Aug-2009 Change Change % Previous Week
Open 973.25 983.75 10.50 1.1% 1,001.00
High 985.25 994.00 8.75 0.9% 1,010.75
Low 972.00 972.50 0.50 0.1% 981.50
Close 985.00 992.50 7.50 0.8% 1,001.25
Range 13.25 21.50 8.25 62.3% 29.25
ATR 18.25 18.49 0.23 1.3% 0.00
Volume 3,187 2,409 -778 -24.4% 15,906
Daily Pivots for day following 19-Aug-2009
Classic Woodie Camarilla DeMark
R4 1,050.75 1,043.25 1,004.25
R3 1,029.25 1,021.75 998.50
R2 1,007.75 1,007.75 996.50
R1 1,000.25 1,000.25 994.50 1,004.00
PP 986.25 986.25 986.25 988.25
S1 978.75 978.75 990.50 982.50
S2 964.75 964.75 988.50
S3 943.25 957.25 986.50
S4 921.75 935.75 980.75
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% 20.75 2.1% 54% False False 4,261
10 1,011.25 971.25 40.00 4.0% 20.25 2.0% 53% False False 3,088
20 1,011.25 944.75 66.50 6.7% 18.25 1.8% 72% False False 2,537
40 1,011.25 861.25 150.00 15.1% 17.50 1.8% 88% False False 2,179
60 1,011.25 861.25 150.00 15.1% 17.00 1.7% 88% False False 1,582
80 1,011.25 857.00 154.25 15.5% 17.75 1.8% 88% False False 1,194
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.48
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,085.50
2.618 1,050.25
1.618 1,028.75
1.000 1,015.50
0.618 1,007.25
HIGH 994.00
0.618 985.75
0.500 983.25
0.382 980.75
LOW 972.50
0.618 959.25
1.000 951.00
1.618 937.75
2.618 916.25
4.250 881.00
Fisher Pivots for day following 19-Aug-2009
Pivot 1 day 3 day
R1 989.50 990.50
PP 986.25 988.25
S1 983.25 986.25

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

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