E-mini S&P 500 Future December 2009


Trading Metrics calculated at close of trading on 20-Aug-2009
Day Change Summary
Previous Current
19-Aug-2009 20-Aug-2009 Change Change % Previous Week
Open 983.75 992.00 8.25 0.8% 1,001.00
High 994.00 1,003.25 9.25 0.9% 1,010.75
Low 972.50 990.00 17.50 1.8% 981.50
Close 992.50 1,000.00 7.50 0.8% 1,001.25
Range 21.50 13.25 -8.25 -38.4% 29.25
ATR 18.49 18.11 -0.37 -2.0% 0.00
Volume 2,409 4,424 2,015 83.6% 15,906
Daily Pivots for day following 20-Aug-2009
Classic Woodie Camarilla DeMark
R4 1,037.50 1,032.00 1,007.25
R3 1,024.25 1,018.75 1,003.75
R2 1,011.00 1,011.00 1,002.50
R1 1,005.50 1,005.50 1,001.25 1,008.25
PP 997.75 997.75 997.75 999.00
S1 992.25 992.25 998.75 995.00
S2 984.50 984.50 997.50
S3 971.25 979.00 996.25
S4 958.00 965.75 992.75
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% 20.25 2.0% 73% False False 4,357
10 1,011.25 971.25 40.00 4.0% 19.75 2.0% 72% False False 3,356
20 1,011.25 958.50 52.75 5.3% 17.50 1.8% 79% False False 2,672
40 1,011.25 861.25 150.00 15.0% 17.25 1.7% 93% False False 2,231
60 1,011.25 861.25 150.00 15.0% 17.00 1.7% 93% False False 1,655
80 1,011.25 857.00 154.25 15.4% 18.00 1.8% 93% False False 1,250
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 False
Bear Hook False
Bull Hook False
Stretch 3.83
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,059.50
2.618 1,038.00
1.618 1,024.75
1.000 1,016.50
0.618 1,011.50
HIGH 1,003.25
0.618 998.25
0.500 996.50
0.382 995.00
LOW 990.00
0.618 981.75
1.000 976.75
1.618 968.50
2.618 955.25
4.250 933.75
Fisher Pivots for day following 20-Aug-2009
Pivot 1 day 3 day
R1 999.00 996.00
PP 997.75 991.75
S1 996.50 987.50

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

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