E-mini S&P 500 Future December 2009


Trading Metrics calculated at close of trading on 26-Aug-2009
Day Change Summary
Previous Current
25-Aug-2009 26-Aug-2009 Change Change % Previous Week
Open 1,019.75 1,021.50 1.75 0.2% 1,001.25
High 1,034.00 1,027.00 -7.00 -0.7% 1,022.00
Low 1,014.00 1,015.75 1.75 0.2% 971.25
Close 1,021.50 1,022.25 0.75 0.1% 1,020.50
Range 20.00 11.25 -8.75 -43.8% 50.75
ATR 18.64 18.11 -0.53 -2.8% 0.00
Volume 7,605 7,204 -401 -5.3% 20,567
Daily Pivots for day following 26-Aug-2009
Classic Woodie Camarilla DeMark
R4 1,055.50 1,050.00 1,028.50
R3 1,044.25 1,038.75 1,025.25
R2 1,033.00 1,033.00 1,024.25
R1 1,027.50 1,027.50 1,023.25 1,030.25
PP 1,021.75 1,021.75 1,021.75 1,023.00
S1 1,016.25 1,016.25 1,021.25 1,019.00
S2 1,010.50 1,010.50 1,020.25
S3 999.25 1,005.00 1,019.25
S4 988.00 993.75 1,016.00
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 1,156.75 1,139.50 1,048.50
R3 1,106.00 1,088.75 1,034.50
R2 1,055.25 1,055.25 1,029.75
R1 1,038.00 1,038.00 1,025.25 1,046.50
PP 1,004.50 1,004.50 1,004.50 1,009.00
S1 987.25 987.25 1,015.75 996.00
S2 953.75 953.75 1,011.25
S3 903.00 936.50 1,006.50
S4 852.25 885.75 992.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,034.00 990.00 44.00 4.3% 17.50 1.7% 73% False False 5,620
10 1,034.00 971.25 62.75 6.1% 19.25 1.9% 81% False False 4,940
20 1,034.00 969.75 64.25 6.3% 18.50 1.8% 82% False False 3,412
40 1,034.00 861.25 172.75 16.9% 17.50 1.7% 93% False False 2,647
60 1,034.00 861.25 172.75 16.9% 17.25 1.7% 93% False False 2,045
80 1,034.00 861.25 172.75 16.9% 18.00 1.7% 93% False False 1,545
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 4.38
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1,074.75
2.618 1,056.50
1.618 1,045.25
1.000 1,038.25
0.618 1,034.00
HIGH 1,027.00
0.618 1,022.75
0.500 1,021.50
0.382 1,020.00
LOW 1,015.75
0.618 1,008.75
1.000 1,004.50
1.618 997.50
2.618 986.25
4.250 968.00
Fisher Pivots for day following 26-Aug-2009
Pivot 1 day 3 day
R1 1,022.00 1,024.00
PP 1,021.75 1,023.50
S1 1,021.50 1,022.75

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

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