E-mini S&P 500 Future December 2009


Trading Metrics calculated at close of trading on 31-Aug-2009
Day Change Summary
Previous Current
28-Aug-2009 31-Aug-2009 Change Change % Previous Week
Open 1,024.75 1,022.00 -2.75 -0.3% 1,020.50
High 1,034.25 1,026.00 -8.25 -0.8% 1,034.25
Low 1,018.00 1,009.00 -9.00 -0.9% 1,010.50
Close 1,023.00 1,015.25 -7.75 -0.8% 1,023.00
Range 16.25 17.00 0.75 4.6% 23.75
ATR 17.96 17.89 -0.07 -0.4% 0.00
Volume 18,013 13,196 -4,817 -26.7% 44,884
Daily Pivots for day following 31-Aug-2009
Classic Woodie Camarilla DeMark
R4 1,067.75 1,058.50 1,024.50
R3 1,050.75 1,041.50 1,020.00
R2 1,033.75 1,033.75 1,018.25
R1 1,024.50 1,024.50 1,016.75 1,020.50
PP 1,016.75 1,016.75 1,016.75 1,014.75
S1 1,007.50 1,007.50 1,013.75 1,003.50
S2 999.75 999.75 1,012.25
S3 982.75 990.50 1,010.50
S4 965.75 973.50 1,006.00
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 1,093.75 1,082.25 1,036.00
R3 1,070.00 1,058.50 1,029.50
R2 1,046.25 1,046.25 1,027.25
R1 1,034.75 1,034.75 1,025.25 1,040.50
PP 1,022.50 1,022.50 1,022.50 1,025.50
S1 1,011.00 1,011.00 1,020.75 1,016.75
S2 998.75 998.75 1,018.75
S3 975.00 987.25 1,016.50
S4 951.25 963.50 1,010.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,034.25 1,009.00 25.25 2.5% 16.50 1.6% 25% False True 10,758
10 1,034.25 972.00 62.25 6.1% 17.25 1.7% 69% False False 7,268
20 1,034.25 971.25 63.00 6.2% 18.50 1.8% 70% False False 5,113
40 1,034.25 861.25 173.00 17.0% 17.75 1.7% 89% False False 3,511
60 1,034.25 861.25 173.00 17.0% 17.25 1.7% 89% False False 2,685
80 1,034.25 861.25 173.00 17.0% 17.50 1.7% 89% False False 2,031
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 5.38
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,098.25
2.618 1,070.50
1.618 1,053.50
1.000 1,043.00
0.618 1,036.50
HIGH 1,026.00
0.618 1,019.50
0.500 1,017.50
0.382 1,015.50
LOW 1,009.00
0.618 998.50
1.000 992.00
1.618 981.50
2.618 964.50
4.250 936.75
Fisher Pivots for day following 31-Aug-2009
Pivot 1 day 3 day
R1 1,017.50 1,021.50
PP 1,016.75 1,019.50
S1 1,016.00 1,017.50

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

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