E-mini S&P 500 Future December 2009


Trading Metrics calculated at close of trading on 02-Sep-2009
Day Change Summary
Previous Current
01-Sep-2009 02-Sep-2009 Change Change % Previous Week
Open 1,015.75 992.25 -23.50 -2.3% 1,020.50
High 1,023.00 996.00 -27.00 -2.6% 1,034.25
Low 991.00 986.50 -4.50 -0.5% 1,010.50
Close 992.00 989.75 -2.25 -0.2% 1,023.00
Range 32.00 9.50 -22.50 -70.3% 23.75
ATR 18.90 18.22 -0.67 -3.6% 0.00
Volume 15,374 42,551 27,177 176.8% 44,884
Daily Pivots for day following 02-Sep-2009
Classic Woodie Camarilla DeMark
R4 1,019.25 1,014.00 995.00
R3 1,009.75 1,004.50 992.25
R2 1,000.25 1,000.25 991.50
R1 995.00 995.00 990.50 993.00
PP 990.75 990.75 990.75 989.75
S1 985.50 985.50 989.00 983.50
S2 981.25 981.25 988.00
S3 971.75 976.00 987.25
S4 962.25 966.50 984.50
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 1,034.25 986.50 47.75 4.8% 18.50 1.9% 7% False True 19,381
10 1,034.25 986.50 47.75 4.8% 18.00 1.8% 7% False True 12,500
20 1,034.25 971.25 63.00 6.4% 19.25 1.9% 29% False False 7,794
40 1,034.25 861.50 172.75 17.5% 17.75 1.8% 74% False False 4,874
60 1,034.25 861.25 173.00 17.5% 17.25 1.7% 74% False False 3,649
80 1,034.25 861.25 173.00 17.5% 17.75 1.8% 74% False False 2,755
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 5.33
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 1,036.50
2.618 1,020.75
1.618 1,011.25
1.000 1,005.50
0.618 1,001.75
HIGH 996.00
0.618 992.25
0.500 991.25
0.382 990.25
LOW 986.50
0.618 980.75
1.000 977.00
1.618 971.25
2.618 961.75
4.250 946.00
Fisher Pivots for day following 02-Sep-2009
Pivot 1 day 3 day
R1 991.25 1,006.25
PP 990.75 1,000.75
S1 990.25 995.25

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

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