E-mini S&P 500 Future December 2009


Trading Metrics calculated at close of trading on 19-Oct-2009
Day Change Summary
Previous Current
16-Oct-2009 19-Oct-2009 Change Change % Previous Week
Open 1,090.25 1,080.25 -10.00 -0.9% 1,067.75
High 1,095.50 1,096.75 1.25 0.1% 1,095.50
Low 1,077.50 1,076.25 -1.25 -0.1% 1,063.00
Close 1,082.00 1,091.00 9.00 0.8% 1,082.00
Range 18.00 20.50 2.50 13.9% 32.50
ATR 16.17 16.48 0.31 1.9% 0.00
Volume 1,839,117 2,017,636 178,519 9.7% 7,714,338
Daily Pivots for day following 19-Oct-2009
Classic Woodie Camarilla DeMark
R4 1,149.50 1,140.75 1,102.25
R3 1,129.00 1,120.25 1,096.75
R2 1,108.50 1,108.50 1,094.75
R1 1,099.75 1,099.75 1,093.00 1,104.00
PP 1,088.00 1,088.00 1,088.00 1,090.25
S1 1,079.25 1,079.25 1,089.00 1,083.50
S2 1,067.50 1,067.50 1,087.25
S3 1,047.00 1,058.75 1,085.25
S4 1,026.50 1,038.25 1,079.75
Weekly Pivots for week ending 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 1,177.75 1,162.25 1,100.00
R3 1,145.25 1,129.75 1,091.00
R2 1,112.75 1,112.75 1,088.00
R1 1,097.25 1,097.25 1,085.00 1,105.00
PP 1,080.25 1,080.25 1,080.25 1,084.00
S1 1,064.75 1,064.75 1,079.00 1,072.50
S2 1,047.75 1,047.75 1,076.00
S3 1,015.25 1,032.25 1,073.00
S4 982.75 999.75 1,064.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,096.75 1,063.00 33.75 3.1% 16.00 1.5% 83% True False 1,680,992
10 1,096.75 1,035.50 61.25 5.6% 14.50 1.3% 91% True False 1,713,492
20 1,096.75 1,012.00 84.75 7.8% 16.75 1.5% 93% True False 1,895,947
40 1,096.75 986.50 110.25 10.1% 16.25 1.5% 95% True False 1,331,828
60 1,096.75 960.00 136.75 12.5% 17.00 1.6% 96% True False 888,782
80 1,096.75 861.25 235.50 21.6% 17.00 1.6% 98% True False 667,045
100 1,096.75 861.25 235.50 21.6% 16.75 1.5% 98% True False 533,770
120 1,096.75 857.00 239.75 22.0% 17.50 1.6% 98% True False 444,814
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.83
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1,184.00
2.618 1,150.50
1.618 1,130.00
1.000 1,117.25
0.618 1,109.50
HIGH 1,096.75
0.618 1,089.00
0.500 1,086.50
0.382 1,084.00
LOW 1,076.25
0.618 1,063.50
1.000 1,055.75
1.618 1,043.00
2.618 1,022.50
4.250 989.00
Fisher Pivots for day following 19-Oct-2009
Pivot 1 day 3 day
R1 1,089.50 1,089.50
PP 1,088.00 1,088.00
S1 1,086.50 1,086.50

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

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