E-mini S&P 500 Future December 2009


Trading Metrics calculated at close of trading on 09-Nov-2009
Day Change Summary
Previous Current
06-Nov-2009 09-Nov-2009 Change Change % Previous Week
Open 1,063.25 1,065.75 2.50 0.2% 1,031.25
High 1,069.50 1,092.00 22.50 2.1% 1,069.50
Low 1,053.50 1,065.00 11.50 1.1% 1,026.00
Close 1,066.25 1,091.75 25.50 2.4% 1,066.25
Range 16.00 27.00 11.00 68.8% 43.50
ATR 20.14 20.63 0.49 2.4% 0.00
Volume 1,949,016 2,082,058 133,042 6.8% 12,785,909
Daily Pivots for day following 09-Nov-2009
Classic Woodie Camarilla DeMark
R4 1,164.00 1,154.75 1,106.50
R3 1,137.00 1,127.75 1,099.25
R2 1,110.00 1,110.00 1,096.75
R1 1,100.75 1,100.75 1,094.25 1,105.50
PP 1,083.00 1,083.00 1,083.00 1,085.25
S1 1,073.75 1,073.75 1,089.25 1,078.50
S2 1,056.00 1,056.00 1,086.75
S3 1,029.00 1,046.75 1,084.25
S4 1,002.00 1,019.75 1,077.00
Weekly Pivots for week ending 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 1,184.50 1,168.75 1,090.25
R3 1,141.00 1,125.25 1,078.25
R2 1,097.50 1,097.50 1,074.25
R1 1,081.75 1,081.75 1,070.25 1,089.50
PP 1,054.00 1,054.00 1,054.00 1,057.75
S1 1,038.25 1,038.25 1,062.25 1,046.00
S2 1,010.50 1,010.50 1,058.25
S3 967.00 994.75 1,054.25
S4 923.50 951.25 1,042.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,092.00 1,026.50 65.50 6.0% 20.75 1.9% 100% True False 2,298,271
10 1,092.00 1,026.00 66.00 6.0% 22.50 2.1% 100% True False 2,480,943
20 1,099.00 1,026.00 73.00 6.7% 21.00 1.9% 90% False False 2,185,805
40 1,099.00 1,012.00 87.00 8.0% 18.75 1.7% 92% False False 2,115,444
60 1,099.00 971.25 127.75 11.7% 18.25 1.7% 94% False False 1,476,747
80 1,099.00 929.75 169.25 15.5% 18.00 1.7% 96% False False 1,108,103
100 1,099.00 861.25 237.75 21.8% 18.00 1.6% 97% False False 886,858
120 1,099.00 861.25 237.75 21.8% 17.75 1.6% 97% False False 739,068
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.43
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,206.75
2.618 1,162.75
1.618 1,135.75
1.000 1,119.00
0.618 1,108.75
HIGH 1,092.00
0.618 1,081.75
0.500 1,078.50
0.382 1,075.25
LOW 1,065.00
0.618 1,048.25
1.000 1,038.00
1.618 1,021.25
2.618 994.25
4.250 950.25
Fisher Pivots for day following 09-Nov-2009
Pivot 1 day 3 day
R1 1,087.25 1,083.00
PP 1,083.00 1,074.25
S1 1,078.50 1,065.50

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

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