E-mini S&P 500 Future December 2009


Trading Metrics calculated at close of trading on 19-Nov-2009
Day Change Summary
Previous Current
18-Nov-2009 19-Nov-2009 Change Change % Previous Week
Open 1,107.50 1,108.50 1.00 0.1% 1,065.75
High 1,110.75 1,109.50 -1.25 -0.1% 1,103.25
Low 1,100.75 1,086.50 -14.25 -1.3% 1,065.00
Close 1,108.50 1,094.25 -14.25 -1.3% 1,091.50
Range 10.00 23.00 13.00 130.0% 38.25
ATR 17.67 18.05 0.38 2.2% 0.00
Volume 1,517,083 1,480,000 -37,083 -2.4% 9,546,959
Daily Pivots for day following 19-Nov-2009
Classic Woodie Camarilla DeMark
R4 1,165.75 1,153.00 1,107.00
R3 1,142.75 1,130.00 1,100.50
R2 1,119.75 1,119.75 1,098.50
R1 1,107.00 1,107.00 1,096.25 1,102.00
PP 1,096.75 1,096.75 1,096.75 1,094.25
S1 1,084.00 1,084.00 1,092.25 1,079.00
S2 1,073.75 1,073.75 1,090.00
S3 1,050.75 1,061.00 1,088.00
S4 1,027.75 1,038.00 1,081.50
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 1,201.25 1,184.75 1,112.50
R3 1,163.00 1,146.50 1,102.00
R2 1,124.75 1,124.75 1,098.50
R1 1,108.25 1,108.25 1,095.00 1,116.50
PP 1,086.50 1,086.50 1,086.50 1,090.75
S1 1,070.00 1,070.00 1,088.00 1,078.25
S2 1,048.25 1,048.25 1,084.50
S3 1,010.00 1,031.75 1,081.00
S4 971.75 993.50 1,070.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,112.25 1,082.75 29.50 2.7% 15.25 1.4% 39% False False 1,697,526
10 1,112.25 1,053.50 58.75 5.4% 16.00 1.5% 69% False False 1,796,341
20 1,112.25 1,026.00 86.25 7.9% 19.50 1.8% 79% False False 2,163,716
40 1,112.25 1,012.00 100.25 9.2% 18.50 1.7% 82% False False 2,047,999
60 1,112.25 986.50 125.75 11.5% 17.75 1.6% 86% False False 1,708,292
80 1,112.25 969.75 142.50 13.0% 18.00 1.6% 87% False False 1,282,072
100 1,112.25 861.25 251.00 22.9% 17.75 1.6% 93% False False 1,026,034
120 1,112.25 861.25 251.00 22.9% 17.50 1.6% 93% False False 855,168
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.83
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1,207.25
2.618 1,169.75
1.618 1,146.75
1.000 1,132.50
0.618 1,123.75
HIGH 1,109.50
0.618 1,100.75
0.500 1,098.00
0.382 1,095.25
LOW 1,086.50
0.618 1,072.25
1.000 1,063.50
1.618 1,049.25
2.618 1,026.25
4.250 988.75
Fisher Pivots for day following 19-Nov-2009
Pivot 1 day 3 day
R1 1,098.00 1,098.50
PP 1,096.75 1,097.25
S1 1,095.50 1,095.75

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

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