E-mini S&P 500 Future June 2009

Trading Metrics calculated at close of trading on 22-Dec-2008

Day Change Summary
	Previous	Current
	19-Dec-2008	22-Dec-2008	Change	Change %	Previous Week
Open	887.50	881.00	-6.50	-0.7%	882.00
High	900.25	887.75	-12.50	-1.4%	915.00
Low	874.75	850.75	-24.00	-2.7%	856.25
Close	879.00	869.00	-10.00	-1.1%	879.00
Range	25.50	37.00	11.50	45.1%	58.75
ATR	0.00	35.38	35.38		0.00
Volume	291	1,009	718	246.7%	633

Daily Pivots for day following 22-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	980.25	961.50	889.25
R3	943.25	924.50	879.25
R2	906.25	906.25	875.75
R1	887.50	887.50	872.50	878.50
PP	869.25	869.25	869.25	864.50
S1	850.50	850.50	865.50	841.50
S2	832.25	832.25	862.25
S3	795.25	813.50	858.75
S4	758.25	776.50	848.75

Weekly Pivots for week ending 19-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,059.75	1,028.00	911.25
R3	1,001.00	969.25	895.25
R2	942.25	942.25	889.75
R1	910.50	910.50	884.50	897.00
PP	883.50	883.50	883.50	876.50
S1	851.75	851.75	873.50	838.25
S2	824.75	824.75	868.25
S3	766.00	793.00	862.75
S4	707.25	734.25	846.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	915.00	850.75	64.25	7.4%	32.00	3.7%	28%	False	True	324
10	915.00	834.25	80.75	9.3%	30.00	3.5%	43%	False	False	180

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	6.63
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,045.00
2.618	984.50
1.618	947.50
1.000	924.75
0.618	910.50
HIGH	887.75
0.618	873.50
0.500	869.25
0.382	865.00
LOW	850.75
0.618	828.00
1.000	813.75
1.618	791.00
2.618	754.00
4.250	693.50

Fisher Pivots for day following 22-Dec-2008
Pivot	1 day	3 day
R1	869.25	879.00
PP	869.25	875.50
S1	869.00	872.25

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols