E-mini S&P 500 Future December 2009


Trading Metrics calculated at close of trading on 23-Nov-2009
Day Change Summary
Previous Current
20-Nov-2009 23-Nov-2009 Change Change % Previous Week
Open 1,094.00 1,089.75 -4.25 -0.4% 1,092.00
High 1,095.00 1,111.50 16.50 1.5% 1,112.25
Low 1,083.50 1,089.00 5.50 0.5% 1,083.50
Close 1,090.00 1,103.75 13.75 1.3% 1,090.00
Range 11.50 22.50 11.00 95.7% 28.75
ATR 17.58 17.93 0.35 2.0% 0.00
Volume 2,047,058 1,451,811 -595,247 -29.1% 8,514,500
Daily Pivots for day following 23-Nov-2009
Classic Woodie Camarilla DeMark
R4 1,169.00 1,158.75 1,116.00
R3 1,146.50 1,136.25 1,110.00
R2 1,124.00 1,124.00 1,108.00
R1 1,113.75 1,113.75 1,105.75 1,119.00
PP 1,101.50 1,101.50 1,101.50 1,104.00
S1 1,091.25 1,091.25 1,101.75 1,096.50
S2 1,079.00 1,079.00 1,099.50
S3 1,056.50 1,068.75 1,097.50
S4 1,034.00 1,046.25 1,091.50
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 1,181.50 1,164.50 1,105.75
R3 1,152.75 1,135.75 1,098.00
R2 1,124.00 1,124.00 1,095.25
R1 1,107.00 1,107.00 1,092.75 1,101.00
PP 1,095.25 1,095.25 1,095.25 1,092.25
S1 1,078.25 1,078.25 1,087.25 1,072.50
S2 1,066.50 1,066.50 1,084.75
S3 1,037.75 1,049.50 1,082.00
S4 1,009.00 1,020.75 1,074.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,111.50 1,083.50 28.00 2.5% 15.25 1.4% 72% True False 1,697,611
10 1,112.25 1,082.50 29.75 2.7% 15.00 1.4% 71% False False 1,743,121
20 1,112.25 1,026.00 86.25 7.8% 18.75 1.7% 90% False False 2,112,032
40 1,112.25 1,012.00 100.25 9.1% 18.50 1.7% 92% False False 2,030,459
60 1,112.25 986.50 125.75 11.4% 17.75 1.6% 93% False False 1,766,176
80 1,112.25 971.25 141.00 12.8% 18.00 1.6% 94% False False 1,325,764
100 1,112.25 861.25 251.00 22.7% 17.75 1.6% 97% False False 1,060,995
120 1,112.25 861.25 251.00 22.7% 17.50 1.6% 97% False False 884,322
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 2.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,207.00
2.618 1,170.50
1.618 1,148.00
1.000 1,134.00
0.618 1,125.50
HIGH 1,111.50
0.618 1,103.00
0.500 1,100.25
0.382 1,097.50
LOW 1,089.00
0.618 1,075.00
1.000 1,066.50
1.618 1,052.50
2.618 1,030.00
4.250 993.50
Fisher Pivots for day following 23-Nov-2009
Pivot 1 day 3 day
R1 1,102.50 1,101.75
PP 1,101.50 1,099.50
S1 1,100.25 1,097.50

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

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