E-mini S&P 500 Future June 2009


Trading Metrics calculated at close of trading on 18-Jun-2009
Day Change Summary
Previous Current
17-Jun-2009 18-Jun-2009 Change Change % Previous Week
Open 912.50 910.25 -2.25 -0.2% 932.25
High 918.50 922.00 3.50 0.4% 956.50
Low 903.50 907.50 4.00 0.4% 925.50
Close 909.75 917.75 8.00 0.9% 944.75
Range 15.00 14.50 -0.50 -3.3% 31.00
ATR 21.13 20.66 -0.47 -2.2% 0.00
Volume 651,370 398,535 -252,835 -38.8% 10,519,143
Daily Pivots for day following 18-Jun-2009
Classic Woodie Camarilla DeMark
R4 959.25 953.00 925.75
R3 944.75 938.50 921.75
R2 930.25 930.25 920.50
R1 924.00 924.00 919.00 927.00
PP 915.75 915.75 915.75 917.25
S1 909.50 909.50 916.50 912.50
S2 901.25 901.25 915.00
S3 886.75 895.00 913.75
S4 872.25 880.50 909.75
Weekly Pivots for week ending 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 1,035.25 1,021.00 961.75
R3 1,004.25 990.00 953.25
R2 973.25 973.25 950.50
R1 959.00 959.00 947.50 966.00
PP 942.25 942.25 942.25 945.75
S1 928.00 928.00 942.00 935.00
S2 911.25 911.25 939.00
S3 880.25 897.00 936.25
S4 849.25 866.00 927.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 946.75 903.50 43.25 4.7% 16.50 1.8% 33% False False 826,636
10 957.50 903.50 54.00 5.9% 18.75 2.1% 26% False False 1,486,379
20 957.50 876.75 80.75 8.8% 20.75 2.3% 51% False False 1,875,043
40 957.50 831.25 126.25 13.8% 21.75 2.4% 69% False False 2,113,094
60 957.50 775.50 182.00 19.8% 23.25 2.5% 78% False False 2,192,351
80 957.50 662.75 294.75 32.1% 25.25 2.8% 87% False False 1,935,519
100 957.50 662.75 294.75 32.1% 25.75 2.8% 87% False False 1,549,883
120 957.50 662.75 294.75 32.1% 26.50 2.9% 87% False False 1,292,348
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.38
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 983.50
2.618 960.00
1.618 945.50
1.000 936.50
0.618 931.00
HIGH 922.00
0.618 916.50
0.500 914.75
0.382 913.00
LOW 907.50
0.618 898.50
1.000 893.00
1.618 884.00
2.618 869.50
4.250 846.00
Fisher Pivots for day following 18-Jun-2009
Pivot 1 day 3 day
R1 916.75 917.25
PP 915.75 916.75
S1 914.75 916.00

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

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