E-mini S&P 500 Future June 2009


Trading Metrics calculated at close of trading on 29-Dec-2008
Day Change Summary
Previous Current
26-Dec-2008 29-Dec-2008 Change Change % Previous Week
Open 866.50 864.75 -1.75 -0.2% 881.00
High 868.50 870.75 2.25 0.3% 887.75
Low 861.00 851.00 -10.00 -1.2% 850.75
Close 866.50 868.00 1.50 0.2% 866.50
Range 7.50 19.75 12.25 163.3% 37.00
ATR 30.61 29.84 -0.78 -2.5% 0.00
Volume 19 53 34 178.9% 2,603
Daily Pivots for day following 29-Dec-2008
Classic Woodie Camarilla DeMark
R4 922.50 915.00 878.75
R3 902.75 895.25 873.50
R2 883.00 883.00 871.50
R1 875.50 875.50 869.75 879.25
PP 863.25 863.25 863.25 865.00
S1 855.75 855.75 866.25 859.50
S2 843.50 843.50 864.50
S3 823.75 836.00 862.50
S4 804.00 816.25 857.25
Weekly Pivots for week ending 26-Dec-2008
Classic Woodie Camarilla DeMark
R4 979.25 960.00 886.75
R3 942.25 923.00 876.75
R2 905.25 905.25 873.25
R1 886.00 886.00 870.00 877.00
PP 868.25 868.25 868.25 864.00
S1 849.00 849.00 863.00 840.00
S2 831.25 831.25 859.75
S3 794.25 812.00 856.25
S4 757.25 775.00 846.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 887.75 850.75 37.00 4.3% 18.50 2.1% 47% False False 531
10 915.00 850.75 64.25 7.4% 24.75 2.9% 27% False False 328
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.10
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 954.75
2.618 922.50
1.618 902.75
1.000 890.50
0.618 883.00
HIGH 870.75
0.618 863.25
0.500 861.00
0.382 858.50
LOW 851.00
0.618 838.75
1.000 831.25
1.618 819.00
2.618 799.25
4.250 767.00
Fisher Pivots for day following 29-Dec-2008
Pivot 1 day 3 day
R1 865.50 865.50
PP 863.25 863.25
S1 861.00 861.00

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

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