E-mini S&P 500 Future June 2009


Trading Metrics calculated at close of trading on 15-Jan-2009
Day Change Summary
Previous Current
14-Jan-2009 15-Jan-2009 Change Change % Previous Week
Open 863.75 834.25 -29.50 -3.4% 924.00
High 870.75 844.50 -26.25 -3.0% 939.25
Low 829.25 809.50 -19.75 -2.4% 880.00
Close 836.00 835.75 -0.25 0.0% 882.25
Range 41.50 35.00 -6.50 -15.7% 59.25
ATR 27.52 28.05 0.53 1.9% 0.00
Volume 3,451 4,742 1,291 37.4% 15,257
Daily Pivots for day following 15-Jan-2009
Classic Woodie Camarilla DeMark
R4 935.00 920.25 855.00
R3 900.00 885.25 845.50
R2 865.00 865.00 842.25
R1 850.25 850.25 839.00 857.50
PP 830.00 830.00 830.00 833.50
S1 815.25 815.25 832.50 822.50
S2 795.00 795.00 829.25
S3 760.00 780.25 826.00
S4 725.00 745.25 816.50
Weekly Pivots for week ending 09-Jan-2009
Classic Woodie Camarilla DeMark
R4 1,078.25 1,039.50 914.75
R3 1,019.00 980.25 898.50
R2 959.75 959.75 893.00
R1 921.00 921.00 887.75 910.75
PP 900.50 900.50 900.50 895.50
S1 861.75 861.75 876.75 851.50
S2 841.25 841.25 871.50
S3 782.00 802.50 866.00
S4 722.75 743.25 849.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 910.50 809.50 101.00 12.1% 30.25 3.6% 26% False True 3,796
10 939.25 809.50 129.75 15.5% 27.00 3.2% 20% False True 3,223
20 939.25 809.50 129.75 15.5% 24.25 2.9% 20% False True 1,819
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 5.78
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 993.25
2.618 936.25
1.618 901.25
1.000 879.50
0.618 866.25
HIGH 844.50
0.618 831.25
0.500 827.00
0.382 822.75
LOW 809.50
0.618 787.75
1.000 774.50
1.618 752.75
2.618 717.75
4.250 660.75
Fisher Pivots for day following 15-Jan-2009
Pivot 1 day 3 day
R1 832.75 840.00
PP 830.00 838.75
S1 827.00 837.25

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

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