E-mini S&P 500 Future June 2009


Trading Metrics calculated at close of trading on 23-Feb-2009
Day Change Summary
Previous Current
20-Feb-2009 23-Feb-2009 Change Change % Previous Week
Open 774.25 765.25 -9.00 -1.2% 815.00
High 775.75 782.50 6.75 0.9% 815.00
Low 749.50 736.75 -12.75 -1.7% 749.50
Close 766.25 741.50 -24.75 -3.2% 766.25
Range 26.25 45.75 19.50 74.3% 65.50
ATR 27.06 28.39 1.34 4.9% 0.00
Volume 11,216 8,939 -2,277 -20.3% 31,817
Daily Pivots for day following 23-Feb-2009
Classic Woodie Camarilla DeMark
R4 890.75 862.00 766.75
R3 845.00 816.25 754.00
R2 799.25 799.25 750.00
R1 770.50 770.50 745.75 762.00
PP 753.50 753.50 753.50 749.50
S1 724.75 724.75 737.25 716.25
S2 707.75 707.75 733.00
S3 662.00 679.00 729.00
S4 616.25 633.25 716.25
Weekly Pivots for week ending 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 973.50 935.25 802.25
R3 908.00 869.75 784.25
R2 842.50 842.50 778.25
R1 804.25 804.25 772.25 790.50
PP 777.00 777.00 777.00 770.00
S1 738.75 738.75 760.25 725.00
S2 711.50 711.50 754.25
S3 646.00 673.25 748.25
S4 580.50 607.75 730.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 815.00 736.75 78.25 10.6% 29.00 3.9% 6% False True 7,192
10 862.50 736.75 125.75 17.0% 27.00 3.6% 4% False True 6,805
20 871.75 736.75 135.00 18.2% 26.50 3.6% 4% False True 6,316
40 939.25 736.75 202.50 27.3% 28.25 3.8% 2% False True 5,422
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.80
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 977.00
2.618 902.25
1.618 856.50
1.000 828.25
0.618 810.75
HIGH 782.50
0.618 765.00
0.500 759.50
0.382 754.25
LOW 736.75
0.618 708.50
1.000 691.00
1.618 662.75
2.618 617.00
4.250 542.25
Fisher Pivots for day following 23-Feb-2009
Pivot 1 day 3 day
R1 759.50 765.00
PP 753.50 757.25
S1 747.50 749.50

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

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