E-mini S&P 500 Future June 2009


Trading Metrics calculated at close of trading on 09-Apr-2009
Day Change Summary
Previous Current
08-Apr-2009 09-Apr-2009 Change Change % Previous Week
Open 815.00 823.25 8.25 1.0% 812.50
High 825.25 854.50 29.25 3.5% 844.50
Low 802.25 822.25 20.00 2.5% 775.50
Close 822.50 852.50 30.00 3.6% 840.50
Range 23.00 32.25 9.25 40.2% 69.00
ATR 28.87 29.11 0.24 0.8% 0.00
Volume 2,101,777 2,088,351 -13,426 -0.6% 12,760,199
Daily Pivots for day following 09-Apr-2009
Classic Woodie Camarilla DeMark
R4 939.75 928.50 870.25
R3 907.50 896.25 861.25
R2 875.25 875.25 858.50
R1 864.00 864.00 855.50 869.50
PP 843.00 843.00 843.00 846.00
S1 831.75 831.75 849.50 837.50
S2 810.75 810.75 846.50
S3 778.50 799.50 843.75
S4 746.25 767.25 834.75
Weekly Pivots for week ending 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 1,027.25 1,002.75 878.50
R3 958.25 933.75 859.50
R2 889.25 889.25 853.25
R1 864.75 864.75 846.75 877.00
PP 820.25 820.25 820.25 826.25
S1 795.75 795.75 834.25 808.00
S2 751.25 751.25 827.75
S3 682.25 726.75 821.50
S4 613.25 657.75 802.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 854.50 802.25 52.25 6.1% 25.75 3.0% 96% True False 2,268,538
10 854.50 775.50 79.00 9.3% 28.00 3.3% 97% True False 2,385,118
20 854.50 739.00 115.50 13.5% 28.75 3.4% 98% True False 2,583,278
40 854.50 662.75 191.75 22.5% 29.25 3.4% 99% True False 1,319,312
60 871.75 662.75 209.00 24.5% 30.00 3.5% 91% False False 881,844
80 939.25 662.75 276.50 32.4% 28.50 3.3% 69% False False 661,838
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.10
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 991.50
2.618 939.00
1.618 906.75
1.000 886.75
0.618 874.50
HIGH 854.50
0.618 842.25
0.500 838.50
0.382 834.50
LOW 822.25
0.618 802.25
1.000 790.00
1.618 770.00
2.618 737.75
4.250 685.25
Fisher Pivots for day following 09-Apr-2009
Pivot 1 day 3 day
R1 847.75 844.50
PP 843.00 836.50
S1 838.50 828.50

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

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