E-mini S&P 500 Future June 2009


Trading Metrics calculated at close of trading on 14-Apr-2009
Day Change Summary
Previous Current
13-Apr-2009 14-Apr-2009 Change Change % Previous Week
Open 848.75 853.00 4.25 0.5% 840.00
High 861.25 857.50 -3.75 -0.4% 854.50
Low 841.50 836.25 -5.25 -0.6% 802.25
Close 854.00 840.25 -13.75 -1.6% 852.50
Range 19.75 21.25 1.50 7.6% 52.25
ATR 28.44 27.93 -0.51 -1.8% 0.00
Volume 2,081,575 1,635,670 -445,905 -21.4% 8,357,793
Daily Pivots for day following 14-Apr-2009
Classic Woodie Camarilla DeMark
R4 908.50 895.50 852.00
R3 887.25 874.25 846.00
R2 866.00 866.00 844.25
R1 853.00 853.00 842.25 849.00
PP 844.75 844.75 844.75 842.50
S1 831.75 831.75 838.25 827.50
S2 823.50 823.50 836.25
S3 802.25 810.50 834.50
S4 781.00 789.25 828.50
Weekly Pivots for week ending 10-Apr-2009
Classic Woodie Camarilla DeMark
R4 993.25 975.00 881.25
R3 941.00 922.75 866.75
R2 888.75 888.75 862.00
R1 870.50 870.50 857.25 879.50
PP 836.50 836.50 836.50 841.00
S1 818.25 818.25 847.75 827.50
S2 784.25 784.25 843.00
S3 732.00 766.00 838.25
S4 679.75 713.75 823.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 861.25 802.25 59.00 7.0% 23.75 2.8% 64% False False 1,980,676
10 861.25 779.00 82.25 9.8% 26.00 3.1% 74% False False 2,262,478
20 861.25 746.00 115.25 13.7% 28.50 3.4% 82% False False 2,508,004
40 861.25 662.75 198.50 23.6% 29.50 3.5% 89% False False 1,412,004
60 871.75 662.75 209.00 24.9% 29.50 3.5% 85% False False 943,252
80 939.25 662.75 276.50 32.9% 28.25 3.4% 64% False False 708,300
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 5.68
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 947.75
2.618 913.25
1.618 892.00
1.000 878.75
0.618 870.75
HIGH 857.50
0.618 849.50
0.500 847.00
0.382 844.25
LOW 836.25
0.618 823.00
1.000 815.00
1.618 801.75
2.618 780.50
4.250 746.00
Fisher Pivots for day following 14-Apr-2009
Pivot 1 day 3 day
R1 847.00 841.75
PP 844.75 841.25
S1 842.50 840.75

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

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