E-mini S&P 500 Future June 2009


Trading Metrics calculated at close of trading on 20-Apr-2009
Day Change Summary
Previous Current
17-Apr-2009 20-Apr-2009 Change Change % Previous Week
Open 861.50 865.50 4.00 0.5% 848.75
High 872.00 865.50 -6.50 -0.7% 872.00
Low 853.75 828.75 -25.00 -2.9% 831.50
Close 866.75 833.00 -33.75 -3.9% 866.75
Range 18.25 36.75 18.50 101.4% 40.50
ATR 26.61 27.42 0.81 3.1% 0.00
Volume 2,587,100 1,873,990 -713,110 -27.6% 10,831,289
Daily Pivots for day following 20-Apr-2009
Classic Woodie Camarilla DeMark
R4 952.75 929.50 853.25
R3 916.00 892.75 843.00
R2 879.25 879.25 839.75
R1 856.00 856.00 836.25 849.25
PP 842.50 842.50 842.50 839.00
S1 819.25 819.25 829.75 812.50
S2 805.75 805.75 826.25
S3 769.00 782.50 823.00
S4 732.25 745.75 812.75
Weekly Pivots for week ending 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 978.25 963.00 889.00
R3 937.75 922.50 878.00
R2 897.25 897.25 874.25
R1 882.00 882.00 870.50 889.50
PP 856.75 856.75 856.75 860.50
S1 841.50 841.50 863.00 849.00
S2 816.25 816.25 859.25
S3 775.75 801.00 855.50
S4 735.25 760.50 844.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 872.00 828.75 43.25 5.2% 24.50 2.9% 10% False True 2,124,740
10 872.00 802.25 69.75 8.4% 25.00 3.0% 44% False False 2,106,307
20 872.00 765.50 106.50 12.8% 27.75 3.3% 63% False False 2,370,478
40 872.00 662.75 209.25 25.1% 29.50 3.5% 81% False False 1,636,029
60 872.00 662.75 209.25 25.1% 28.25 3.4% 81% False False 1,092,691
80 939.25 662.75 276.50 33.2% 28.50 3.4% 62% False False 820,614
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.60
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1,021.75
2.618 961.75
1.618 925.00
1.000 902.25
0.618 888.25
HIGH 865.50
0.618 851.50
0.500 847.00
0.382 842.75
LOW 828.75
0.618 806.00
1.000 792.00
1.618 769.25
2.618 732.50
4.250 672.50
Fisher Pivots for day following 20-Apr-2009
Pivot 1 day 3 day
R1 847.00 850.50
PP 842.50 844.50
S1 837.75 838.75

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

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