E-mini S&P 500 Future June 2009


Trading Metrics calculated at close of trading on 23-Apr-2009
Day Change Summary
Previous Current
22-Apr-2009 23-Apr-2009 Change Change % Previous Week
Open 847.75 836.00 -11.75 -1.4% 848.75
High 858.75 850.00 -8.75 -1.0% 872.00
Low 835.25 831.25 -4.00 -0.5% 831.50
Close 837.00 848.75 11.75 1.4% 866.75
Range 23.50 18.75 -4.75 -20.2% 40.50
ATR 27.03 26.44 -0.59 -2.2% 0.00
Volume 2,691,106 2,933,883 242,777 9.0% 10,831,289
Daily Pivots for day following 23-Apr-2009
Classic Woodie Camarilla DeMark
R4 899.50 893.00 859.00
R3 880.75 874.25 854.00
R2 862.00 862.00 852.25
R1 855.50 855.50 850.50 858.75
PP 843.25 843.25 843.25 845.00
S1 836.75 836.75 847.00 840.00
S2 824.50 824.50 845.25
S3 805.75 818.00 843.50
S4 787.00 799.25 838.50
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
5 872.00 823.00 49.00 5.8% 24.50 2.9% 53% False False 2,460,776
10 872.00 822.25 49.75 5.9% 24.25 2.9% 53% False False 2,263,642
20 872.00 775.50 96.50 11.4% 25.50 3.0% 76% False False 2,375,876
40 872.00 662.75 209.25 24.7% 28.50 3.4% 89% False False 1,830,956
60 872.00 662.75 209.25 24.7% 28.00 3.3% 89% False False 1,223,264
80 939.25 662.75 276.50 32.6% 28.75 3.4% 67% False False 918,643
Crabel Price Patterns
NR True
NR4 True
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 True
Bear Hook False
Bull Hook False
Stretch 5.93
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 929.75
2.618 899.00
1.618 880.25
1.000 868.75
0.618 861.50
HIGH 850.00
0.618 842.75
0.500 840.50
0.382 838.50
LOW 831.25
0.618 819.75
1.000 812.50
1.618 801.00
2.618 782.25
4.250 751.50
Fisher Pivots for day following 23-Apr-2009
Pivot 1 day 3 day
R1 846.00 846.00
PP 843.25 843.50
S1 840.50 841.00

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

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