E-mini S&P 500 Future June 2009


Trading Metrics calculated at close of trading on 05-May-2009
Day Change Summary
Previous Current
04-May-2009 05-May-2009 Change Change % Previous Week
Open 876.00 902.75 26.75 3.1% 863.25
High 904.75 905.00 0.25 0.0% 887.00
Low 876.00 893.50 17.50 2.0% 838.50
Close 902.75 903.50 0.75 0.1% 876.00
Range 28.75 11.50 -17.25 -60.0% 48.50
ATR 25.38 24.39 -0.99 -3.9% 0.00
Volume 1,802,797 2,171,103 368,306 20.4% 12,222,896
Daily Pivots for day following 05-May-2009
Classic Woodie Camarilla DeMark
R4 935.25 930.75 909.75
R3 923.75 919.25 906.75
R2 912.25 912.25 905.50
R1 907.75 907.75 904.50 910.00
PP 900.75 900.75 900.75 901.75
S1 896.25 896.25 902.50 898.50
S2 889.25 889.25 901.50
S3 877.75 884.75 900.25
S4 866.25 873.25 897.25
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 1,012.75 992.75 902.75
R3 964.25 944.25 889.25
R2 915.75 915.75 885.00
R1 895.75 895.75 880.50 905.75
PP 867.25 867.25 867.25 872.00
S1 847.25 847.25 871.50 857.25
S2 818.75 818.75 867.00
S3 770.25 798.75 862.75
S4 721.75 750.25 849.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 905.00 849.25 55.75 6.2% 21.75 2.4% 97% True False 2,265,706
10 905.00 831.25 73.75 8.2% 22.00 2.4% 98% True False 2,431,133
20 905.00 802.25 102.75 11.4% 23.25 2.6% 99% True False 2,271,027
40 905.00 670.25 234.75 26.0% 26.75 3.0% 99% True False 2,289,429
60 905.00 662.75 242.25 26.8% 27.50 3.0% 99% True False 1,533,824
80 905.00 662.75 242.25 26.8% 28.50 3.1% 99% True False 1,151,937
100 939.25 662.75 276.50 30.6% 28.00 3.1% 87% False False 921,815
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.25
Narrowest range in 55 trading days
Fibonacci Retracements and Extensions
4.250 954.00
2.618 935.00
1.618 923.50
1.000 916.50
0.618 912.00
HIGH 905.00
0.618 900.50
0.500 899.25
0.382 898.00
LOW 893.50
0.618 886.50
1.000 882.00
1.618 875.00
2.618 863.50
4.250 844.50
Fisher Pivots for day following 05-May-2009
Pivot 1 day 3 day
R1 902.00 897.00
PP 900.75 890.25
S1 899.25 883.75

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

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