E-mini S&P 500 Future June 2009


Trading Metrics calculated at close of trading on 11-May-2009
Day Change Summary
Previous Current
08-May-2009 11-May-2009 Change Change % Previous Week
Open 907.25 921.00 13.75 1.5% 876.00
High 927.75 923.00 -4.75 -0.5% 929.50
Low 903.00 905.75 2.75 0.3% 876.00
Close 924.75 909.00 -15.75 -1.7% 924.75
Range 24.75 17.25 -7.50 -30.3% 53.50
ATR 25.05 24.62 -0.43 -1.7% 0.00
Volume 2,743,570 2,641,858 -101,712 -3.7% 11,365,477
Daily Pivots for day following 11-May-2009
Classic Woodie Camarilla DeMark
R4 964.25 954.00 918.50
R3 947.00 936.75 913.75
R2 929.75 929.75 912.25
R1 919.50 919.50 910.50 916.00
PP 912.50 912.50 912.50 911.00
S1 902.25 902.25 907.50 898.75
S2 895.25 895.25 905.75
S3 878.00 885.00 904.25
S4 860.75 867.75 899.50
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 1,070.50 1,051.25 954.25
R3 1,017.00 997.75 939.50
R2 963.50 963.50 934.50
R1 944.25 944.25 929.75 954.00
PP 910.00 910.00 910.00 915.00
S1 890.75 890.75 919.75 900.50
S2 856.50 856.50 915.00
S3 803.00 837.25 910.00
S4 749.50 783.75 895.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 929.50 891.00 38.50 4.2% 22.50 2.5% 47% False False 2,440,907
10 929.50 838.50 91.00 10.0% 23.25 2.6% 77% False False 2,382,288
20 929.50 823.00 106.50 11.7% 23.50 2.6% 81% False False 2,359,314
40 929.50 746.00 183.50 20.2% 26.00 2.9% 89% False False 2,460,653
60 929.50 662.75 266.75 29.3% 27.25 3.0% 92% False False 1,700,592
80 929.50 662.75 266.75 29.3% 28.25 3.1% 92% False False 1,277,026
100 939.25 662.75 276.50 30.4% 27.50 3.0% 89% False False 1,022,148
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.83
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 996.25
2.618 968.25
1.618 951.00
1.000 940.25
0.618 933.75
HIGH 923.00
0.618 916.50
0.500 914.50
0.382 912.25
LOW 905.75
0.618 895.00
1.000 888.50
1.618 877.75
2.618 860.50
4.250 832.50
Fisher Pivots for day following 11-May-2009
Pivot 1 day 3 day
R1 914.50 913.75
PP 912.50 912.25
S1 910.75 910.50

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

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