E-mini S&P 500 Future June 2009


Trading Metrics calculated at close of trading on 19-May-2009
Day Change Summary
Previous Current
18-May-2009 19-May-2009 Change Change % Previous Week
Open 882.25 907.75 25.50 2.9% 921.00
High 908.75 915.75 7.00 0.8% 923.00
Low 875.25 903.50 28.25 3.2% 876.75
Close 907.00 906.50 -0.50 -0.1% 883.00
Range 33.50 12.25 -21.25 -63.4% 46.25
ATR 24.65 23.77 -0.89 -3.6% 0.00
Volume 2,204,790 1,928,363 -276,427 -12.5% 11,896,169
Daily Pivots for day following 19-May-2009
Classic Woodie Camarilla DeMark
R4 945.25 938.25 913.25
R3 933.00 926.00 909.75
R2 920.75 920.75 908.75
R1 913.75 913.75 907.50 911.00
PP 908.50 908.50 908.50 907.25
S1 901.50 901.50 905.50 899.00
S2 896.25 896.25 904.25
S3 884.00 889.25 903.25
S4 871.75 877.00 899.75
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 1,033.00 1,004.25 908.50
R3 986.75 958.00 895.75
R2 940.50 940.50 891.50
R1 911.75 911.75 887.25 903.00
PP 894.25 894.25 894.25 890.00
S1 865.50 865.50 878.75 856.75
S2 848.00 848.00 874.50
S3 801.75 819.25 870.25
S4 755.50 773.00 857.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 915.75 875.25 40.50 4.5% 22.75 2.5% 77% True False 2,265,106
10 929.50 875.25 54.25 6.0% 23.50 2.6% 58% False False 2,342,089
20 929.50 831.25 98.25 10.8% 22.75 2.5% 77% False False 2,386,611
40 929.50 775.50 154.00 17.0% 24.50 2.7% 85% False False 2,374,355
60 929.50 662.75 266.75 29.4% 27.00 3.0% 91% False False 1,923,038
80 929.50 662.75 266.75 29.4% 26.75 3.0% 91% False False 1,443,857
100 939.25 662.75 276.50 30.5% 27.50 3.0% 88% False False 1,155,991
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 6.43
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 967.75
2.618 947.75
1.618 935.50
1.000 928.00
0.618 923.25
HIGH 915.75
0.618 911.00
0.500 909.50
0.382 908.25
LOW 903.50
0.618 896.00
1.000 891.25
1.618 883.75
2.618 871.50
4.250 851.50
Fisher Pivots for day following 19-May-2009
Pivot 1 day 3 day
R1 909.50 902.75
PP 908.50 899.25
S1 907.50 895.50

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

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