E-mini S&P 500 Future June 2009


Trading Metrics calculated at close of trading on 20-May-2009
Day Change Summary
Previous Current
19-May-2009 20-May-2009 Change Change % Previous Week
Open 907.75 905.75 -2.00 -0.2% 921.00
High 915.75 923.50 7.75 0.8% 923.00
Low 903.50 899.25 -4.25 -0.5% 876.75
Close 906.50 900.00 -6.50 -0.7% 883.00
Range 12.25 24.25 12.00 98.0% 46.25
ATR 23.77 23.80 0.03 0.1% 0.00
Volume 1,928,363 1,981,786 53,423 2.8% 11,896,169
Daily Pivots for day following 20-May-2009
Classic Woodie Camarilla DeMark
R4 980.25 964.50 913.25
R3 956.00 940.25 906.75
R2 931.75 931.75 904.50
R1 916.00 916.00 902.25 911.75
PP 907.50 907.50 907.50 905.50
S1 891.75 891.75 897.75 887.50
S2 883.25 883.25 895.50
S3 859.00 867.50 893.25
S4 834.75 843.25 886.75
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
5 923.50 875.25 48.25 5.4% 21.25 2.4% 51% True False 2,155,384
10 929.50 875.25 54.25 6.0% 23.25 2.6% 46% False False 2,340,483
20 929.50 831.25 98.25 10.9% 22.75 2.5% 70% False False 2,351,145
40 929.50 775.50 154.00 17.1% 24.75 2.7% 81% False False 2,351,005
60 929.50 662.75 266.75 29.6% 26.75 3.0% 89% False False 1,955,678
80 929.50 662.75 266.75 29.6% 27.00 3.0% 89% False False 1,468,593
100 939.25 662.75 276.50 30.7% 27.50 3.1% 86% False False 1,175,809
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 5.88
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,026.50
2.618 987.00
1.618 962.75
1.000 947.75
0.618 938.50
HIGH 923.50
0.618 914.25
0.500 911.50
0.382 908.50
LOW 899.25
0.618 884.25
1.000 875.00
1.618 860.00
2.618 835.75
4.250 796.25
Fisher Pivots for day following 20-May-2009
Pivot 1 day 3 day
R1 911.50 899.75
PP 907.50 899.50
S1 903.75 899.50

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

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