E-mini S&P 500 Future June 2009


Trading Metrics calculated at close of trading on 02-Jun-2009
Day Change Summary
Previous Current
01-Jun-2009 02-Jun-2009 Change Change % Previous Week
Open 920.25 939.00 18.75 2.0% 885.00
High 947.25 949.00 1.75 0.2% 927.75
Low 916.50 934.50 18.00 2.0% 876.75
Close 939.00 942.50 3.50 0.4% 918.00
Range 30.75 14.50 -16.25 -52.8% 51.00
ATR 24.36 23.66 -0.70 -2.9% 0.00
Volume 2,009,771 2,197,829 188,058 9.4% 9,336,887
Daily Pivots for day following 02-Jun-2009
Classic Woodie Camarilla DeMark
R4 985.50 978.50 950.50
R3 971.00 964.00 946.50
R2 956.50 956.50 945.25
R1 949.50 949.50 943.75 953.00
PP 942.00 942.00 942.00 943.75
S1 935.00 935.00 941.25 938.50
S2 927.50 927.50 939.75
S3 913.00 920.50 938.50
S4 898.50 906.00 934.50
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 1,060.50 1,040.25 946.00
R3 1,009.50 989.25 932.00
R2 958.50 958.50 927.25
R1 938.25 938.25 922.75 948.50
PP 907.50 907.50 907.50 912.50
S1 887.25 887.25 913.25 897.50
S2 856.50 856.50 908.75
S3 805.50 836.25 904.00
S4 754.50 785.25 890.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 949.00 886.25 62.75 6.7% 23.25 2.5% 90% True False 2,378,593
10 949.00 876.75 72.25 7.7% 22.50 2.4% 91% True False 2,262,480
20 949.00 875.25 73.75 7.8% 23.00 2.4% 91% True False 2,314,422
40 949.00 802.25 146.75 15.6% 23.50 2.5% 96% True False 2,292,738
60 949.00 668.00 281.00 29.8% 25.75 2.7% 98% True False 2,263,342
80 949.00 662.75 286.25 30.4% 26.50 2.8% 98% True False 1,701,901
100 949.00 662.75 286.25 30.4% 27.50 2.9% 98% True False 1,362,764
120 949.00 662.75 286.25 30.4% 27.25 2.9% 98% True False 1,135,824
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 4.98
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,010.50
2.618 987.00
1.618 972.50
1.000 963.50
0.618 958.00
HIGH 949.00
0.618 943.50
0.500 941.75
0.382 940.00
LOW 934.50
0.618 925.50
1.000 920.00
1.618 911.00
2.618 896.50
4.250 873.00
Fisher Pivots for day following 02-Jun-2009
Pivot 1 day 3 day
R1 942.25 937.00
PP 942.00 931.25
S1 941.75 925.50

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

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