E-mini S&P 500 Future June 2009


Trading Metrics calculated at close of trading on 03-Jun-2009
Day Change Summary
Previous Current
02-Jun-2009 03-Jun-2009 Change Change % Previous Week
Open 939.00 942.75 3.75 0.4% 885.00
High 949.00 945.75 -3.25 -0.3% 927.75
Low 934.50 922.50 -12.00 -1.3% 876.75
Close 942.50 931.75 -10.75 -1.1% 918.00
Range 14.50 23.25 8.75 60.3% 51.00
ATR 23.66 23.63 -0.03 -0.1% 0.00
Volume 2,197,829 1,946,965 -250,864 -11.4% 9,336,887
Daily Pivots for day following 03-Jun-2009
Classic Woodie Camarilla DeMark
R4 1,003.00 990.75 944.50
R3 979.75 967.50 938.25
R2 956.50 956.50 936.00
R1 944.25 944.25 934.00 938.75
PP 933.25 933.25 933.25 930.50
S1 921.00 921.00 929.50 915.50
S2 910.00 910.00 927.50
S3 886.75 897.75 925.25
S4 863.50 874.50 919.00
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% 73% False False 2,250,750
10 949.00 876.75 72.25 7.8% 23.50 2.5% 76% False False 2,264,340
20 949.00 875.25 73.75 7.9% 23.50 2.5% 77% False False 2,303,215
40 949.00 802.25 146.75 15.7% 23.50 2.5% 88% False False 2,287,121
60 949.00 670.25 278.75 29.9% 25.75 2.8% 94% False False 2,294,024
80 949.00 662.75 286.25 30.7% 26.50 2.8% 94% False False 1,726,171
100 949.00 662.75 286.25 30.7% 27.50 2.9% 94% False False 1,382,192
120 949.00 662.75 286.25 30.7% 27.25 2.9% 94% False False 1,152,048
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 4.85
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,044.50
2.618 1,006.50
1.618 983.25
1.000 969.00
0.618 960.00
HIGH 945.75
0.618 936.75
0.500 934.00
0.382 931.50
LOW 922.50
0.618 908.25
1.000 899.25
1.618 885.00
2.618 861.75
4.250 823.75
Fisher Pivots for day following 03-Jun-2009
Pivot 1 day 3 day
R1 934.00 932.75
PP 933.25 932.50
S1 932.50 932.00

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

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