E-mini S&P 500 Future June 2009

Trading Metrics calculated at close of trading on 17-Jun-2009

Day Change Summary
	Previous	Current
	16-Jun-2009	17-Jun-2009	Change	Change %	Previous Week
Open	923.75	912.50	-11.25	-1.2%	932.25
High	928.75	918.50	-10.25	-1.1%	956.50
Low	910.75	903.50	-7.25	-0.8%	925.50
Close	912.00	909.75	-2.25	-0.2%	944.75
Range	18.00	15.00	-3.00	-16.7%	31.00
ATR	21.60	21.13	-0.47	-2.2%	0.00
Volume	747,400	651,370	-96,030	-12.8%	10,519,143

Daily Pivots for day following 17-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	955.50	947.75	918.00
R3	940.50	932.75	914.00
R2	925.50	925.50	912.50
R1	917.75	917.75	911.00	914.00
PP	910.50	910.50	910.50	908.75
S1	902.75	902.75	908.50	899.00
S2	895.50	895.50	907.00
S3	880.50	887.75	905.50
S4	865.50	872.75	901.50

Weekly Pivots for week ending 12-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,035.25	1,021.00	961.75
R3	1,004.25	990.00	953.25
R2	973.25	973.25	950.50
R1	959.00	959.00	947.50	966.00
PP	942.25	942.25	942.25	945.75
S1	928.00	928.00	942.00	935.00
S2	911.25	911.25	939.00
S3	880.25	897.00	936.25
S4	849.25	866.00	927.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	956.50	903.50	53.00	5.8%	17.50	1.9%	12%	False	True	1,274,297
10	957.50	903.50	54.00	5.9%	18.75	2.1%	12%	False	True	1,644,071
20	957.50	876.75	80.75	8.9%	21.25	2.3%	41%	False	False	1,954,206
40	957.50	831.25	126.25	13.9%	22.00	2.4%	62%	False	False	2,170,408
60	957.50	775.50	182.00	20.0%	23.50	2.6%	74%	False	False	2,234,305
80	957.50	662.75	294.75	32.4%	25.50	2.8%	84%	False	False	1,930,830
100	957.50	662.75	294.75	32.4%	25.75	2.8%	84%	False	False	1,545,927
120	957.50	662.75	294.75	32.4%	26.50	2.9%	84%	False	False	1,289,027

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	5.40
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	982.25
2.618	957.75
1.618	942.75
1.000	933.50
0.618	927.75
HIGH	918.50
0.618	912.75
0.500	911.00
0.382	909.25
LOW	903.50
0.618	894.25
1.000	888.50
1.618	879.25
2.618	864.25
4.250	839.75

Fisher Pivots for day following 17-Jun-2009
Pivot	1 day	3 day
R1	911.00	923.00
PP	910.50	918.75
S1	910.25	914.25

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols