E-mini S&P 500 Future September 2009

Trading Metrics calculated at close of trading on 27-Apr-2009

Day Change Summary
	Previous	Current
	24-Apr-2009	27-Apr-2009	Change	Change %	Previous Week
Open	846.00	859.00	13.00	1.5%	858.75
High	864.75	861.50	-3.25	-0.4%	864.75
Low	838.50	843.75	5.25	0.6%	819.75
Close	862.75	853.00	-9.75	-1.1%	862.75
Range	26.25	17.75	-8.50	-32.4%	45.00
ATR	25.59	25.12	-0.47	-1.8%	0.00
Volume	5,171	3,171	-2,000	-38.7%	33,366

Daily Pivots for day following 27-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	906.00	897.25	862.75
R3	888.25	879.50	858.00
R2	870.50	870.50	856.25
R1	861.75	861.75	854.75	857.25
PP	852.75	852.75	852.75	850.50
S1	844.00	844.00	851.25	839.50
S2	835.00	835.00	849.75
S3	817.25	826.25	848.00
S4	799.50	808.50	843.25

Weekly Pivots for week ending 24-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	984.00	968.50	887.50
R3	939.00	923.50	875.00
R2	894.00	894.00	871.00
R1	878.50	878.50	867.00	886.25
PP	849.00	849.00	849.00	853.00
S1	833.50	833.50	858.50	841.25
S2	804.00	804.00	854.50
S3	759.00	788.50	850.50
S4	714.00	743.50	838.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	864.75	819.75	45.00	5.3%	22.00	2.6%	74%	False	False	5,710
10	867.75	819.75	48.00	5.6%	22.50	2.6%	69%	False	False	4,331
20	867.75	772.25	95.50	11.2%	25.00	2.9%	85%	False	False	2,896
40	867.75	662.00	205.75	24.1%	26.50	3.1%	93%	False	False	1,704

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	6.28
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	937.00
2.618	908.00
1.618	890.25
1.000	879.25
0.618	872.50
HIGH	861.50
0.618	854.75
0.500	852.50
0.382	850.50
LOW	843.75
0.618	832.75
1.000	826.00
1.618	815.00
2.618	797.25
4.250	768.25

Fisher Pivots for day following 27-Apr-2009
Pivot	1 day	3 day
R1	853.00	850.75
PP	852.75	848.50
S1	852.50	846.25

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