E-mini S&P 500 Future September 2009


Trading Metrics calculated at close of trading on 10-Jun-2009
Day Change Summary
Previous Current
09-Jun-2009 10-Jun-2009 Change Change % Previous Week
Open 935.00 934.50 -0.50 -0.1% 916.50
High 942.50 950.75 8.25 0.9% 953.00
Low 930.00 923.00 -7.00 -0.8% 912.25
Close 935.50 936.50 1.00 0.1% 936.00
Range 12.50 27.75 15.25 122.0% 40.75
ATR 21.69 22.12 0.43 2.0% 0.00
Volume 77,276 177,889 100,613 130.2% 150,811
Daily Pivots for day following 10-Jun-2009
Classic Woodie Camarilla DeMark
R4 1,020.00 1,006.00 951.75
R3 992.25 978.25 944.25
R2 964.50 964.50 941.50
R1 950.50 950.50 939.00 957.50
PP 936.75 936.75 936.75 940.25
S1 922.75 922.75 934.00 929.75
S2 909.00 909.00 931.50
S3 881.25 895.00 928.75
S4 853.50 867.25 921.25
Weekly Pivots for week ending 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 1,056.00 1,036.75 958.50
R3 1,015.25 996.00 947.25
R2 974.50 974.50 943.50
R1 955.25 955.25 939.75 965.00
PP 933.75 933.75 933.75 938.50
S1 914.50 914.50 932.25 924.00
S2 893.00 893.00 928.50
S3 852.25 873.75 924.75
S4 811.50 833.00 913.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 953.00 921.25 31.75 3.4% 19.75 2.1% 48% False False 79,564
10 953.00 881.50 71.50 7.6% 21.25 2.3% 77% False False 48,959
20 953.00 871.00 82.00 8.8% 22.00 2.4% 80% False False 28,663
40 953.00 819.75 133.25 14.2% 22.25 2.4% 88% False False 16,971
60 953.00 745.25 207.75 22.2% 24.00 2.6% 92% False False 11,742
80 953.00 662.00 291.00 31.1% 24.75 2.6% 94% False False 8,821
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 5.43
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,068.75
2.618 1,023.50
1.618 995.75
1.000 978.50
0.618 968.00
HIGH 950.75
0.618 940.25
0.500 937.00
0.382 933.50
LOW 923.00
0.618 905.75
1.000 895.25
1.618 878.00
2.618 850.25
4.250 805.00
Fisher Pivots for day following 10-Jun-2009
Pivot 1 day 3 day
R1 937.00 936.25
PP 936.75 936.25
S1 936.50 936.00

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

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