E-mini S&P 500 Future September 2009


Trading Metrics calculated at close of trading on 07-Jul-2009
Day Change Summary
Previous Current
06-Jul-2009 07-Jul-2009 Change Change % Previous Week
Open 892.00 895.75 3.75 0.4% 913.00
High 896.25 898.25 2.00 0.2% 928.25
Low 882.00 875.25 -6.75 -0.8% 892.75
Close 895.50 879.25 -16.25 -1.8% 893.25
Range 14.25 23.00 8.75 61.4% 35.50
ATR 19.16 19.44 0.27 1.4% 0.00
Volume 1,850,449 1,736,323 -114,126 -6.2% 6,354,139
Daily Pivots for day following 07-Jul-2009
Classic Woodie Camarilla DeMark
R4 953.25 939.25 892.00
R3 930.25 916.25 885.50
R2 907.25 907.25 883.50
R1 893.25 893.25 881.25 888.75
PP 884.25 884.25 884.25 882.00
S1 870.25 870.25 877.25 865.75
S2 861.25 861.25 875.00
S3 838.25 847.25 873.00
S4 815.25 824.25 866.50
Weekly Pivots for week ending 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 1,011.25 987.75 912.75
R3 975.75 952.25 903.00
R2 940.25 940.25 899.75
R1 916.75 916.75 896.50 910.75
PP 904.75 904.75 904.75 901.75
S1 881.25 881.25 890.00 875.25
S2 869.25 869.25 886.75
S3 833.75 845.75 883.50
S4 798.25 810.25 873.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 928.25 875.25 53.00 6.0% 19.50 2.2% 8% False True 1,706,181
10 928.25 875.25 53.00 6.0% 18.00 2.0% 8% False True 1,784,745
20 952.75 875.25 77.50 8.8% 18.25 2.1% 5% False True 1,617,787
40 953.00 871.00 82.00 9.3% 20.25 2.3% 10% False False 817,258
60 953.00 819.75 133.25 15.2% 21.00 2.4% 45% False False 546,374
80 953.00 738.25 214.75 24.4% 22.50 2.6% 66% False False 410,065
100 953.00 662.00 291.00 33.1% 23.50 2.7% 75% False False 328,063
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.58
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 996.00
2.618 958.50
1.618 935.50
1.000 921.25
0.618 912.50
HIGH 898.25
0.618 889.50
0.500 886.75
0.382 884.00
LOW 875.25
0.618 861.00
1.000 852.25
1.618 838.00
2.618 815.00
4.250 777.50
Fisher Pivots for day following 07-Jul-2009
Pivot 1 day 3 day
R1 886.75 897.50
PP 884.25 891.50
S1 881.75 885.25

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

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