E-mini S&P 500 Future September 2009


Trading Metrics calculated at close of trading on 08-Jul-2009
Day Change Summary
Previous Current
07-Jul-2009 08-Jul-2009 Change Change % Previous Week
Open 895.75 879.50 -16.25 -1.8% 913.00
High 898.25 883.50 -14.75 -1.6% 928.25
Low 875.25 865.25 -10.00 -1.1% 892.75
Close 879.25 873.75 -5.50 -0.6% 893.25
Range 23.00 18.25 -4.75 -20.7% 35.50
ATR 19.44 19.35 -0.08 -0.4% 0.00
Volume 1,736,323 1,930,544 194,221 11.2% 6,354,139
Daily Pivots for day following 08-Jul-2009
Classic Woodie Camarilla DeMark
R4 929.00 919.50 883.75
R3 910.75 901.25 878.75
R2 892.50 892.50 877.00
R1 883.00 883.00 875.50 878.50
PP 874.25 874.25 874.25 872.00
S1 864.75 864.75 872.00 860.50
S2 856.00 856.00 870.50
S3 837.75 846.50 868.75
S4 819.50 828.25 863.75
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
5 928.25 865.25 63.00 7.2% 19.50 2.2% 13% False True 1,822,948
10 928.25 865.25 63.00 7.2% 18.75 2.1% 13% False True 1,773,420
20 952.75 865.25 87.50 10.0% 18.50 2.1% 10% False True 1,710,450
40 953.00 865.25 87.75 10.0% 20.25 2.3% 10% False True 865,286
60 953.00 819.75 133.25 15.3% 21.00 2.4% 41% False False 578,523
80 953.00 745.25 207.75 23.8% 22.75 2.6% 62% False False 434,196
100 953.00 662.00 291.00 33.3% 23.25 2.7% 73% False False 347,368
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 3.53
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 961.00
2.618 931.25
1.618 913.00
1.000 901.75
0.618 894.75
HIGH 883.50
0.618 876.50
0.500 874.50
0.382 872.25
LOW 865.25
0.618 854.00
1.000 847.00
1.618 835.75
2.618 817.50
4.250 787.75
Fisher Pivots for day following 08-Jul-2009
Pivot 1 day 3 day
R1 874.50 881.75
PP 874.25 879.00
S1 874.00 876.50

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

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