E-mini S&P 500 Future September 2009


Trading Metrics calculated at close of trading on 13-Jul-2009
Day Change Summary
Previous Current
10-Jul-2009 13-Jul-2009 Change Change % Previous Week
Open 878.75 874.75 -4.00 -0.5% 892.00
High 880.25 897.75 17.50 2.0% 898.25
Low 868.75 865.50 -3.25 -0.4% 865.25
Close 874.25 895.50 21.25 2.4% 874.25
Range 11.50 32.25 20.75 180.4% 33.00
ATR 18.22 19.22 1.00 5.5% 0.00
Volume 1,779,181 1,825,714 46,533 2.6% 9,795,459
Daily Pivots for day following 13-Jul-2009
Classic Woodie Camarilla DeMark
R4 983.00 971.50 913.25
R3 950.75 939.25 904.25
R2 918.50 918.50 901.50
R1 907.00 907.00 898.50 912.75
PP 886.25 886.25 886.25 889.00
S1 874.75 874.75 892.50 880.50
S2 854.00 854.00 889.50
S3 821.75 842.50 886.75
S4 789.50 810.25 877.75
Weekly Pivots for week ending 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 978.25 959.25 892.50
R3 945.25 926.25 883.25
R2 912.25 912.25 880.25
R1 893.25 893.25 877.25 886.25
PP 879.25 879.25 879.25 875.75
S1 860.25 860.25 871.25 853.25
S2 846.25 846.25 868.25
S3 813.25 827.25 865.25
S4 780.25 794.25 856.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 898.25 865.25 33.00 3.7% 19.25 2.1% 92% False False 1,954,144
10 928.25 865.25 63.00 7.0% 18.75 2.1% 48% False False 1,797,531
20 938.75 865.25 73.50 8.2% 18.50 2.1% 41% False False 1,893,027
40 953.00 865.25 87.75 9.8% 19.75 2.2% 34% False False 1,017,532
60 953.00 819.75 133.25 14.9% 20.75 2.3% 57% False False 680,190
80 953.00 758.25 194.75 21.7% 22.25 2.5% 70% False False 510,484
100 953.00 662.00 291.00 32.5% 23.25 2.6% 80% False False 408,406
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.50
Widest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 1,034.75
2.618 982.25
1.618 950.00
1.000 930.00
0.618 917.75
HIGH 897.75
0.618 885.50
0.500 881.50
0.382 877.75
LOW 865.50
0.618 845.50
1.000 833.25
1.618 813.25
2.618 781.00
4.250 728.50
Fisher Pivots for day following 13-Jul-2009
Pivot 1 day 3 day
R1 891.00 891.00
PP 886.25 886.25
S1 881.50 881.50

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

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