E-mini S&P 500 Future September 2009

Trading Metrics calculated at close of trading on 20-Aug-2009

Day Change Summary
	Previous	Current
	19-Aug-2009	20-Aug-2009	Change	Change %	Previous Week
Open	989.50	996.75	7.25	0.7%	1,005.75
High	998.75	1,007.75	9.00	0.9%	1,015.75
Low	976.75	994.25	17.50	1.8%	985.75
Close	997.00	1,004.75	7.75	0.8%	1,005.75
Range	22.00	13.50	-8.50	-38.6%	30.00
ATR	19.08	18.68	-0.40	-2.1%	0.00
Volume	1,753,397	2,127,507	374,110	21.3%	8,649,822

Daily Pivots for day following 20-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,042.75	1,037.25	1,012.25
R3	1,029.25	1,023.75	1,008.50
R2	1,015.75	1,015.75	1,007.25
R1	1,010.25	1,010.25	1,006.00	1,013.00
PP	1,002.25	1,002.25	1,002.25	1,003.50
S1	996.75	996.75	1,003.50	999.50
S2	988.75	988.75	1,002.25
S3	975.25	983.25	1,001.00
S4	961.75	969.75	997.25

Weekly Pivots for week ending 14-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,092.50	1,079.00	1,022.25
R3	1,062.50	1,049.00	1,014.00
R2	1,032.50	1,032.50	1,011.25
R1	1,019.00	1,019.00	1,008.50	1,020.75
PP	1,002.50	1,002.50	1,002.50	1,003.25
S1	989.00	989.00	1,003.00	990.75
S2	972.50	972.50	1,000.25
S3	942.50	959.00	997.50
S4	912.50	929.00	989.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,015.75	975.50	40.25	4.0%	20.25	2.0%	73%	False	False	1,949,400
10	1,016.00	975.50	40.50	4.0%	20.00	2.0%	72%	False	False	1,830,048
20	1,016.00	962.50	53.50	5.3%	18.00	1.8%	79%	False	False	1,869,096
40	1,016.00	865.25	150.75	15.0%	18.00	1.8%	93%	False	False	1,871,772
60	1,016.00	865.25	150.75	15.0%	18.50	1.8%	93%	False	False	1,558,200
80	1,016.00	846.00	170.00	16.9%	19.50	1.9%	93%	False	False	1,170,432
100	1,016.00	776.00	240.00	23.9%	20.50	2.0%	95%	False	False	936,964
120	1,016.00	662.00	354.00	35.2%	21.75	2.2%	97%	False	False	780,896

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	3.80
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1,065.00
2.618	1,043.00
1.618	1,029.50
1.000	1,021.25
0.618	1,016.00
HIGH	1,007.75
0.618	1,002.50
0.500	1,001.00
0.382	999.50
LOW	994.25
0.618	986.00
1.000	980.75
1.618	972.50
2.618	959.00
4.250	937.00

Fisher Pivots for day following 20-Aug-2009
Pivot	1 day	3 day
R1	1,003.50	1,000.50
PP	1,002.25	996.25
S1	1,001.00	992.00

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