E-mini S&P 500 Future December 2009


Trading Metrics calculated at close of trading on 04-May-2009
Day Change Summary
Previous Current
01-May-2009 04-May-2009 Change Change % Previous Week
Open 861.50 876.75 15.25 1.8% 843.00
High 869.75 896.50 26.75 3.1% 884.25
Low 857.00 871.50 14.50 1.7% 833.50
Close 868.75 895.75 27.00 3.1% 868.75
Range 12.75 25.00 12.25 96.1% 50.75
ATR
Volume 18 4 -14 -77.8% 40
Daily Pivots for day following 04-May-2009
Classic Woodie Camarilla DeMark
R4 963.00 954.25 909.50
R3 938.00 929.25 902.50
R2 913.00 913.00 900.25
R1 904.25 904.25 898.00 908.50
PP 888.00 888.00 888.00 890.00
S1 879.25 879.25 893.50 883.50
S2 863.00 863.00 891.25
S3 838.00 854.25 889.00
S4 813.00 829.25 882.00
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 1,014.50 992.25 896.75
R3 963.75 941.50 882.75
R2 913.00 913.00 878.00
R1 890.75 890.75 873.50 902.00
PP 862.25 862.25 862.25 867.75
S1 840.00 840.00 864.00 851.00
S2 811.50 811.50 859.50
S3 760.75 789.25 854.75
S4 710.00 738.50 840.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 896.50 833.50 63.00 7.0% 16.75 1.9% 99% True False 8
10 896.50 816.50 80.00 8.9% 16.50 1.9% 99% True False 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 4.08
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,002.75
2.618 962.00
1.618 937.00
1.000 921.50
0.618 912.00
HIGH 896.50
0.618 887.00
0.500 884.00
0.382 881.00
LOW 871.50
0.618 856.00
1.000 846.50
1.618 831.00
2.618 806.00
4.250 765.25
Fisher Pivots for day following 04-May-2009
Pivot 1 day 3 day
R1 891.75 889.50
PP 888.00 883.00
S1 884.00 876.75

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

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