E-mini S&P 500 Future December 2009


Trading Metrics calculated at close of trading on 06-May-2009
Day Change Summary
Previous Current
05-May-2009 06-May-2009 Change Change % Previous Week
Open 893.50 906.00 12.50 1.4% 843.00
High 897.50 911.00 13.50 1.5% 884.25
Low 885.25 884.25 -1.00 -0.1% 833.50
Close 896.00 909.50 13.50 1.5% 868.75
Range 12.25 26.75 14.50 118.4% 50.75
ATR 18.86 19.42 0.56 3.0% 0.00
Volume 12 59 47 391.7% 40
Daily Pivots for day following 06-May-2009
Classic Woodie Camarilla DeMark
R4 981.75 972.50 924.25
R3 955.00 945.75 916.75
R2 928.25 928.25 914.50
R1 919.00 919.00 912.00 923.50
PP 901.50 901.50 901.50 904.00
S1 892.25 892.25 907.00 897.00
S2 874.75 874.75 904.50
S3 848.00 865.50 902.25
S4 821.25 838.75 894.75
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
5 911.00 857.00 54.00 5.9% 20.50 2.3% 97% True False 19
10 911.00 828.00 83.00 9.1% 16.50 1.8% 98% True False 13
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 4.18
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1,024.75
2.618 981.00
1.618 954.25
1.000 937.75
0.618 927.50
HIGH 911.00
0.618 900.75
0.500 897.50
0.382 894.50
LOW 884.25
0.618 867.75
1.000 857.50
1.618 841.00
2.618 814.25
4.250 770.50
Fisher Pivots for day following 06-May-2009
Pivot 1 day 3 day
R1 905.50 903.50
PP 901.50 897.25
S1 897.50 891.25

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

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