E-mini S&P 500 Future December 2009


Trading Metrics calculated at close of trading on 07-May-2009
Day Change Summary
Previous Current
06-May-2009 07-May-2009 Change Change % Previous Week
Open 906.00 915.75 9.75 1.1% 843.00
High 911.00 918.25 7.25 0.8% 884.25
Low 884.25 891.25 7.00 0.8% 833.50
Close 909.50 899.00 -10.50 -1.2% 868.75
Range 26.75 27.00 0.25 0.9% 50.75
ATR 19.42 19.96 0.54 2.8% 0.00
Volume 59 39 -20 -33.9% 40
Daily Pivots for day following 07-May-2009
Classic Woodie Camarilla DeMark
R4 983.75 968.50 913.75
R3 956.75 941.50 906.50
R2 929.75 929.75 904.00
R1 914.50 914.50 901.50 908.50
PP 902.75 902.75 902.75 900.00
S1 887.50 887.50 896.50 881.50
S2 875.75 875.75 894.00
S3 848.75 860.50 891.50
S4 821.75 833.50 884.25
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
5 918.25 857.00 61.25 6.8% 20.75 2.3% 69% True False 26
10 918.25 833.50 84.75 9.4% 18.25 2.0% 77% True False 16
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.93
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1,033.00
2.618 989.00
1.618 962.00
1.000 945.25
0.618 935.00
HIGH 918.25
0.618 908.00
0.500 904.75
0.382 901.50
LOW 891.25
0.618 874.50
1.000 864.25
1.618 847.50
2.618 820.50
4.250 776.50
Fisher Pivots for day following 07-May-2009
Pivot 1 day 3 day
R1 904.75 901.25
PP 902.75 900.50
S1 901.00 899.75

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

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