E-mini S&P 500 Future December 2009

Trading Metrics calculated at close of trading on 08-May-2009

Day Change Summary
	Previous	Current
	07-May-2009	08-May-2009	Change	Change %	Previous Week
Open	915.75	901.00	-14.75	-1.6%	876.75
High	918.25	918.75	0.50	0.1%	918.75
Low	891.25	901.00	9.75	1.1%	871.50
Close	899.00	916.50	17.50	1.9%	916.50
Range	27.00	17.75	-9.25	-34.3%	47.25
ATR	19.96	19.95	-0.02	-0.1%	0.00
Volume	39	25	-14	-35.9%	139

Daily Pivots for day following 08-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	965.25	958.75	926.25
R3	947.50	941.00	921.50
R2	929.75	929.75	919.75
R1	923.25	923.25	918.25	926.50
PP	912.00	912.00	912.00	913.75
S1	905.50	905.50	914.75	908.75
S2	894.25	894.25	913.25
S3	876.50	887.75	911.50
S4	858.75	870.00	906.75

Weekly Pivots for week ending 08-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,044.00	1,027.50	942.50
R3	996.75	980.25	929.50
R2	949.50	949.50	925.25
R1	933.00	933.00	920.75	941.25
PP	902.25	902.25	902.25	906.50
S1	885.75	885.75	912.25	894.00
S2	855.00	855.00	907.75
S3	807.75	838.50	903.50
S4	760.50	791.25	890.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	918.75	871.50	47.25	5.2%	21.75	2.4%	95%	True	False	27
10	918.75	833.50	85.25	9.3%	18.00	2.0%	97%	True	False	17

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	3.18
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	994.25
2.618	965.25
1.618	947.50
1.000	936.50
0.618	929.75
HIGH	918.75
0.618	912.00
0.500	910.00
0.382	907.75
LOW	901.00
0.618	890.00
1.000	883.25
1.618	872.25
2.618	854.50
4.250	825.50

Fisher Pivots for day following 08-May-2009
Pivot	1 day	3 day
R1	914.25	911.50
PP	912.00	906.50
S1	910.00	901.50

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