E-mini S&P 500 Future December 2009


Trading Metrics calculated at close of trading on 13-May-2009
Day Change Summary
Previous Current
12-May-2009 13-May-2009 Change Change % Previous Week
Open 900.00 898.00 -2.00 -0.2% 876.75
High 905.50 902.50 -3.00 -0.3% 918.75
Low 886.75 872.50 -14.25 -1.6% 871.50
Close 898.50 877.00 -21.50 -2.4% 916.50
Range 18.75 30.00 11.25 60.0% 47.25
ATR 19.72 20.45 0.73 3.7% 0.00
Volume 11 25 14 127.3% 139
Daily Pivots for day following 13-May-2009
Classic Woodie Camarilla DeMark
R4 974.00 955.50 893.50
R3 944.00 925.50 885.25
R2 914.00 914.00 882.50
R1 895.50 895.50 879.75 889.75
PP 884.00 884.00 884.00 881.00
S1 865.50 865.50 874.25 859.75
S2 854.00 854.00 871.50
S3 824.00 835.50 868.75
S4 794.00 805.50 860.50
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
5 918.75 872.50 46.25 5.3% 22.00 2.5% 10% False True 22
10 918.75 857.00 61.75 7.0% 21.25 2.4% 32% False False 21
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 20 trading days
Fibonacci Retracements and Extensions
4.250 1,030.00
2.618 981.00
1.618 951.00
1.000 932.50
0.618 921.00
HIGH 902.50
0.618 891.00
0.500 887.50
0.382 884.00
LOW 872.50
0.618 854.00
1.000 842.50
1.618 824.00
2.618 794.00
4.250 745.00
Fisher Pivots for day following 13-May-2009
Pivot 1 day 3 day
R1 887.50 893.75
PP 884.00 888.25
S1 880.50 882.50

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

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