E-mini S&P 500 Future December 2009


Trading Metrics calculated at close of trading on 28-May-2009
Day Change Summary
Previous Current
27-May-2009 28-May-2009 Change Change % Previous Week
Open 899.25 884.75 -14.50 -1.6% 867.50
High 903.25 899.00 -4.25 -0.5% 914.25
Low 883.00 878.75 -4.25 -0.5% 867.25
Close 884.00 896.50 12.50 1.4% 876.25
Range 20.25 20.25 0.00 0.0% 47.00
ATR 20.50 20.49 -0.02 -0.1% 0.00
Volume 6 30 24 400.0% 391
Daily Pivots for day following 28-May-2009
Classic Woodie Camarilla DeMark
R4 952.25 944.50 907.75
R3 932.00 924.25 902.00
R2 911.75 911.75 900.25
R1 904.00 904.00 898.25 908.00
PP 891.50 891.50 891.50 893.25
S1 883.75 883.75 894.75 887.50
S2 871.25 871.25 892.75
S3 851.00 863.50 891.00
S4 830.75 843.25 885.25
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 1,027.00 998.50 902.00
R3 980.00 951.50 889.25
R2 933.00 933.00 884.75
R1 904.50 904.50 880.50 918.75
PP 886.00 886.00 886.00 893.00
S1 857.50 857.50 872.00 871.75
S2 839.00 839.00 867.75
S3 792.00 810.50 863.25
S4 745.00 763.50 850.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 903.25 870.00 33.25 3.7% 20.25 2.3% 80% False False 16
10 914.25 867.25 47.00 5.2% 20.25 2.3% 62% False False 47
20 918.75 857.00 61.75 6.9% 20.75 2.3% 64% False False 34
Crabel Price Patterns
NR False
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 4.00
Fibonacci Retracements and Extensions
4.250 985.00
2.618 952.00
1.618 931.75
1.000 919.25
0.618 911.50
HIGH 899.00
0.618 891.25
0.500 889.00
0.382 886.50
LOW 878.75
0.618 866.25
1.000 858.50
1.618 846.00
2.618 825.75
4.250 792.75
Fisher Pivots for day following 28-May-2009
Pivot 1 day 3 day
R1 894.00 893.25
PP 891.50 890.00
S1 889.00 886.50

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

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