E-mini S&P 500 Future December 2009


Trading Metrics calculated at close of trading on 01-Jun-2009
Day Change Summary
Previous Current
29-May-2009 01-Jun-2009 Change Change % Previous Week
Open 898.00 907.50 9.50 1.1% 873.00
High 915.25 935.50 20.25 2.2% 915.25
Low 897.75 907.50 9.75 1.1% 870.00
Close 909.25 930.25 21.00 2.3% 909.25
Range 17.50 28.00 10.50 60.0% 45.25
ATR 20.36 20.91 0.55 2.7% 0.00
Volume 13 7 -6 -46.2% 51
Daily Pivots for day following 01-Jun-2009
Classic Woodie Camarilla DeMark
R4 1,008.50 997.25 945.75
R3 980.50 969.25 938.00
R2 952.50 952.50 935.50
R1 941.25 941.25 932.75 947.00
PP 924.50 924.50 924.50 927.25
S1 913.25 913.25 927.75 919.00
S2 896.50 896.50 925.00
S3 868.50 885.25 922.50
S4 840.50 857.25 914.75
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 1,034.00 1,016.75 934.25
R3 988.75 971.50 921.75
R2 943.50 943.50 917.50
R1 926.25 926.25 913.50 935.00
PP 898.25 898.25 898.25 902.50
S1 881.00 881.00 905.00 889.50
S2 853.00 853.00 901.00
S3 807.75 835.75 896.75
S4 762.50 790.50 884.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 935.50 870.00 65.50 7.0% 23.50 2.5% 92% True False 11
10 935.50 867.25 68.25 7.3% 21.25 2.3% 92% True False 44
20 935.50 867.25 68.25 7.3% 21.00 2.3% 92% True False 34
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 2.63
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1,054.50
2.618 1,008.75
1.618 980.75
1.000 963.50
0.618 952.75
HIGH 935.50
0.618 924.75
0.500 921.50
0.382 918.25
LOW 907.50
0.618 890.25
1.000 879.50
1.618 862.25
2.618 834.25
4.250 788.50
Fisher Pivots for day following 01-Jun-2009
Pivot 1 day 3 day
R1 927.25 922.50
PP 924.50 914.75
S1 921.50 907.00

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

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