E-mini S&P 500 Future December 2009

Trading Metrics calculated at close of trading on 05-Jun-2009

Day Change Summary
	Previous	Current
	04-Jun-2009	05-Jun-2009	Change	Change %	Previous Week
Open	920.00	932.75	12.75	1.4%	907.50
High	933.75	944.75	11.00	1.2%	944.75
Low	920.00	927.50	7.50	0.8%	907.50
Close	931.50	932.25	0.75	0.1%	932.25
Range	13.75	17.25	3.50	25.5%	37.25
ATR	19.44	19.29	-0.16	-0.8%	0.00
Volume	119	347	228	191.6%	737

Daily Pivots for day following 05-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	986.50	976.75	941.75
R3	969.25	959.50	937.00
R2	952.00	952.00	935.50
R1	942.25	942.25	933.75	938.50
PP	934.75	934.75	934.75	933.00
S1	925.00	925.00	930.75	921.25
S2	917.50	917.50	929.00
S3	900.25	907.75	927.50
S4	883.00	890.50	922.75

Weekly Pivots for week ending 05-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,040.00	1,023.25	952.75
R3	1,002.75	986.00	942.50
R2	965.50	965.50	939.00
R1	948.75	948.75	935.75	957.00
PP	928.25	928.25	928.25	932.25
S1	911.50	911.50	928.75	920.00
S2	891.00	891.00	925.50
S3	853.75	874.25	922.00
S4	816.50	837.00	911.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	944.75	907.50	37.25	4.0%	15.50	1.7%	66%	True	False	147
10	944.75	870.00	74.75	8.0%	17.75	1.9%	83%	True	False	79
20	944.75	867.25	77.50	8.3%	19.00	2.0%	84%	True	False	65

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	2.08
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,018.00
2.618	990.00
1.618	972.75
1.000	962.00
0.618	955.50
HIGH	944.75
0.618	938.25
0.500	936.00
0.382	934.00
LOW	927.50
0.618	916.75
1.000	910.25
1.618	899.50
2.618	882.25
4.250	854.25

Fisher Pivots for day following 05-Jun-2009
Pivot	1 day	3 day
R1	936.00	931.50
PP	934.75	930.50
S1	933.50	929.50

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