E-mini S&P 500 Future December 2009

Trading Metrics calculated at close of trading on 30-Jun-2009

Day Change Summary
	Previous	Current
	29-Jun-2009	30-Jun-2009	Change	Change %	Previous Week
Open	908.50	917.25	8.75	1.0%	911.25
High	920.00	921.75	1.75	0.2%	914.50
Low	903.00	904.50	1.50	0.2%	880.50
Close	917.00	911.25	-5.75	-0.6%	909.75
Range	17.00	17.25	0.25	1.5%	34.00
ATR	17.59	17.56	-0.02	-0.1%	0.00
Volume	1,199	934	-265	-22.1%	11,037

Daily Pivots for day following 30-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	964.25	955.00	920.75
R3	947.00	937.75	916.00
R2	929.75	929.75	914.50
R1	920.50	920.50	912.75	916.50
PP	912.50	912.50	912.50	910.50
S1	903.25	903.25	909.75	899.25
S2	895.25	895.25	908.00
S3	878.00	886.00	906.50
S4	860.75	868.75	901.75

Weekly Pivots for week ending 26-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,003.50	990.75	928.50
R3	969.50	956.75	919.00
R2	935.50	935.50	916.00
R1	922.75	922.75	912.75	912.00
PP	901.50	901.50	901.50	896.25
S1	888.75	888.75	906.75	878.00
S2	867.50	867.50	903.50
S3	833.50	854.75	900.50
S4	799.50	820.75	891.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	921.75	884.75	37.00	4.1%	17.75	1.9%	72%	True	False	1,792
10	921.75	880.50	41.25	4.5%	17.50	1.9%	75%	True	False	1,344
20	948.00	880.50	67.50	7.4%	16.00	1.8%	46%	False	False	773
40	948.00	867.25	80.75	8.9%	18.00	2.0%	54%	False	False	404

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.48
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	995.00
2.618	967.00
1.618	949.75
1.000	939.00
0.618	932.50
HIGH	921.75
0.618	915.25
0.500	913.00
0.382	911.00
LOW	904.50
0.618	893.75
1.000	887.25
1.618	876.50
2.618	859.25
4.250	831.25

Fisher Pivots for day following 30-Jun-2009
Pivot	1 day	3 day
R1	913.00	912.50
PP	912.50	912.00
S1	912.00	911.50

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