E-mini S&P 500 Future December 2009


Trading Metrics calculated at close of trading on 21-Jul-2009
Day Change Summary
Previous Current
20-Jul-2009 21-Jul-2009 Change Change % Previous Week
Open 932.25 942.00 9.75 1.0% 871.50
High 944.50 951.50 7.00 0.7% 936.25
Low 929.75 935.50 5.75 0.6% 861.50
Close 944.50 949.00 4.50 0.5% 932.50
Range 14.75 16.00 1.25 8.5% 74.75
ATR 17.27 17.18 -0.09 -0.5% 0.00
Volume 1,780 817 -963 -54.1% 9,847
Daily Pivots for day following 21-Jul-2009
Classic Woodie Camarilla DeMark
R4 993.25 987.25 957.75
R3 977.25 971.25 953.50
R2 961.25 961.25 952.00
R1 955.25 955.25 950.50 958.25
PP 945.25 945.25 945.25 947.00
S1 939.25 939.25 947.50 942.25
S2 929.25 929.25 946.00
S3 913.25 923.25 944.50
S4 897.25 907.25 940.25
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 1,134.25 1,108.25 973.50
R3 1,059.50 1,033.50 953.00
R2 984.75 984.75 946.25
R1 958.75 958.75 939.25 971.75
PP 910.00 910.00 910.00 916.50
S1 884.00 884.00 925.75 897.00
S2 835.25 835.25 918.75
S3 760.50 809.25 912.00
S4 685.75 734.50 891.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 951.50 899.75 51.75 5.5% 17.25 1.8% 95% True False 1,209
10 951.50 861.25 90.25 9.5% 16.75 1.8% 97% True False 1,993
20 951.50 861.25 90.25 9.5% 17.00 1.8% 97% True False 1,799
40 951.50 861.25 90.25 9.5% 16.75 1.8% 97% True False 1,064
60 951.50 833.50 118.00 12.4% 17.75 1.9% 98% True False 720
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.48
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,019.50
2.618 993.50
1.618 977.50
1.000 967.50
0.618 961.50
HIGH 951.50
0.618 945.50
0.500 943.50
0.382 941.50
LOW 935.50
0.618 925.50
1.000 919.50
1.618 909.50
2.618 893.50
4.250 867.50
Fisher Pivots for day following 21-Jul-2009
Pivot 1 day 3 day
R1 947.25 945.25
PP 945.25 941.50
S1 943.50 937.75

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

View Archives - Comment on this page... - Back to Index of Symbols