E-mini S&P 500 Future December 2009


Trading Metrics calculated at close of trading on 23-Jul-2009
Day Change Summary
Previous Current
22-Jul-2009 23-Jul-2009 Change Change % Previous Week
Open 947.00 945.75 -1.25 -0.1% 871.50
High 952.25 972.25 20.00 2.1% 936.25
Low 939.50 944.75 5.25 0.6% 861.50
Close 945.00 964.50 19.50 2.1% 932.50
Range 12.75 27.50 14.75 115.7% 74.75
ATR 16.86 17.62 0.76 4.5% 0.00
Volume 1,610 1,710 100 6.2% 9,847
Daily Pivots for day following 23-Jul-2009
Classic Woodie Camarilla DeMark
R4 1,043.00 1,031.25 979.50
R3 1,015.50 1,003.75 972.00
R2 988.00 988.00 969.50
R1 976.25 976.25 967.00 982.00
PP 960.50 960.50 960.50 963.50
S1 948.75 948.75 962.00 954.50
S2 933.00 933.00 959.50
S3 905.50 921.25 957.00
S4 878.00 893.75 949.50
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
5 972.25 924.00 48.25 5.0% 16.25 1.7% 84% True False 1,430
10 972.25 861.50 110.75 11.5% 18.00 1.9% 93% True False 1,900
20 972.25 861.25 111.00 11.5% 16.75 1.7% 93% True False 1,790
40 972.25 861.25 111.00 11.5% 16.75 1.7% 93% True False 1,146
60 972.25 857.00 115.25 11.9% 18.00 1.9% 93% True False 775
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.70
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1,089.00
2.618 1,044.25
1.618 1,016.75
1.000 999.75
0.618 989.25
HIGH 972.25
0.618 961.75
0.500 958.50
0.382 955.25
LOW 944.75
0.618 927.75
1.000 917.25
1.618 900.25
2.618 872.75
4.250 828.00
Fisher Pivots for day following 23-Jul-2009
Pivot 1 day 3 day
R1 962.50 961.00
PP 960.50 957.50
S1 958.50 954.00

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

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