E-mini S&P 500 Future December 2009


Trading Metrics calculated at close of trading on 24-Jul-2009
Day Change Summary
Previous Current
23-Jul-2009 24-Jul-2009 Change Change % Previous Week
Open 945.75 963.00 17.25 1.8% 932.25
High 972.25 974.00 1.75 0.2% 974.00
Low 944.75 958.50 13.75 1.5% 929.75
Close 964.50 973.50 9.00 0.9% 973.50
Range 27.50 15.50 -12.00 -43.6% 44.25
ATR 17.62 17.47 -0.15 -0.9% 0.00
Volume 1,710 4,199 2,489 145.6% 10,116
Daily Pivots for day following 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 1,015.25 1,009.75 982.00
R3 999.75 994.25 977.75
R2 984.25 984.25 976.25
R1 978.75 978.75 975.00 981.50
PP 968.75 968.75 968.75 970.00
S1 963.25 963.25 972.00 966.00
S2 953.25 953.25 970.75
S3 937.75 947.75 969.25
S4 922.25 932.25 965.00
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 1,091.75 1,077.00 997.75
R3 1,047.50 1,032.75 985.75
R2 1,003.25 1,003.25 981.50
R1 988.50 988.50 977.50 996.00
PP 959.00 959.00 959.00 962.75
S1 944.25 944.25 969.50 951.50
S2 914.75 914.75 965.50
S3 870.50 900.00 961.25
S4 826.25 855.75 949.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 974.00 929.75 44.25 4.5% 17.25 1.8% 99% True False 2,023
10 974.00 861.50 112.50 11.6% 18.50 1.9% 100% True False 1,996
20 974.00 861.25 112.75 11.6% 17.00 1.8% 100% True False 1,834
40 974.00 861.25 112.75 11.6% 16.50 1.7% 100% True False 1,251
60 974.00 857.00 117.00 12.0% 17.75 1.8% 100% True False 845
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 4.00
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,040.00
2.618 1,014.50
1.618 999.00
1.000 989.50
0.618 983.50
HIGH 974.00
0.618 968.00
0.500 966.25
0.382 964.50
LOW 958.50
0.618 949.00
1.000 943.00
1.618 933.50
2.618 918.00
4.250 892.50
Fisher Pivots for day following 24-Jul-2009
Pivot 1 day 3 day
R1 971.00 968.00
PP 968.75 962.25
S1 966.25 956.75

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

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