E-mini S&P 500 Future December 2009


Trading Metrics calculated at close of trading on 31-Jul-2009
Day Change Summary
Previous Current
30-Jul-2009 31-Jul-2009 Change Change % Previous Week
Open 970.50 977.75 7.25 0.7% 975.00
High 989.25 986.00 -3.25 -0.3% 989.25
Low 969.75 974.25 4.50 0.5% 960.00
Close 977.75 980.00 2.25 0.2% 980.00
Range 19.50 11.75 -7.75 -39.7% 29.25
ATR 16.96 16.59 -0.37 -2.2% 0.00
Volume 2,219 1,231 -988 -44.5% 8,138
Daily Pivots for day following 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 1,015.25 1,009.50 986.50
R3 1,003.50 997.75 983.25
R2 991.75 991.75 982.25
R1 986.00 986.00 981.00 989.00
PP 980.00 980.00 980.00 981.50
S1 974.25 974.25 979.00 977.00
S2 968.25 968.25 977.75
S3 956.50 962.50 976.75
S4 944.75 950.75 973.50
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 1,064.25 1,051.25 996.00
R3 1,035.00 1,022.00 988.00
R2 1,005.75 1,005.75 985.25
R1 992.75 992.75 982.75 999.25
PP 976.50 976.50 976.50 979.50
S1 963.50 963.50 977.25 970.00
S2 947.25 947.25 974.75
S3 918.00 934.25 972.00
S4 888.75 905.00 964.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 989.25 960.00 29.25 3.0% 14.75 1.5% 68% False False 1,627
10 989.25 929.75 59.50 6.1% 16.00 1.6% 84% False False 1,825
20 989.25 861.25 128.00 13.1% 16.75 1.7% 93% False False 1,918
40 989.25 861.25 128.00 13.1% 16.50 1.7% 93% False False 1,436
60 989.25 861.25 128.00 13.1% 17.25 1.8% 93% False False 979
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.28
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,036.00
2.618 1,016.75
1.618 1,005.00
1.000 997.75
0.618 993.25
HIGH 986.00
0.618 981.50
0.500 980.00
0.382 978.75
LOW 974.25
0.618 967.00
1.000 962.50
1.618 955.25
2.618 943.50
4.250 924.25
Fisher Pivots for day following 31-Jul-2009
Pivot 1 day 3 day
R1 980.00 978.25
PP 980.00 976.50
S1 980.00 974.50

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

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