E-mini S&P 500 Future December 2009


Trading Metrics calculated at close of trading on 04-Aug-2009
Day Change Summary
Previous Current
03-Aug-2009 04-Aug-2009 Change Change % Previous Week
Open 981.75 995.50 13.75 1.4% 975.00
High 996.50 1,000.50 4.00 0.4% 989.25
Low 978.00 988.00 10.00 1.0% 960.00
Close 996.25 1,000.25 4.00 0.4% 980.00
Range 18.50 12.50 -6.00 -32.4% 29.25
ATR 16.72 16.42 -0.30 -1.8% 0.00
Volume 1,518 2,057 539 35.5% 8,138
Daily Pivots for day following 04-Aug-2009
Classic Woodie Camarilla DeMark
R4 1,033.75 1,029.50 1,007.00
R3 1,021.25 1,017.00 1,003.75
R2 1,008.75 1,008.75 1,002.50
R1 1,004.50 1,004.50 1,001.50 1,006.50
PP 996.25 996.25 996.25 997.25
S1 992.00 992.00 999.00 994.00
S2 983.75 983.75 998.00
S3 971.25 979.50 996.75
S4 958.75 967.00 993.50
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 1,000.50 960.00 40.50 4.0% 14.75 1.5% 99% True False 1,799
10 1,000.50 939.50 61.00 6.1% 16.00 1.6% 100% True False 1,923
20 1,000.50 861.25 139.25 13.9% 16.50 1.6% 100% True False 1,958
40 1,000.50 861.25 139.25 13.9% 16.75 1.7% 100% True False 1,521
60 1,000.50 861.25 139.25 13.9% 17.25 1.7% 100% True False 1,038
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 3.25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,053.50
2.618 1,033.25
1.618 1,020.75
1.000 1,013.00
0.618 1,008.25
HIGH 1,000.50
0.618 995.75
0.500 994.25
0.382 992.75
LOW 988.00
0.618 980.25
1.000 975.50
1.618 967.75
2.618 955.25
4.250 935.00
Fisher Pivots for day following 04-Aug-2009
Pivot 1 day 3 day
R1 998.25 996.00
PP 996.25 991.75
S1 994.25 987.50

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

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