E-mini S&P 500 Future December 2009


Trading Metrics calculated at close of trading on 09-Sep-2009
Day Change Summary
Previous Current
08-Sep-2009 09-Sep-2009 Change Change % Previous Week
Open 1,010.25 1,019.75 9.50 0.9% 1,022.00
High 1,022.50 1,031.75 9.25 0.9% 1,026.00
Low 1,008.25 1,014.75 6.50 0.6% 986.50
Close 1,020.75 1,028.00 7.25 0.7% 1,009.50
Range 14.25 17.00 2.75 19.3% 39.50
ATR 17.44 17.41 -0.03 -0.2% 0.00
Volume 46,328 114,337 68,009 146.8% 131,308
Daily Pivots for day following 09-Sep-2009
Classic Woodie Camarilla DeMark
R4 1,075.75 1,069.00 1,037.25
R3 1,058.75 1,052.00 1,032.75
R2 1,041.75 1,041.75 1,031.00
R1 1,035.00 1,035.00 1,029.50 1,038.50
PP 1,024.75 1,024.75 1,024.75 1,026.50
S1 1,018.00 1,018.00 1,026.50 1,021.50
S2 1,007.75 1,007.75 1,025.00
S3 990.75 1,001.00 1,023.25
S4 973.75 984.00 1,018.75
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 1,125.75 1,107.25 1,031.25
R3 1,086.25 1,067.75 1,020.25
R2 1,046.75 1,046.75 1,016.75
R1 1,028.25 1,028.25 1,013.00 1,017.75
PP 1,007.25 1,007.25 1,007.25 1,002.00
S1 988.75 988.75 1,006.00 978.25
S2 967.75 967.75 1,002.25
S3 928.25 949.25 998.75
S4 888.75 909.75 987.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,031.75 986.50 45.25 4.4% 13.75 1.3% 92% True False 52,680
10 1,034.25 986.50 47.75 4.6% 16.25 1.6% 87% False False 32,496
20 1,034.25 971.25 63.00 6.1% 18.50 1.8% 90% False False 18,473
40 1,034.25 899.75 134.50 13.1% 17.50 1.7% 95% False False 10,106
60 1,034.25 861.25 173.00 16.8% 17.50 1.7% 96% False False 7,311
80 1,034.25 861.25 173.00 16.8% 17.25 1.7% 96% False False 5,514
100 1,034.25 816.50 217.75 21.2% 17.50 1.7% 97% False False 4,415
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.55
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,104.00
2.618 1,076.25
1.618 1,059.25
1.000 1,048.75
0.618 1,042.25
HIGH 1,031.75
0.618 1,025.25
0.500 1,023.25
0.382 1,021.25
LOW 1,014.75
0.618 1,004.25
1.000 997.75
1.618 987.25
2.618 970.25
4.250 942.50
Fisher Pivots for day following 09-Sep-2009
Pivot 1 day 3 day
R1 1,026.50 1,023.25
PP 1,024.75 1,018.50
S1 1,023.25 1,013.50

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

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