E-mini S&P 500 Future December 2009

Trading Metrics calculated at close of trading on 02-Nov-2009

Day Change Summary
	Previous	Current
	30-Oct-2009	02-Nov-2009	Change	Change %	Previous Week
Open	1,061.25	1,031.25	-30.00	-2.8%	1,076.50
High	1,062.75	1,049.50	-13.25	-1.2%	1,088.50
Low	1,029.50	1,026.00	-3.50	-0.3%	1,029.50
Close	1,033.00	1,039.00	6.00	0.6%	1,033.00
Range	33.25	23.50	-9.75	-29.3%	59.00
ATR	20.28	20.51	0.23	1.1%	0.00
Volume	2,298,367	3,376,612	1,078,245	46.9%	12,289,622

Daily Pivots for day following 02-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,108.75	1,097.25	1,052.00
R3	1,085.25	1,073.75	1,045.50
R2	1,061.75	1,061.75	1,043.25
R1	1,050.25	1,050.25	1,041.25	1,056.00
PP	1,038.25	1,038.25	1,038.25	1,041.00
S1	1,026.75	1,026.75	1,036.75	1,032.50
S2	1,014.75	1,014.75	1,034.75
S3	991.25	1,003.25	1,032.50
S4	967.75	979.75	1,026.00

Weekly Pivots for week ending 30-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,227.25	1,189.25	1,065.50
R3	1,168.25	1,130.25	1,049.25
R2	1,109.25	1,109.25	1,043.75
R1	1,071.25	1,071.25	1,038.50	1,060.75
PP	1,050.25	1,050.25	1,050.25	1,045.00
S1	1,012.25	1,012.25	1,027.50	1,001.75
S2	991.25	991.25	1,022.25
S3	932.25	953.25	1,016.75
S4	873.25	894.25	1,000.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,069.75	1,026.00	43.75	4.2%	24.25	2.3%	30%	False	True	2,663,616
10	1,099.00	1,026.00	73.00	7.0%	23.75	2.3%	18%	False	True	2,381,980
20	1,099.00	1,026.00	73.00	7.0%	19.00	1.8%	18%	False	True	2,047,736
40	1,099.00	1,008.25	90.75	8.7%	18.00	1.7%	34%	False	False	1,922,918
60	1,099.00	971.25	127.75	12.3%	18.25	1.7%	53%	False	False	1,285,490
80	1,099.00	861.50	237.50	22.9%	18.00	1.7%	75%	False	False	964,584
100	1,099.00	861.25	237.75	22.9%	17.75	1.7%	75%	False	False	771,952
120	1,099.00	861.25	237.75	22.9%	17.75	1.7%	75%	False	False	643,310

Crabel Price Patterns
NR	True
NR4	True
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	5.40
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,149.50
2.618	1,111.00
1.618	1,087.50
1.000	1,073.00
0.618	1,064.00
HIGH	1,049.50
0.618	1,040.50
0.500	1,037.75
0.382	1,035.00
LOW	1,026.00
0.618	1,011.50
1.000	1,002.50
1.618	988.00
2.618	964.50
4.250	926.00

Fisher Pivots for day following 02-Nov-2009
Pivot	1 day	3 day
R1	1,038.50	1,045.00
PP	1,038.25	1,043.00
S1	1,037.75	1,041.00

Download as Excel Spreadsheet

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

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