E-mini S&P 500 Future December 2009

Trading Metrics calculated at close of trading on 03-Nov-2009

Day Change Summary
	Previous	Current
	02-Nov-2009	03-Nov-2009	Change	Change %	Previous Week
Open	1,031.25	1,039.25	8.00	0.8%	1,076.50
High	1,049.50	1,044.00	-5.50	-0.5%	1,088.50
Low	1,026.00	1,026.50	0.50	0.0%	1,029.50
Close	1,039.00	1,041.75	2.75	0.3%	1,033.00
Range	23.50	17.50	-6.00	-25.5%	59.00
ATR	20.51	20.29	-0.21	-1.0%	0.00
Volume	3,376,612	2,783,823	-592,789	-17.6%	12,289,622

Daily Pivots for day following 03-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,090.00	1,083.25	1,051.50
R3	1,072.50	1,065.75	1,046.50
R2	1,055.00	1,055.00	1,045.00
R1	1,048.25	1,048.25	1,043.25	1,051.50
PP	1,037.50	1,037.50	1,037.50	1,039.00
S1	1,030.75	1,030.75	1,040.25	1,034.00
S2	1,020.00	1,020.00	1,038.50
S3	1,002.50	1,013.25	1,037.00
S4	985.00	995.75	1,032.00

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	1,064.00	1,026.00	38.00	3.6%	25.25	2.4%	41%	False	False	2,752,480
10	1,098.50	1,026.00	72.50	7.0%	23.75	2.3%	22%	False	False	2,504,424
20	1,099.00	1,026.00	73.00	7.0%	19.00	1.8%	22%	False	False	2,103,139
40	1,099.00	1,012.00	87.00	8.4%	18.25	1.7%	34%	False	False	1,991,355
60	1,099.00	971.25	127.75	12.3%	18.25	1.8%	55%	False	False	1,331,841
80	1,099.00	888.50	210.50	20.2%	17.75	1.7%	73%	False	False	999,354
100	1,099.00	861.25	237.75	22.8%	17.75	1.7%	76%	False	False	799,786
120	1,099.00	861.25	237.75	22.8%	17.75	1.7%	76%	False	False	666,509

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.10
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1,118.50
2.618	1,089.75
1.618	1,072.25
1.000	1,061.50
0.618	1,054.75
HIGH	1,044.00
0.618	1,037.25
0.500	1,035.25
0.382	1,033.25
LOW	1,026.50
0.618	1,015.75
1.000	1,009.00
1.618	998.25
2.618	980.75
4.250	952.00

Fisher Pivots for day following 03-Nov-2009
Pivot	1 day	3 day
R1	1,039.50	1,044.50
PP	1,037.50	1,043.50
S1	1,035.25	1,042.50

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