E-mini S&P 500 Future September 2011


Trading Metrics calculated at close of trading on 09-Jun-2011
Day Change Summary
Previous Current
08-Jun-2011 09-Jun-2011 Change Change % Previous Week
Open 1,279.25 1,273.00 -6.25 -0.5% 1,325.00
High 1,282.25 1,288.50 6.25 0.5% 1,342.50
Low 1,271.00 1,269.75 -1.25 -0.1% 1,289.25
Close 1,271.50 1,282.00 10.50 0.8% 1,291.00
Range 11.25 18.75 7.50 66.7% 53.25
ATR 16.31 16.49 0.17 1.1% 0.00
Volume 278,698 978,448 699,750 251.1% 42,264
Daily Pivots for day following 09-Jun-2011
Classic Woodie Camarilla DeMark
R4 1,336.25 1,328.00 1,292.25
R3 1,317.50 1,309.25 1,287.25
R2 1,298.75 1,298.75 1,285.50
R1 1,290.50 1,290.50 1,283.75 1,294.50
PP 1,280.00 1,280.00 1,280.00 1,282.25
S1 1,271.75 1,271.75 1,280.25 1,276.00
S2 1,261.25 1,261.25 1,278.50
S3 1,242.50 1,253.00 1,276.75
S4 1,223.75 1,234.25 1,271.75
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 1,467.25 1,432.50 1,320.25
R3 1,414.00 1,379.25 1,305.75
R2 1,360.75 1,360.75 1,300.75
R1 1,326.00 1,326.00 1,296.00 1,316.75
PP 1,307.50 1,307.50 1,307.50 1,303.00
S1 1,272.75 1,272.75 1,286.00 1,263.50
S2 1,254.25 1,254.25 1,281.25
S3 1,201.00 1,219.50 1,276.25
S4 1,147.75 1,166.25 1,261.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,307.75 1,269.75 38.00 3.0% 15.50 1.2% 32% False True 292,065
10 1,342.50 1,269.75 72.75 5.7% 17.00 1.3% 17% False True 148,513
20 1,347.00 1,269.75 77.25 6.0% 16.50 1.3% 16% False True 75,732
40 1,367.50 1,269.75 97.75 7.6% 16.25 1.3% 13% False True 38,787
60 1,367.50 1,237.25 130.25 10.2% 16.00 1.2% 34% False False 26,210
80 1,367.50 1,237.25 130.25 10.2% 16.75 1.3% 34% False False 19,676
100 1,367.50 1,237.25 130.25 10.2% 16.00 1.2% 34% False False 15,743
120 1,367.50 1,226.00 141.50 11.0% 14.50 1.1% 40% False False 13,132
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.58
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1,368.25
2.618 1,337.50
1.618 1,318.75
1.000 1,307.25
0.618 1,300.00
HIGH 1,288.50
0.618 1,281.25
0.500 1,279.00
0.382 1,277.00
LOW 1,269.75
0.618 1,258.25
1.000 1,251.00
1.618 1,239.50
2.618 1,220.75
4.250 1,190.00
Fisher Pivots for day following 09-Jun-2011
Pivot 1 day 3 day
R1 1,281.00 1,281.25
PP 1,280.00 1,280.50
S1 1,279.00 1,280.00

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

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