E-mini S&P 500 Future December 2009

Trading Metrics calculated at close of trading on 20-May-2009

Day Change Summary
	Previous	Current
	19-May-2009	20-May-2009	Change	Change %	Previous Week
Open	900.00	896.00	-4.00	-0.4%	915.00
High	905.50	914.25	8.75	1.0%	915.00
Low	895.75	891.50	-4.25	-0.5%	868.00
Close	897.75	891.00	-6.75	-0.8%	874.25
Range	9.75	22.75	13.00	133.3%	47.00
ATR	20.21	20.39	0.18	0.9%	0.00
Volume	259	67	-192	-74.1%	99

Daily Pivots for day following 20-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	967.25	951.75	903.50
R3	944.50	929.00	897.25
R2	921.75	921.75	895.25
R1	906.25	906.25	893.00	902.50
PP	899.00	899.00	899.00	897.00
S1	883.50	883.50	889.00	880.00
S2	876.25	876.25	886.75
S3	853.50	860.75	884.75
S4	830.75	838.00	878.50

Weekly Pivots for week ending 15-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,026.75	997.50	900.00
R3	979.75	950.50	887.25
R2	932.75	932.75	882.75
R1	903.50	903.50	878.50	894.50
PP	885.75	885.75	885.75	881.25
S1	856.50	856.50	870.00	847.50
S2	838.75	838.75	865.75
S3	791.75	809.50	861.25
S4	744.75	762.50	848.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	914.25	867.25	47.00	5.3%	20.25	2.3%	51%	True	False	79
10	918.75	867.25	51.50	5.8%	21.00	2.4%	46%	False	False	51
20	918.75	828.00	90.75	10.2%	18.75	2.1%	69%	False	False	32

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.55
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,011.00
2.618	973.75
1.618	951.00
1.000	937.00
0.618	928.25
HIGH	914.25
0.618	905.50
0.500	903.00
0.382	900.25
LOW	891.50
0.618	877.50
1.000	868.75
1.618	854.75
2.618	832.00
4.250	794.75

Fisher Pivots for day following 20-May-2009
Pivot	1 day	3 day
R1	903.00	891.00
PP	899.00	890.75
S1	895.00	890.75

Download as Excel Spreadsheet

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

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