E-mini S&P 500 Future December 2009

Trading Metrics calculated at close of trading on 29-Jun-2009

Day Change Summary
	Previous	Current
	26-Jun-2009	29-Jun-2009	Change	Change %	Previous Week
Open	912.00	908.50	-3.50	-0.4%	911.25
High	914.50	920.00	5.50	0.6%	914.50
Low	904.50	903.00	-1.50	-0.2%	880.50
Close	909.75	917.00	7.25	0.8%	909.75
Range	10.00	17.00	7.00	70.0%	34.00
ATR	17.63	17.59	-0.05	-0.3%	0.00
Volume	3,319	1,199	-2,120	-63.9%	11,037

Daily Pivots for day following 29-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	964.25	957.75	926.25
R3	947.25	940.75	921.75
R2	930.25	930.25	920.00
R1	923.75	923.75	918.50	927.00
PP	913.25	913.25	913.25	915.00
S1	906.75	906.75	915.50	910.00
S2	896.25	896.25	914.00
S3	879.25	889.75	912.25
S4	862.25	872.75	907.75

Weekly Pivots for week ending 26-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,003.50	990.75	928.50
R3	969.50	956.75	919.00
R2	935.50	935.50	916.00
R1	922.75	922.75	912.75	912.00
PP	901.50	901.50	901.50	896.25
S1	888.75	888.75	906.75	878.00
S2	867.50	867.50	903.50
S3	833.50	854.75	900.50
S4	799.50	820.75	891.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	920.00	880.50	39.50	4.3%	16.25	1.8%	92%	True	False	2,207
10	920.00	880.50	39.50	4.3%	16.75	1.8%	92%	True	False	1,259
20	948.00	880.50	67.50	7.4%	15.50	1.7%	54%	False	False	727
40	948.00	867.25	80.75	8.8%	18.25	2.0%	62%	False	False	381

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.03
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	992.25
2.618	964.50
1.618	947.50
1.000	937.00
0.618	930.50
HIGH	920.00
0.618	913.50
0.500	911.50
0.382	909.50
LOW	903.00
0.618	892.50
1.000	886.00
1.618	875.50
2.618	858.50
4.250	830.75

Fisher Pivots for day following 29-Jun-2009
Pivot	1 day	3 day
R1	915.25	912.50
PP	913.25	907.75
S1	911.50	903.25

Download as Excel Spreadsheet

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

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