E-mini S&P 500 Future December 2009

Trading Metrics calculated at close of trading on 14-Aug-2009

Day Change Summary
	Previous	Current
	13-Aug-2009	14-Aug-2009	Change	Change %	Previous Week
Open	999.25	1,008.50	9.25	0.9%	1,001.00
High	1,010.50	1,010.75	0.25	0.0%	1,010.75
Low	993.75	988.00	-5.75	-0.6%	981.50
Close	1,009.00	1,001.25	-7.75	-0.8%	1,001.25
Range	16.75	22.75	6.00	35.8%	29.25
ATR	17.38	17.76	0.38	2.2%	0.00
Volume	3,946	5,798	1,852	46.9%	15,906

Daily Pivots for day following 14-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,068.25	1,057.50	1,013.75
R3	1,045.50	1,034.75	1,007.50
R2	1,022.75	1,022.75	1,005.50
R1	1,012.00	1,012.00	1,003.25	1,006.00
PP	1,000.00	1,000.00	1,000.00	997.00
S1	989.25	989.25	999.25	983.25
S2	977.25	977.25	997.00
S3	954.50	966.50	995.00
S4	931.75	943.75	988.75

Weekly Pivots for week ending 14-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,085.50	1,072.75	1,017.25
R3	1,056.25	1,043.50	1,009.25
R2	1,027.00	1,027.00	1,006.50
R1	1,014.25	1,014.25	1,004.00	1,020.50
PP	997.75	997.75	997.75	1,001.00
S1	985.00	985.00	998.50	991.50
S2	968.50	968.50	996.00
S3	939.25	955.75	993.25
S4	910.00	926.50	985.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,010.75	981.50	29.25	2.9%	18.75	1.9%	68%	True	False	3,181
10	1,011.25	978.00	33.25	3.3%	18.50	1.8%	70%	False	False	2,513
20	1,011.25	929.75	81.50	8.1%	17.25	1.7%	88%	False	False	2,169
40	1,011.25	861.25	150.00	15.0%	17.25	1.7%	93%	False	False	2,024
60	1,011.25	861.25	150.00	15.0%	17.00	1.7%	93%	False	False	1,389
80	1,011.25	833.50	177.75	17.8%	17.50	1.8%	94%	False	False	1,050

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	True
Bear Hook	False
Bull Hook	False
Stretch	4.43
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,107.50
2.618	1,070.25
1.618	1,047.50
1.000	1,033.50
0.618	1,024.75
HIGH	1,010.75
0.618	1,002.00
0.500	999.50
0.382	996.75
LOW	988.00
0.618	974.00
1.000	965.25
1.618	951.25
2.618	928.50
4.250	891.25

Fisher Pivots for day following 14-Aug-2009
Pivot	1 day	3 day
R1	1,000.50	999.50
PP	1,000.00	997.75
S1	999.50	996.00

Download as Excel Spreadsheet

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

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