E-mini S&P 500 Future December 2009

Trading Metrics calculated at close of trading on 18-Aug-2009

Day Change Summary
	Previous	Current
	17-Aug-2009	18-Aug-2009	Change	Change %	Previous Week
Open	1,001.25	973.25	-28.00	-2.8%	1,001.00
High	1,001.25	985.25	-16.00	-1.6%	1,010.75
Low	971.25	972.00	0.75	0.1%	981.50
Close	973.75	985.00	11.25	1.2%	1,001.25
Range	30.00	13.25	-16.75	-55.8%	29.25
ATR	18.64	18.25	-0.38	-2.1%	0.00
Volume	5,967	3,187	-2,780	-46.6%	15,906

Daily Pivots for day following 18-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,020.50	1,016.00	992.25
R3	1,007.25	1,002.75	988.75
R2	994.00	994.00	987.50
R1	989.50	989.50	986.25	991.75
PP	980.75	980.75	980.75	982.00
S1	976.25	976.25	983.75	978.50
S2	967.50	967.50	982.50
S3	954.25	963.00	981.25
S4	941.00	949.75	977.75

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	971.25	39.50	4.0%	21.75	2.2%	35%	False	False	4,241
10	1,011.25	971.25	40.00	4.1%	19.75	2.0%	34%	False	False	3,071
20	1,011.25	939.50	71.75	7.3%	17.75	1.8%	63%	False	False	2,497
40	1,011.25	861.25	150.00	15.2%	17.50	1.8%	83%	False	False	2,148
60	1,011.25	861.25	150.00	15.2%	17.00	1.7%	83%	False	False	1,542
80	1,011.25	833.50	177.75	18.0%	17.75	1.8%	85%	False	False	1,164

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	3.68
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1,041.50
2.618	1,020.00
1.618	1,006.75
1.000	998.50
0.618	993.50
HIGH	985.25
0.618	980.25
0.500	978.50
0.382	977.00
LOW	972.00
0.618	963.75
1.000	958.75
1.618	950.50
2.618	937.25
4.250	915.75

Fisher Pivots for day following 18-Aug-2009
Pivot	1 day	3 day
R1	983.00	991.00
PP	980.75	989.00
S1	978.50	987.00

Download as Excel Spreadsheet

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

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