E-mini S&P 500 Future December 2009

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

Day Change Summary
	Previous	Current
	28-Sep-2009	29-Sep-2009	Change	Change %	Previous Week
Open	1,042.25	1,059.25	17.00	1.6%	1,059.25
High	1,061.00	1,065.75	4.75	0.4%	1,075.75
Low	1,035.75	1,053.25	17.50	1.7%	1,036.25
Close	1,059.00	1,054.75	-4.25	-0.4%	1,041.00
Range	25.25	12.50	-12.75	-50.5%	39.50
ATR	16.93	16.61	-0.32	-1.9%	0.00
Volume	1,885,166	1,516,970	-368,196	-19.5%	9,430,458

Daily Pivots for day following 29-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,095.50	1,087.50	1,061.50
R3	1,083.00	1,075.00	1,058.25
R2	1,070.50	1,070.50	1,057.00
R1	1,062.50	1,062.50	1,056.00	1,060.25
PP	1,058.00	1,058.00	1,058.00	1,056.75
S1	1,050.00	1,050.00	1,053.50	1,047.75
S2	1,045.50	1,045.50	1,052.50
S3	1,033.00	1,037.50	1,051.25
S4	1,020.50	1,025.00	1,048.00

Weekly Pivots for week ending 25-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,169.50	1,144.75	1,062.75
R3	1,130.00	1,105.25	1,051.75
R2	1,090.50	1,090.50	1,048.25
R1	1,065.75	1,065.75	1,044.50	1,058.50
PP	1,051.00	1,051.00	1,051.00	1,047.25
S1	1,026.25	1,026.25	1,037.50	1,019.00
S2	1,011.50	1,011.50	1,033.75
S3	972.00	986.75	1,030.25
S4	932.50	947.25	1,019.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,075.75	1,035.75	40.00	3.8%	19.00	1.8%	48%	False	False	1,852,260
10	1,075.75	1,035.75	40.00	3.8%	16.25	1.5%	48%	False	False	2,040,085
20	1,075.75	986.50	89.25	8.5%	16.25	1.5%	76%	False	False	1,312,801
40	1,075.75	971.25	104.50	9.9%	17.25	1.6%	80%	False	False	658,957
60	1,075.75	861.25	214.50	20.3%	17.25	1.6%	90%	False	False	439,941
80	1,075.75	861.25	214.50	20.3%	17.00	1.6%	90%	False	False	330,214
100	1,075.75	861.25	214.50	20.3%	17.25	1.6%	90%	False	False	264,185

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.90
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1,119.00
2.618	1,098.50
1.618	1,086.00
1.000	1,078.25
0.618	1,073.50
HIGH	1,065.75
0.618	1,061.00
0.500	1,059.50
0.382	1,058.00
LOW	1,053.25
0.618	1,045.50
1.000	1,040.75
1.618	1,033.00
2.618	1,020.50
4.250	1,000.00

Fisher Pivots for day following 29-Sep-2009
Pivot	1 day	3 day
R1	1,059.50	1,053.50
PP	1,058.00	1,052.00
S1	1,056.25	1,050.75

Download as Excel Spreadsheet

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

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