E-mini S&P 500 Future June 2009

Trading Metrics calculated at close of trading on 23-Dec-2008

Day Change Summary
	Previous	Current
	22-Dec-2008	23-Dec-2008	Change	Change %	Previous Week
Open	881.00	868.50	-12.50	-1.4%	882.00
High	887.75	874.75	-13.00	-1.5%	915.00
Low	850.75	853.25	2.50	0.3%	856.25
Close	869.00	856.00	-13.00	-1.5%	879.00
Range	37.00	21.50	-15.50	-41.9%	58.75
ATR	35.38	34.38	-0.99	-2.8%	0.00
Volume	1,009	819	-190	-18.8%	633

Daily Pivots for day following 23-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	925.75	912.50	867.75
R3	904.25	891.00	862.00
R2	882.75	882.75	860.00
R1	869.50	869.50	858.00	865.50
PP	861.25	861.25	861.25	859.25
S1	848.00	848.00	854.00	844.00
S2	839.75	839.75	852.00
S3	818.25	826.50	850.00
S4	796.75	805.00	844.25

Weekly Pivots for week ending 19-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,059.75	1,028.00	911.25
R3	1,001.00	969.25	895.25
R2	942.25	942.25	889.75
R1	910.50	910.50	884.50	897.00
PP	883.50	883.50	883.50	876.50
S1	851.75	851.75	873.50	838.25
S2	824.75	824.75	868.25
S3	766.00	793.00	862.75
S4	707.25	734.25	846.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	915.00	850.75	64.25	7.5%	28.75	3.4%	8%	False	False	485
10	915.00	834.25	80.75	9.4%	30.00	3.5%	27%	False	False	258

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	6.33
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	966.00
2.618	931.00
1.618	909.50
1.000	896.25
0.618	888.00
HIGH	874.75
0.618	866.50
0.500	864.00
0.382	861.50
LOW	853.25
0.618	840.00
1.000	831.75
1.618	818.50
2.618	797.00
4.250	762.00

Fisher Pivots for day following 23-Dec-2008
Pivot	1 day	3 day
R1	864.00	875.50
PP	861.25	869.00
S1	858.75	862.50

Download as Excel Spreadsheet

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

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