E-mini S&P 500 Future June 2009

Trading Metrics calculated at close of trading on 24-Dec-2008

Day Change Summary
	Previous	Current
	23-Dec-2008	24-Dec-2008	Change	Change %	Previous Week
Open	868.50	859.50	-9.00	-1.0%	882.00
High	874.75	862.50	-12.25	-1.4%	915.00
Low	853.25	856.00	2.75	0.3%	856.25
Close	856.00	862.50	6.50	0.8%	879.00
Range	21.50	6.50	-15.00	-69.8%	58.75
ATR	34.38	32.39	-1.99	-5.8%	0.00
Volume	819	756	-63	-7.7%	633

Daily Pivots for day following 24-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	879.75	877.75	866.00
R3	873.25	871.25	864.25
R2	866.75	866.75	863.75
R1	864.75	864.75	863.00	865.75
PP	860.25	860.25	860.25	861.00
S1	858.25	858.25	862.00	859.25
S2	853.75	853.75	861.25
S3	847.25	851.75	860.75
S4	840.75	845.25	859.00

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	907.00	850.75	56.25	6.5%	25.00	2.9%	21%	False	False	631
10	915.00	834.25	80.75	9.4%	30.50	3.5%	35%	False	False	324

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	7.30
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	890.00
2.618	879.50
1.618	873.00
1.000	869.00
0.618	866.50
HIGH	862.50
0.618	860.00
0.500	859.25
0.382	858.50
LOW	856.00
0.618	852.00
1.000	849.50
1.618	845.50
2.618	839.00
4.250	828.50

Fisher Pivots for day following 24-Dec-2008
Pivot	1 day	3 day
R1	861.50	869.25
PP	860.25	867.00
S1	859.25	864.75

Download as Excel Spreadsheet

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

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