E-mini S&P 500 Future September 2009

Trading Metrics calculated at close of trading on 10-Jul-2009

Day Change Summary
	Previous	Current
	09-Jul-2009	10-Jul-2009	Change	Change %	Previous Week
Open	874.00	878.75	4.75	0.5%	892.00
High	884.50	880.25	-4.25	-0.5%	898.25
Low	873.75	868.75	-5.00	-0.6%	865.25
Close	879.00	874.25	-4.75	-0.5%	874.25
Range	10.75	11.50	0.75	7.0%	33.00
ATR	18.74	18.22	-0.52	-2.8%	0.00
Volume	2,498,962	1,779,181	-719,781	-28.8%	9,795,459

Daily Pivots for day following 10-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	909.00	903.00	880.50
R3	897.50	891.50	877.50
R2	886.00	886.00	876.25
R1	880.00	880.00	875.25	877.25
PP	874.50	874.50	874.50	873.00
S1	868.50	868.50	873.25	865.75
S2	863.00	863.00	872.25
S3	851.50	857.00	871.00
S4	840.00	845.50	868.00

Weekly Pivots for week ending 10-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	978.25	959.25	892.50
R3	945.25	926.25	883.25
R2	912.25	912.25	880.25
R1	893.25	893.25	877.25	886.25
PP	879.25	879.25	879.25	875.75
S1	860.25	860.25	871.25	853.25
S2	846.25	846.25	868.25
S3	813.25	827.25	865.25
S4	780.25	794.25	856.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	898.25	865.25	33.00	3.8%	15.50	1.8%	27%	False	False	1,959,091
10	928.25	865.25	63.00	7.2%	16.50	1.9%	14%	False	False	1,842,786
20	942.75	865.25	77.50	8.9%	17.25	2.0%	12%	False	False	1,895,475
40	953.00	865.25	87.75	10.0%	19.50	2.2%	10%	False	False	971,964
60	953.00	819.75	133.25	15.2%	20.75	2.4%	41%	False	False	649,781
80	953.00	758.25	194.75	22.3%	22.25	2.5%	60%	False	False	487,667
100	953.00	662.00	291.00	33.3%	23.00	2.6%	73%	False	False	390,149

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.78
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	929.00
2.618	910.25
1.618	898.75
1.000	891.75
0.618	887.25
HIGH	880.25
0.618	875.75
0.500	874.50
0.382	873.25
LOW	868.75
0.618	861.75
1.000	857.25
1.618	850.25
2.618	838.75
4.250	820.00

Fisher Pivots for day following 10-Jul-2009
Pivot	1 day	3 day
R1	874.50	875.00
PP	874.50	874.75
S1	874.25	874.50

Download as Excel Spreadsheet

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

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