E-mini S&P 500 Future September 2009

Trading Metrics calculated at close of trading on 20-Jul-2009

Day Change Summary
	Previous	Current
	17-Jul-2009	20-Jul-2009	Change	Change %	Previous Week
Open	935.25	937.00	1.75	0.2%	874.75
High	938.75	949.25	10.50	1.1%	940.75
Low	928.00	933.75	5.75	0.6%	865.50
Close	937.00	949.00	12.00	1.3%	937.00
Range	10.75	15.50	4.75	44.2%	75.25
ATR	18.83	18.59	-0.24	-1.3%	0.00
Volume	2,191,367	1,525,903	-665,464	-30.4%	10,269,087

Daily Pivots for day following 20-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	990.50	985.25	957.50
R3	975.00	969.75	953.25
R2	959.50	959.50	951.75
R1	954.25	954.25	950.50	957.00
PP	944.00	944.00	944.00	945.25
S1	938.75	938.75	947.50	941.50
S2	928.50	928.50	946.25
S3	913.00	923.25	944.75
S4	897.50	907.75	940.50

Weekly Pivots for week ending 17-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,140.25	1,113.75	978.50
R3	1,065.00	1,038.50	957.75
R2	989.75	989.75	950.75
R1	963.25	963.25	944.00	976.50
PP	914.50	914.50	914.50	921.00
S1	888.00	888.00	930.00	901.25
S2	839.25	839.25	923.25
S3	764.00	812.75	916.25
S4	688.75	737.50	895.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	949.25	892.50	56.75	6.0%	16.25	1.7%	100%	True	False	1,993,855
10	949.25	865.25	84.00	8.9%	17.75	1.9%	100%	True	False	1,974,000
20	949.25	865.25	84.00	8.9%	18.25	1.9%	100%	True	False	1,873,751
40	953.00	865.25	87.75	9.2%	19.00	2.0%	95%	False	False	1,265,702
60	953.00	835.25	117.75	12.4%	20.25	2.1%	97%	False	False	845,826
80	953.00	772.25	180.75	19.0%	21.25	2.3%	98%	False	False	635,066
100	953.00	662.00	291.00	30.7%	22.75	2.4%	99%	False	False	508,094

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.23
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,015.00
2.618	989.75
1.618	974.25
1.000	964.75
0.618	958.75
HIGH	949.25
0.618	943.25
0.500	941.50
0.382	939.75
LOW	933.75
0.618	924.25
1.000	918.25
1.618	908.75
2.618	893.25
4.250	868.00

Fisher Pivots for day following 20-Jul-2009
Pivot	1 day	3 day
R1	946.50	944.50
PP	944.00	939.75
S1	941.50	935.00

Download as Excel Spreadsheet

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

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