E-mini S&P 500 Future September 2009

Trading Metrics calculated at close of trading on 22-Jul-2009

Day Change Summary
	Previous	Current
	21-Jul-2009	22-Jul-2009	Change	Change %	Previous Week
Open	947.75	951.75	4.00	0.4%	874.75
High	956.25	956.75	0.50	0.1%	940.75
Low	939.50	943.50	4.00	0.4%	865.50
Close	953.50	949.50	-4.00	-0.4%	937.00
Range	16.75	13.25	-3.50	-20.9%	75.25
ATR	18.46	18.09	-0.37	-2.0%	0.00
Volume	1,574,716	1,892,527	317,811	20.2%	10,269,087

Daily Pivots for day following 22-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	989.75	982.75	956.75
R3	976.50	969.50	953.25
R2	963.25	963.25	952.00
R1	956.25	956.25	950.75	953.00
PP	950.00	950.00	950.00	948.25
S1	943.00	943.00	948.25	940.00
S2	936.75	936.75	947.00
S3	923.50	929.75	945.75
S4	910.25	916.50	942.25

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	956.75	921.00	35.75	3.8%	15.25	1.6%	80%	True	False	1,874,568
10	956.75	865.50	91.25	9.6%	16.50	1.8%	92%	True	False	1,954,037
20	956.75	865.25	91.50	9.6%	17.75	1.9%	92%	True	False	1,863,729
40	956.75	865.25	91.50	9.6%	18.75	2.0%	92%	True	False	1,351,938
60	956.75	835.25	121.50	12.8%	20.00	2.1%	94%	True	False	903,474
80	956.75	772.25	184.50	19.4%	21.25	2.2%	96%	True	False	678,330
100	956.75	662.00	294.75	31.0%	22.50	2.4%	98%	True	False	542,766

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	3.90
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,013.00
2.618	991.50
1.618	978.25
1.000	970.00
0.618	965.00
HIGH	956.75
0.618	951.75
0.500	950.00
0.382	948.50
LOW	943.50
0.618	935.25
1.000	930.25
1.618	922.00
2.618	908.75
4.250	887.25

Fisher Pivots for day following 22-Jul-2009
Pivot	1 day	3 day
R1	950.00	948.00
PP	950.00	946.75
S1	949.75	945.25

Download as Excel Spreadsheet

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

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