E-mini S&P 500 Future September 2009

Trading Metrics calculated at close of trading on 06-Aug-2009

Day Change Summary
	Previous	Current
	05-Aug-2009	06-Aug-2009	Change	Change %	Previous Week
Open	1,004.50	1,000.25	-4.25	-0.4%	977.00
High	1,006.50	1,007.75	1.25	0.1%	994.00
Low	991.25	989.75	-1.50	-0.2%	964.00
Close	1,000.75	995.00	-5.75	-0.6%	984.50
Range	15.25	18.00	2.75	18.0%	30.00
ATR	17.15	17.22	0.06	0.4%	0.00
Volume	1,874,293	1,862,527	-11,766	-0.6%	9,207,471

Daily Pivots for day following 06-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,051.50	1,041.25	1,005.00
R3	1,033.50	1,023.25	1,000.00
R2	1,015.50	1,015.50	998.25
R1	1,005.25	1,005.25	996.75	1,001.50
PP	997.50	997.50	997.50	995.50
S1	987.25	987.25	993.25	983.50
S2	979.50	979.50	991.75
S3	961.50	969.25	990.00
S4	943.50	951.25	985.00

Weekly Pivots for week ending 31-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,070.75	1,057.75	1,001.00
R3	1,040.75	1,027.75	992.75
R2	1,010.75	1,010.75	990.00
R1	997.75	997.75	987.25	1,004.25
PP	980.75	980.75	980.75	984.00
S1	967.75	967.75	981.75	974.25
S2	950.75	950.75	979.00
S3	920.75	937.75	976.25
S4	890.75	907.75	968.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,007.75	978.25	29.50	3.0%	15.50	1.6%	57%	True	False	1,955,249
10	1,007.75	962.50	45.25	4.5%	15.75	1.6%	72%	True	False	1,908,143
20	1,007.75	865.50	142.25	14.3%	17.00	1.7%	91%	True	False	1,908,594
40	1,007.75	865.25	142.50	14.3%	17.50	1.7%	91%	True	False	1,867,549
60	1,007.75	865.25	142.50	14.3%	19.00	1.9%	91%	True	False	1,254,587
80	1,007.75	819.75	188.00	18.9%	19.75	2.0%	93%	True	False	942,260
100	1,007.75	745.25	262.50	26.4%	21.50	2.2%	95%	True	False	754,064
120	1,007.75	662.00	345.75	34.7%	22.25	2.2%	96%	True	False	628,397

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.28
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,084.25
2.618	1,054.75
1.618	1,036.75
1.000	1,025.75
0.618	1,018.75
HIGH	1,007.75
0.618	1,000.75
0.500	998.75
0.382	996.75
LOW	989.75
0.618	978.75
1.000	971.75
1.618	960.75
2.618	942.75
4.250	913.25

Fisher Pivots for day following 06-Aug-2009
Pivot	1 day	3 day
R1	998.75	998.75
PP	997.50	997.50
S1	996.25	996.25

Download as Excel Spreadsheet

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

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