E-mini S&P 500 Future September 2009

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

Day Change Summary
	Previous	Current
	07-Aug-2009	10-Aug-2009	Change	Change %	Previous Week
Open	994.75	1,005.75	11.00	1.1%	982.75
High	1,016.00	1,007.75	-8.25	-0.8%	1,016.00
Low	990.00	998.25	8.25	0.8%	982.00
Close	1,006.50	1,007.50	1.00	0.1%	1,006.50
Range	26.00	9.50	-16.50	-63.5%	34.00
ATR	17.84	17.25	-0.60	-3.3%	0.00
Volume	1,731,836	1,979,123	247,287	14.3%	9,305,830

Daily Pivots for day following 10-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,033.00	1,029.75	1,012.75
R3	1,023.50	1,020.25	1,010.00
R2	1,014.00	1,014.00	1,009.25
R1	1,010.75	1,010.75	1,008.25	1,012.50
PP	1,004.50	1,004.50	1,004.50	1,005.25
S1	1,001.25	1,001.25	1,006.75	1,003.00
S2	995.00	995.00	1,005.75
S3	985.50	991.75	1,005.00
S4	976.00	982.25	1,002.25

Weekly Pivots for week ending 07-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,103.50	1,089.00	1,025.25
R3	1,069.50	1,055.00	1,015.75
R2	1,035.50	1,035.50	1,012.75
R1	1,021.00	1,021.00	1,009.50	1,028.25
PP	1,001.50	1,001.50	1,001.50	1,005.00
S1	987.00	987.00	1,003.50	994.25
S2	967.50	967.50	1,000.25
S3	933.50	953.00	997.25
S4	899.50	919.00	987.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,016.00	989.75	26.25	2.6%	16.25	1.6%	68%	False	False	1,840,412
10	1,016.00	964.00	52.00	5.2%	16.00	1.6%	84%	False	False	1,881,019
20	1,016.00	892.50	123.50	12.3%	16.50	1.6%	93%	False	False	1,913,897
40	1,016.00	865.25	150.75	15.0%	17.50	1.7%	94%	False	False	1,903,462
60	1,016.00	865.25	150.75	15.0%	18.75	1.9%	94%	False	False	1,316,321
80	1,016.00	819.75	196.25	19.5%	19.75	2.0%	96%	False	False	988,617
100	1,016.00	758.25	257.75	25.6%	21.00	2.1%	97%	False	False	791,167
120	1,016.00	662.00	354.00	35.1%	22.25	2.2%	98%	False	False	659,321

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	3.00
Narrowest range in 132 trading days

Fibonacci Retracements and Extensions
4.250	1,048.00
2.618	1,032.50
1.618	1,023.00
1.000	1,017.25
0.618	1,013.50
HIGH	1,007.75
0.618	1,004.00
0.500	1,003.00
0.382	1,002.00
LOW	998.25
0.618	992.50
1.000	988.75
1.618	983.00
2.618	973.50
4.250	958.00

Fisher Pivots for day following 10-Aug-2009
Pivot	1 day	3 day
R1	1,006.00	1,006.00
PP	1,004.50	1,004.50
S1	1,003.00	1,003.00

Download as Excel Spreadsheet

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

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