E-mini S&P 500 Future December 2009

Trading Metrics calculated at close of trading on 30-Apr-2009

Day Change Summary
	Previous	Current
	29-Apr-2009	30-Apr-2009	Change	Change %	Previous Week
Open	863.50	876.25	12.75	1.5%	844.75
High	866.00	884.25	18.25	2.1%	856.50
Low	862.00	858.25	-3.75	-0.4%	816.50
Close	861.75	862.50	0.75	0.1%	859.75
Range	4.00	26.00	22.00	550.0%	40.00
ATR
Volume	2	6	4	200.0%	53

Daily Pivots for day following 30-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	946.25	930.50	876.75
R3	920.25	904.50	869.75
R2	894.25	894.25	867.25
R1	878.50	878.50	865.00	873.50
PP	868.25	868.25	868.25	865.75
S1	852.50	852.50	860.00	847.50
S2	842.25	842.25	857.75
S3	816.25	826.50	855.25
S4	790.25	800.50	848.25

Weekly Pivots for week ending 24-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	964.25	952.00	881.75
R3	924.25	912.00	870.75
R2	884.25	884.25	867.00
R1	872.00	872.00	863.50	878.00
PP	844.25	844.25	844.25	847.25
S1	832.00	832.00	856.00	838.00
S2	804.25	804.25	852.50
S3	764.25	792.00	848.75
S4	724.25	752.00	837.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	884.25	833.50	50.75	5.9%	15.75	1.8%	57%	True	False	6
10	884.25	816.50	67.75	7.9%	15.50	1.8%	68%	True	False	8

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.55
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	994.75
2.618	952.25
1.618	926.25
1.000	910.25
0.618	900.25
HIGH	884.25
0.618	874.25
0.500	871.25
0.382	868.25
LOW	858.25
0.618	842.25
1.000	832.25
1.618	816.25
2.618	790.25
4.250	747.75

Fisher Pivots for day following 30-Apr-2009
Pivot	1 day	3 day
R1	871.25	861.25
PP	868.25	860.00
S1	865.50	859.00

Download as Excel Spreadsheet

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

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