E-mini S&P 500 Future December 2009

Trading Metrics calculated at close of trading on 14-May-2009

Day Change Summary
	Previous	Current
	13-May-2009	14-May-2009	Change	Change %	Previous Week
Open	898.00	877.25	-20.75	-2.3%	876.75
High	902.50	887.50	-15.00	-1.7%	918.75
Low	872.50	873.75	1.25	0.1%	871.50
Close	877.00	881.00	4.00	0.5%	916.50
Range	30.00	13.75	-16.25	-54.2%	47.25
ATR	20.45	19.97	-0.48	-2.3%	0.00
Volume	25	39	14	56.0%	139

Daily Pivots for day following 14-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	922.00	915.25	888.50
R3	908.25	901.50	884.75
R2	894.50	894.50	883.50
R1	887.75	887.75	882.25	891.00
PP	880.75	880.75	880.75	882.50
S1	874.00	874.00	879.75	877.50
S2	867.00	867.00	878.50
S3	853.25	860.25	877.25
S4	839.50	846.50	873.50

Weekly Pivots for week ending 08-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,044.00	1,027.50	942.50
R3	996.75	980.25	929.50
R2	949.50	949.50	925.25
R1	933.00	933.00	920.75	941.25
PP	902.25	902.25	902.25	906.50
S1	885.75	885.75	912.25	894.00
S2	855.00	855.00	907.75
S3	807.75	838.50	903.50
S4	760.50	791.25	890.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	918.75	872.50	46.25	5.2%	19.25	2.2%	18%	False	False	22
10	918.75	857.00	61.75	7.0%	20.00	2.3%	39%	False	False	24
20	918.75	816.50	102.25	11.6%	17.75	2.0%	63%	False	False	16

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	3.48
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	946.00
2.618	923.50
1.618	909.75
1.000	901.25
0.618	896.00
HIGH	887.50
0.618	882.25
0.500	880.50
0.382	879.00
LOW	873.75
0.618	865.25
1.000	860.00
1.618	851.50
2.618	837.75
4.250	815.25

Fisher Pivots for day following 14-May-2009
Pivot	1 day	3 day
R1	881.00	889.00
PP	880.75	886.25
S1	880.50	883.75

Download as Excel Spreadsheet

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

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