E-mini S&P 500 Future December 2009

Trading Metrics calculated at close of trading on 15-May-2009

Day Change Summary
	Previous	Current
	14-May-2009	15-May-2009	Change	Change %	Previous Week
Open	877.25	878.50	1.25	0.1%	915.00
High	887.50	890.50	3.00	0.3%	915.00
Low	873.75	868.00	-5.75	-0.7%	868.00
Close	881.00	874.25	-6.75	-0.8%	874.25
Range	13.75	22.50	8.75	63.6%	47.00
ATR	19.97	20.15	0.18	0.9%	0.00
Volume	39	11	-28	-71.8%	99

Daily Pivots for day following 15-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	945.00	932.25	886.50
R3	922.50	909.75	880.50
R2	900.00	900.00	878.50
R1	887.25	887.25	876.25	882.50
PP	877.50	877.50	877.50	875.25
S1	864.75	864.75	872.25	860.00
S2	855.00	855.00	870.00
S3	832.50	842.25	868.00
S4	810.00	819.75	862.00

Weekly Pivots for week ending 15-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,026.75	997.50	900.00
R3	979.75	950.50	887.25
R2	932.75	932.75	882.75
R1	903.50	903.50	878.50	894.50
PP	885.75	885.75	885.75	881.25
S1	856.50	856.50	870.00	847.50
S2	838.75	838.75	865.75
S3	791.75	809.50	861.25
S4	744.75	762.50	848.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	915.00	868.00	47.00	5.4%	20.25	2.3%	13%	False	True	19
10	918.75	868.00	50.75	5.8%	21.00	2.4%	12%	False	True	23
20	918.75	816.50	102.25	11.7%	18.50	2.1%	56%	False	False	16

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.08
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	986.00
2.618	949.50
1.618	927.00
1.000	913.00
0.618	904.50
HIGH	890.50
0.618	882.00
0.500	879.25
0.382	876.50
LOW	868.00
0.618	854.00
1.000	845.50
1.618	831.50
2.618	809.00
4.250	772.50

Fisher Pivots for day following 15-May-2009
Pivot	1 day	3 day
R1	879.25	885.25
PP	877.50	881.50
S1	876.00	878.00

Download as Excel Spreadsheet

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

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