E-mini S&P 500 Future December 2009


Trading Metrics calculated at close of trading on 18-May-2009
Day Change Summary
Previous Current
15-May-2009 18-May-2009 Change Change % Previous Week
Open 878.50 867.50 -11.00 -1.3% 915.00
High 890.50 899.50 9.00 1.0% 915.00
Low 868.00 867.25 -0.75 -0.1% 868.00
Close 874.25 898.50 24.25 2.8% 874.25
Range 22.50 32.25 9.75 43.3% 47.00
ATR 20.15 21.02 0.86 4.3% 0.00
Volume 11 21 10 90.9% 99
Daily Pivots for day following 18-May-2009
Classic Woodie Camarilla DeMark
R4 985.25 974.00 916.25
R3 953.00 941.75 907.25
R2 920.75 920.75 904.50
R1 909.50 909.50 901.50 915.00
PP 888.50 888.50 888.50 891.25
S1 877.25 877.25 895.50 883.00
S2 856.25 856.25 892.50
S3 824.00 845.00 889.75
S4 791.75 812.75 880.75
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
5 905.50 867.25 38.25 4.3% 23.50 2.6% 82% False True 21
10 918.75 867.25 51.50 5.7% 21.75 2.4% 61% False True 25
20 918.75 816.50 102.25 11.4% 19.25 2.1% 80% False False 17
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 3.58
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 1,036.50
2.618 984.00
1.618 951.75
1.000 931.75
0.618 919.50
HIGH 899.50
0.618 887.25
0.500 883.50
0.382 879.50
LOW 867.25
0.618 847.25
1.000 835.00
1.618 815.00
2.618 782.75
4.250 730.25
Fisher Pivots for day following 18-May-2009
Pivot 1 day 3 day
R1 893.50 893.50
PP 888.50 888.50
S1 883.50 883.50

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

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