E-mini S&P 500 Future December 2009

Trading Metrics calculated at close of trading on 21-May-2009

Day Change Summary
	Previous	Current
	20-May-2009	21-May-2009	Change	Change %	Previous Week
Open	896.00	887.50	-8.50	-0.9%	915.00
High	914.25	889.50	-24.75	-2.7%	915.00
Low	891.50	871.00	-20.50	-2.3%	868.00
Close	891.00	880.00	-11.00	-1.2%	874.25
Range	22.75	18.50	-4.25	-18.7%	47.00
ATR	20.39	20.37	-0.03	-0.1%	0.00
Volume	67	33	-34	-50.7%	99

Daily Pivots for day following 21-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	935.75	926.25	890.25
R3	917.25	907.75	885.00
R2	898.75	898.75	883.50
R1	889.25	889.25	881.75	884.75
PP	880.25	880.25	880.25	878.00
S1	870.75	870.75	878.25	866.25
S2	861.75	861.75	876.50
S3	843.25	852.25	875.00
S4	824.75	833.75	869.75

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	914.25	867.25	47.00	5.3%	21.25	2.4%	27%	False	False	78
10	918.75	867.25	51.50	5.9%	20.25	2.3%	25%	False	False	50
20	918.75	833.50	85.25	9.7%	19.25	2.2%	55%	False	False	33

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.50
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	968.00
2.618	938.00
1.618	919.50
1.000	908.00
0.618	901.00
HIGH	889.50
0.618	882.50
0.500	880.25
0.382	878.00
LOW	871.00
0.618	859.50
1.000	852.50
1.618	841.00
2.618	822.50
4.250	792.50

Fisher Pivots for day following 21-May-2009
Pivot	1 day	3 day
R1	880.25	892.50
PP	880.25	888.50
S1	880.00	884.25

Download as Excel Spreadsheet

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

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