E-mini S&P 500 Future December 2009

Trading Metrics calculated at close of trading on 22-May-2009

Day Change Summary
	Previous	Current
	21-May-2009	22-May-2009	Change	Change %	Previous Week
Open	887.50	884.00	-3.50	-0.4%	867.50
High	889.50	886.00	-3.50	-0.4%	914.25
Low	871.00	875.25	4.25	0.5%	867.25
Close	880.00	876.25	-3.75	-0.4%	876.25
Range	18.50	10.75	-7.75	-41.9%	47.00
ATR	20.37	19.68	-0.69	-3.4%	0.00
Volume	33	11	-22	-66.7%	391

Daily Pivots for day following 22-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	911.50	904.50	882.25
R3	900.75	893.75	879.25
R2	890.00	890.00	878.25
R1	883.00	883.00	877.25	881.00
PP	879.25	879.25	879.25	878.25
S1	872.25	872.25	875.25	870.50
S2	868.50	868.50	874.25
S3	857.75	861.50	873.25
S4	847.00	850.75	870.25

Weekly Pivots for week ending 22-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,027.00	998.50	902.00
R3	980.00	951.50	889.25
R2	933.00	933.00	884.75
R1	904.50	904.50	880.50	918.75
PP	886.00	886.00	886.00	893.00
S1	857.50	857.50	872.00	871.75
S2	839.00	839.00	867.75
S3	792.00	810.50	863.25
S4	745.00	763.50	850.50

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	5.4%	18.75	2.1%	19%	False	False	78
10	915.00	867.25	47.75	5.4%	19.50	2.2%	19%	False	False	49
20	918.75	833.50	85.25	9.7%	18.75	2.1%	50%	False	False	33

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.70
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	931.75
2.618	914.25
1.618	903.50
1.000	896.75
0.618	892.75
HIGH	886.00
0.618	882.00
0.500	880.50
0.382	879.25
LOW	875.25
0.618	868.50
1.000	864.50
1.618	857.75
2.618	847.00
4.250	829.50

Fisher Pivots for day following 22-May-2009
Pivot	1 day	3 day
R1	880.50	892.50
PP	879.25	887.25
S1	877.75	881.75

Download as Excel Spreadsheet

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

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