E-mini S&P 500 Future December 2009


Trading Metrics calculated at close of trading on 26-May-2009
Day Change Summary
Previous Current
22-May-2009 26-May-2009 Change Change % Previous Week
Open 884.00 873.00 -11.00 -1.2% 867.50
High 886.00 901.50 15.50 1.7% 914.25
Low 875.25 870.00 -5.25 -0.6% 867.25
Close 876.25 900.25 24.00 2.7% 876.25
Range 10.75 31.50 20.75 193.0% 47.00
ATR 19.68 20.52 0.84 4.3% 0.00
Volume 11 2 -9 -81.8% 391
Daily Pivots for day following 26-May-2009
Classic Woodie Camarilla DeMark
R4 985.00 974.25 917.50
R3 953.50 942.75 909.00
R2 922.00 922.00 906.00
R1 911.25 911.25 903.25 916.50
PP 890.50 890.50 890.50 893.25
S1 879.75 879.75 897.25 885.00
S2 859.00 859.00 894.50
S3 827.50 848.25 891.50
S4 796.00 816.75 883.00
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
5 914.25 870.00 44.25 4.9% 18.75 2.1% 68% False True 74
10 914.25 867.25 47.00 5.2% 21.00 2.3% 70% False False 47
20 918.75 833.50 85.25 9.5% 19.75 2.2% 78% False False 33
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.00
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,035.50
2.618 984.00
1.618 952.50
1.000 933.00
0.618 921.00
HIGH 901.50
0.618 889.50
0.500 885.75
0.382 882.00
LOW 870.00
0.618 850.50
1.000 838.50
1.618 819.00
2.618 787.50
4.250 736.00
Fisher Pivots for day following 26-May-2009
Pivot 1 day 3 day
R1 895.50 895.50
PP 890.50 890.50
S1 885.75 885.75

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

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