E-mini S&P 500 Future December 2009

Trading Metrics calculated at close of trading on 27-May-2009

Day Change Summary
	Previous	Current
	26-May-2009	27-May-2009	Change	Change %	Previous Week
Open	873.00	899.25	26.25	3.0%	867.50
High	901.50	903.25	1.75	0.2%	914.25
Low	870.00	883.00	13.00	1.5%	867.25
Close	900.25	884.00	-16.25	-1.8%	876.25
Range	31.50	20.25	-11.25	-35.7%	47.00
ATR	20.52	20.50	-0.02	-0.1%	0.00
Volume	2	6	4	200.0%	391

Daily Pivots for day following 27-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	950.75	937.75	895.25
R3	930.50	917.50	889.50
R2	910.25	910.25	887.75
R1	897.25	897.25	885.75	893.50
PP	890.00	890.00	890.00	888.25
S1	877.00	877.00	882.25	873.50
S2	869.75	869.75	880.25
S3	849.50	856.75	878.50
S4	829.25	836.50	872.75

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	5.0%	20.75	2.3%	32%	False	False	23
10	914.25	867.25	47.00	5.3%	21.25	2.4%	36%	False	False	47
20	918.75	857.00	61.75	7.0%	20.00	2.3%	44%	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	3.85
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	989.25
2.618	956.25
1.618	936.00
1.000	923.50
0.618	915.75
HIGH	903.25
0.618	895.50
0.500	893.00
0.382	890.75
LOW	883.00
0.618	870.50
1.000	862.75
1.618	850.25
2.618	830.00
4.250	797.00

Fisher Pivots for day following 27-May-2009
Pivot	1 day	3 day
R1	893.00	886.50
PP	890.00	885.75
S1	887.00	885.00

Download as Excel Spreadsheet

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

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