E-mini S&P 500 Future December 2009

Trading Metrics calculated at close of trading on 29-May-2009

Day Change Summary
	Previous	Current
	28-May-2009	29-May-2009	Change	Change %	Previous Week
Open	884.75	898.00	13.25	1.5%	873.00
High	899.00	915.25	16.25	1.8%	915.25
Low	878.75	897.75	19.00	2.2%	870.00
Close	896.50	909.25	12.75	1.4%	909.25
Range	20.25	17.50	-2.75	-13.6%	45.25
ATR	20.49	20.36	-0.12	-0.6%	0.00
Volume	30	13	-17	-56.7%	51

Daily Pivots for day following 29-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	960.00	952.00	919.00
R3	942.50	934.50	914.00
R2	925.00	925.00	912.50
R1	917.00	917.00	910.75	921.00
PP	907.50	907.50	907.50	909.50
S1	899.50	899.50	907.75	903.50
S2	890.00	890.00	906.00
S3	872.50	882.00	904.50
S4	855.00	864.50	899.50

Weekly Pivots for week ending 29-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,034.00	1,016.75	934.25
R3	988.75	971.50	921.75
R2	943.50	943.50	917.50
R1	926.25	926.25	913.50	935.00
PP	898.25	898.25	898.25	902.50
S1	881.00	881.00	905.00	889.50
S2	853.00	853.00	901.00
S3	807.75	835.75	896.75
S4	762.50	790.50	884.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	915.25	870.00	45.25	5.0%	20.00	2.2%	87%	True	False	12
10	915.25	867.25	48.00	5.3%	20.50	2.3%	88%	True	False	45
20	918.75	857.00	61.75	6.8%	20.25	2.2%	85%	False	False	34

Crabel Price Patterns
NR	True
NR4	True
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	3.68
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	989.50
2.618	961.00
1.618	943.50
1.000	932.75
0.618	926.00
HIGH	915.25
0.618	908.50
0.500	906.50
0.382	904.50
LOW	897.75
0.618	887.00
1.000	880.25
1.618	869.50
2.618	852.00
4.250	823.50

Fisher Pivots for day following 29-May-2009
Pivot	1 day	3 day
R1	908.25	905.25
PP	907.50	901.00
S1	906.50	897.00

Download as Excel Spreadsheet

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

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