E-mini S&P 500 Future December 2009

Trading Metrics calculated at close of trading on 02-Jun-2009

Day Change Summary
	Previous	Current
	01-Jun-2009	02-Jun-2009	Change	Change %	Previous Week
Open	907.50	930.00	22.50	2.5%	873.00
High	935.50	937.00	1.50	0.2%	915.25
Low	907.50	929.75	22.25	2.5%	870.00
Close	930.25	933.75	3.50	0.4%	909.25
Range	28.00	7.25	-20.75	-74.1%	45.25
ATR	20.91	19.93	-0.98	-4.7%	0.00
Volume	7	14	7	100.0%	51

Daily Pivots for day following 02-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	955.25	951.75	937.75
R3	948.00	944.50	935.75
R2	940.75	940.75	935.00
R1	937.25	937.25	934.50	939.00
PP	933.50	933.50	933.50	934.50
S1	930.00	930.00	933.00	931.75
S2	926.25	926.25	932.50
S3	919.00	922.75	931.75
S4	911.75	915.50	929.75

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	937.00	878.75	58.25	6.2%	18.75	2.0%	94%	True	False	14
10	937.00	870.00	67.00	7.2%	18.75	2.0%	95%	True	False	44
20	937.00	867.25	69.75	7.5%	20.25	2.2%	95%	True	False	34

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	2.63
Narrowest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	967.75
2.618	956.00
1.618	948.75
1.000	944.25
0.618	941.50
HIGH	937.00
0.618	934.25
0.500	933.50
0.382	932.50
LOW	929.75
0.618	925.25
1.000	922.50
1.618	918.00
2.618	910.75
4.250	899.00

Fisher Pivots for day following 02-Jun-2009
Pivot	1 day	3 day
R1	933.50	928.25
PP	933.50	922.75
S1	933.50	917.50

Download as Excel Spreadsheet

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

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