E-mini S&P 500 Future December 2009

Trading Metrics calculated at close of trading on 04-Jun-2009

Day Change Summary
	Previous	Current
	03-Jun-2009	04-Jun-2009	Change	Change %	Previous Week
Open	925.50	920.00	-5.50	-0.6%	873.00
High	925.50	933.75	8.25	0.9%	915.25
Low	914.50	920.00	5.50	0.6%	870.00
Close	922.75	931.50	8.75	0.9%	909.25
Range	11.00	13.75	2.75	25.0%	45.25
ATR	19.88	19.44	-0.44	-2.2%	0.00
Volume	250	119	-131	-52.4%	51

Daily Pivots for day following 04-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	969.75	964.25	939.00
R3	956.00	950.50	935.25
R2	942.25	942.25	934.00
R1	936.75	936.75	932.75	939.50
PP	928.50	928.50	928.50	929.75
S1	923.00	923.00	930.25	925.75
S2	914.75	914.75	929.00
S3	901.00	909.25	927.75
S4	887.25	895.50	924.00

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	897.75	39.25	4.2%	15.50	1.7%	86%	False	False	80
10	937.00	870.00	67.00	7.2%	18.00	1.9%	92%	False	False	48
20	937.00	867.25	69.75	7.5%	19.50	2.1%	92%	False	False	49

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.75
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	992.25
2.618	969.75
1.618	956.00
1.000	947.50
0.618	942.25
HIGH	933.75
0.618	928.50
0.500	927.00
0.382	925.25
LOW	920.00
0.618	911.50
1.000	906.25
1.618	897.75
2.618	884.00
4.250	861.50

Fisher Pivots for day following 04-Jun-2009
Pivot	1 day	3 day
R1	930.00	929.50
PP	928.50	927.75
S1	927.00	925.75

Download as Excel Spreadsheet

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

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