E-mini S&P 500 Future December 2009

Trading Metrics calculated at close of trading on 09-Jun-2009

Day Change Summary
	Previous	Current
	08-Jun-2009	09-Jun-2009	Change	Change %	Previous Week
Open	930.75	933.25	2.50	0.3%	907.50
High	933.75	936.50	2.75	0.3%	944.75
Low	918.50	927.00	8.50	0.9%	907.50
Close	930.75	931.25	0.50	0.1%	932.25
Range	15.25	9.50	-5.75	-37.7%	37.25
ATR	19.00	18.32	-0.68	-3.6%	0.00
Volume	109	34	-75	-68.8%	737

Daily Pivots for day following 09-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	960.00	955.25	936.50
R3	950.50	945.75	933.75
R2	941.00	941.00	933.00
R1	936.25	936.25	932.00	934.00
PP	931.50	931.50	931.50	930.50
S1	926.75	926.75	930.50	924.50
S2	922.00	922.00	929.50
S3	912.50	917.25	928.75
S4	903.00	907.75	926.00

Weekly Pivots for week ending 05-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,040.00	1,023.25	952.75
R3	1,002.75	986.00	942.50
R2	965.50	965.50	939.00
R1	948.75	948.75	935.75	957.00
PP	928.25	928.25	928.25	932.25
S1	911.50	911.50	928.75	920.00
S2	891.00	891.00	925.50
S3	853.75	874.25	922.00
S4	816.50	837.00	911.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	944.75	914.50	30.25	3.2%	13.25	1.4%	55%	False	False	171
10	944.75	878.75	66.00	7.1%	16.00	1.7%	80%	False	False	92
20	944.75	867.25	77.50	8.3%	18.50	2.0%	83%	False	False	70

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.20
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	977.00
2.618	961.25
1.618	951.75
1.000	946.00
0.618	942.25
HIGH	936.50
0.618	932.75
0.500	931.75
0.382	930.75
LOW	927.00
0.618	921.25
1.000	917.50
1.618	911.75
2.618	902.25
4.250	886.50

Fisher Pivots for day following 09-Jun-2009
Pivot	1 day	3 day
R1	931.75	931.50
PP	931.50	931.50
S1	931.50	931.50

Download as Excel Spreadsheet

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

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