E-mini S&P 500 Future December 2009

Trading Metrics calculated at close of trading on 10-Jun-2009

Day Change Summary
	Previous	Current
	09-Jun-2009	10-Jun-2009	Change	Change %	Previous Week
Open	933.25	942.25	9.00	1.0%	907.50
High	936.50	945.50	9.00	1.0%	944.75
Low	927.00	920.00	-7.00	-0.8%	907.50
Close	931.25	932.25	1.00	0.1%	932.25
Range	9.50	25.50	16.00	168.4%	37.25
ATR	18.32	18.83	0.51	2.8%	0.00
Volume	34	10	-24	-70.6%	737

Daily Pivots for day following 10-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,009.00	996.25	946.25
R3	983.50	970.75	939.25
R2	958.00	958.00	937.00
R1	945.25	945.25	934.50	939.00
PP	932.50	932.50	932.50	929.50
S1	919.75	919.75	930.00	913.50
S2	907.00	907.00	927.50
S3	881.50	894.25	925.25
S4	856.00	868.75	918.25

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	945.50	918.50	27.00	2.9%	16.25	1.7%	51%	True	False	123
10	945.50	878.75	66.75	7.2%	16.50	1.8%	80%	True	False	93
20	945.50	867.25	78.25	8.4%	18.75	2.0%	83%	True	False	70

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.13
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1,054.00
2.618	1,012.25
1.618	986.75
1.000	971.00
0.618	961.25
HIGH	945.50
0.618	935.75
0.500	932.75
0.382	929.75
LOW	920.00
0.618	904.25
1.000	894.50
1.618	878.75
2.618	853.25
4.250	811.50

Fisher Pivots for day following 10-Jun-2009
Pivot	1 day	3 day
R1	932.75	932.25
PP	932.50	932.00
S1	932.50	932.00

Download as Excel Spreadsheet

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

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