E-mini S&P 500 Future December 2009

Trading Metrics calculated at close of trading on 11-Jun-2009

Day Change Summary
	Previous	Current
	10-Jun-2009	11-Jun-2009	Change	Change %	Previous Week
Open	942.25	936.50	-5.75	-0.6%	907.50
High	945.50	948.00	2.50	0.3%	944.75
Low	920.00	930.00	10.00	1.1%	907.50
Close	932.25	934.00	1.75	0.2%	932.25
Range	25.50	18.00	-7.50	-29.4%	37.25
ATR	18.83	18.77	-0.06	-0.3%	0.00
Volume	10	175	165	1,650.0%	737

Daily Pivots for day following 11-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	991.25	980.75	944.00
R3	973.25	962.75	939.00
R2	955.25	955.25	937.25
R1	944.75	944.75	935.75	941.00
PP	937.25	937.25	937.25	935.50
S1	926.75	926.75	932.25	923.00
S2	919.25	919.25	930.75
S3	901.25	908.75	929.00
S4	883.25	890.75	924.00

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	948.00	918.50	29.50	3.2%	17.00	1.8%	53%	True	False	135
10	948.00	897.75	50.25	5.4%	16.25	1.7%	72%	True	False	107
20	948.00	867.25	80.75	8.6%	18.25	2.0%	83%	True	False	77

Crabel Price Patterns
NR	True
NR4	False
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	2.18
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,024.50
2.618	995.00
1.618	977.00
1.000	966.00
0.618	959.00
HIGH	948.00
0.618	941.00
0.500	939.00
0.382	937.00
LOW	930.00
0.618	919.00
1.000	912.00
1.618	901.00
2.618	883.00
4.250	853.50

Fisher Pivots for day following 11-Jun-2009
Pivot	1 day	3 day
R1	939.00	934.00
PP	937.25	934.00
S1	935.75	934.00

Download as Excel Spreadsheet

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

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