E-mini S&P 500 Future December 2009

Trading Metrics calculated at close of trading on 16-Jun-2009

Day Change Summary
	Previous	Current
	15-Jun-2009	16-Jun-2009	Change	Change %	Previous Week
Open	929.50	917.00	-12.50	-1.3%	930.75
High	932.00	917.00	-15.00	-1.6%	948.00
Low	914.00	906.25	-7.75	-0.8%	918.50
Close	915.25	903.75	-11.50	-1.3%	936.50
Range	18.00	10.75	-7.25	-40.3%	29.50
ATR	18.24	17.71	-0.54	-2.9%	0.00
Volume	440	89	-351	-79.8%	792

Daily Pivots for day following 16-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	941.25	933.25	909.75
R3	930.50	922.50	906.75
R2	919.75	919.75	905.75
R1	911.75	911.75	904.75	910.50
PP	909.00	909.00	909.00	908.25
S1	901.00	901.00	902.75	899.50
S2	898.25	898.25	901.75
S3	887.50	890.25	900.75
S4	876.75	879.50	897.75

Weekly Pivots for week ending 12-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,022.75	1,009.25	952.75
R3	993.25	979.75	944.50
R2	963.75	963.75	942.00
R1	950.25	950.25	939.25	957.00
PP	934.25	934.25	934.25	937.75
S1	920.75	920.75	933.75	927.50
S2	904.75	904.75	931.00
S3	875.25	891.25	928.50
S4	845.75	861.75	920.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	948.00	906.25	41.75	4.6%	15.75	1.7%	-6%	False	True	235
10	948.00	906.25	41.75	4.6%	14.50	1.6%	-6%	False	True	203
20	948.00	870.00	78.00	8.6%	16.50	1.8%	43%	False	False	123
40	948.00	816.50	131.50	14.6%	18.00	2.0%	66%	False	False	70

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	2.38
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	962.75
2.618	945.25
1.618	934.50
1.000	927.75
0.618	923.75
HIGH	917.00
0.618	913.00
0.500	911.50
0.382	910.25
LOW	906.25
0.618	899.50
1.000	895.50
1.618	888.75
2.618	878.00
4.250	860.50

Fisher Pivots for day following 16-Jun-2009
Pivot	1 day	3 day
R1	911.50	920.50
PP	909.00	915.00
S1	906.50	909.25

Download as Excel Spreadsheet

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

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