E-mini S&P 500 Future December 2009

Trading Metrics calculated at close of trading on 18-Jun-2009

Day Change Summary
	Previous	Current
	17-Jun-2009	18-Jun-2009	Change	Change %	Previous Week
Open	902.75	905.00	2.25	0.2%	930.75
High	914.75	912.75	-2.00	-0.2%	948.00
Low	897.00	896.25	-0.75	-0.1%	918.50
Close	901.25	909.25	8.00	0.9%	936.50
Range	17.75	16.50	-1.25	-7.0%	29.50
ATR	17.71	17.62	-0.09	-0.5%	0.00
Volume	8	191	183	2,287.5%	792

Daily Pivots for day following 18-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	955.50	949.00	918.25
R3	939.00	932.50	913.75
R2	922.50	922.50	912.25
R1	916.00	916.00	910.75	919.25
PP	906.00	906.00	906.00	907.75
S1	899.50	899.50	907.75	902.75
S2	889.50	889.50	906.25
S3	873.00	883.00	904.75
S4	856.50	866.50	900.25

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	934.75	896.25	38.50	4.2%	14.00	1.5%	34%	False	True	238
10	948.00	896.25	51.75	5.7%	15.50	1.7%	25%	False	True	186
20	948.00	870.00	78.00	8.6%	16.75	1.8%	50%	False	False	117
40	948.00	828.00	120.00	13.2%	17.75	2.0%	68%	False	False	74

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.73
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	983.00
2.618	956.00
1.618	939.50
1.000	929.25
0.618	923.00
HIGH	912.75
0.618	906.50
0.500	904.50
0.382	902.50
LOW	896.25
0.618	886.00
1.000	879.75
1.618	869.50
2.618	853.00
4.250	826.00

Fisher Pivots for day following 18-Jun-2009
Pivot	1 day	3 day
R1	907.75	908.50
PP	906.00	907.50
S1	904.50	906.50

Download as Excel Spreadsheet

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

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