E-mini S&P 500 Future December 2009


Trading Metrics calculated at close of trading on 19-Jun-2009
Day Change Summary
Previous Current
18-Jun-2009 19-Jun-2009 Change Change % Previous Week
Open 905.00 912.00 7.00 0.8% 929.50
High 912.75 918.75 6.00 0.7% 932.00
Low 896.25 907.00 10.75 1.2% 896.25
Close 909.25 911.50 2.25 0.2% 911.50
Range 16.50 11.75 -4.75 -28.8% 35.75
ATR 17.62 17.20 -0.42 -2.4% 0.00
Volume 191 71 -120 -62.8% 799
Daily Pivots for day following 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 947.75 941.25 918.00
R3 936.00 929.50 914.75
R2 924.25 924.25 913.75
R1 917.75 917.75 912.50 915.00
PP 912.50 912.50 912.50 911.00
S1 906.00 906.00 910.50 903.50
S2 900.75 900.75 909.25
S3 889.00 894.25 908.25
S4 877.25 882.50 905.00
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 1,020.50 1,001.75 931.25
R3 984.75 966.00 921.25
R2 949.00 949.00 918.00
R1 930.25 930.25 914.75 921.75
PP 913.25 913.25 913.25 909.00
S1 894.50 894.50 908.25 886.00
S2 877.50 877.50 905.00
S3 841.75 858.75 901.75
S4 806.00 823.00 891.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 932.00 896.25 35.75 3.9% 15.00 1.6% 43% False False 159
10 948.00 896.25 51.75 5.7% 15.00 1.6% 29% False False 159
20 948.00 870.00 78.00 8.6% 16.25 1.8% 53% False False 119
40 948.00 833.50 114.50 12.6% 17.75 2.0% 68% False False 76
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.70
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 968.75
2.618 949.50
1.618 937.75
1.000 930.50
0.618 926.00
HIGH 918.75
0.618 914.25
0.500 913.00
0.382 911.50
LOW 907.00
0.618 899.75
1.000 895.25
1.618 888.00
2.618 876.25
4.250 857.00
Fisher Pivots for day following 19-Jun-2009
Pivot 1 day 3 day
R1 913.00 910.25
PP 912.50 908.75
S1 912.00 907.50

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

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