E-mini S&P 500 Future December 2009

Trading Metrics calculated at close of trading on 22-Jun-2009

Day Change Summary
	Previous	Current
	19-Jun-2009	22-Jun-2009	Change	Change %	Previous Week
Open	912.00	911.25	-0.75	-0.1%	929.50
High	918.75	914.50	-4.25	-0.5%	932.00
Low	907.00	883.50	-23.50	-2.6%	896.25
Close	911.50	884.50	-27.00	-3.0%	911.50
Range	11.75	31.00	19.25	163.8%	35.75
ATR	17.20	18.19	0.99	5.7%	0.00
Volume	71	1,197	1,126	1,585.9%	799

Daily Pivots for day following 22-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	987.25	966.75	901.50
R3	956.25	935.75	893.00
R2	925.25	925.25	890.25
R1	904.75	904.75	887.25	899.50
PP	894.25	894.25	894.25	891.50
S1	873.75	873.75	881.75	868.50
S2	863.25	863.25	878.75
S3	832.25	842.75	876.00
S4	801.25	811.75	867.50

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	918.75	883.50	35.25	4.0%	17.50	2.0%	3%	False	True	311
10	948.00	883.50	64.50	7.3%	16.50	1.9%	2%	False	True	267
20	948.00	870.00	78.00	8.8%	17.50	2.0%	19%	False	False	178
40	948.00	833.50	114.50	12.9%	18.00	2.0%	45%	False	False	106

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.73
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	1,046.25
2.618	995.75
1.618	964.75
1.000	945.50
0.618	933.75
HIGH	914.50
0.618	902.75
0.500	899.00
0.382	895.25
LOW	883.50
0.618	864.25
1.000	852.50
1.618	833.25
2.618	802.25
4.250	751.75

Fisher Pivots for day following 22-Jun-2009
Pivot	1 day	3 day
R1	899.00	901.00
PP	894.25	895.50
S1	889.25	890.00

Download as Excel Spreadsheet

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

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