E-mini S&P 500 Future December 2009

Trading Metrics calculated at close of trading on 23-Jun-2009

Day Change Summary
	Previous	Current
	22-Jun-2009	23-Jun-2009	Change	Change %	Previous Week
Open	911.25	883.75	-27.50	-3.0%	929.50
High	914.50	890.00	-24.50	-2.7%	932.00
Low	883.50	880.50	-3.00	-0.3%	896.25
Close	884.50	886.00	1.50	0.2%	911.50
Range	31.00	9.50	-21.50	-69.4%	35.75
ATR	18.19	17.57	-0.62	-3.4%	0.00
Volume	1,197	3,011	1,814	151.5%	799

Daily Pivots for day following 23-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	914.00	909.50	891.25
R3	904.50	900.00	888.50
R2	895.00	895.00	887.75
R1	890.50	890.50	886.75	892.75
PP	885.50	885.50	885.50	886.50
S1	881.00	881.00	885.25	883.25
S2	876.00	876.00	884.25
S3	866.50	871.50	883.50
S4	857.00	862.00	880.75

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	880.50	38.25	4.3%	17.25	2.0%	14%	False	True	895
10	948.00	880.50	67.50	7.6%	16.50	1.9%	8%	False	True	565
20	948.00	878.75	69.25	7.8%	16.25	1.8%	10%	False	False	329
40	948.00	833.50	114.50	12.9%	18.00	2.0%	46%	False	False	181

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	3.73
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	930.50
2.618	914.75
1.618	905.25
1.000	899.50
0.618	895.75
HIGH	890.00
0.618	886.25
0.500	885.25
0.382	884.25
LOW	880.50
0.618	874.75
1.000	871.00
1.618	865.25
2.618	855.75
4.250	840.00

Fisher Pivots for day following 23-Jun-2009
Pivot	1 day	3 day
R1	885.75	899.50
PP	885.50	895.00
S1	885.25	890.50

Download as Excel Spreadsheet

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

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