E-mini S&P 500 Future December 2009

Trading Metrics calculated at close of trading on 24-Jun-2009

Day Change Summary
	Previous	Current
	23-Jun-2009	24-Jun-2009	Change	Change %	Previous Week
Open	883.75	885.25	1.50	0.2%	929.50
High	890.00	902.25	12.25	1.4%	932.00
Low	880.50	884.75	4.25	0.5%	896.25
Close	886.00	893.75	7.75	0.9%	911.50
Range	9.50	17.50	8.00	84.2%	35.75
ATR	17.57	17.56	0.00	0.0%	0.00
Volume	3,011	1,164	-1,847	-61.3%	799

Daily Pivots for day following 24-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	946.00	937.50	903.50
R3	928.50	920.00	898.50
R2	911.00	911.00	897.00
R1	902.50	902.50	895.25	906.75
PP	893.50	893.50	893.50	895.75
S1	885.00	885.00	892.25	889.25
S2	876.00	876.00	890.50
S3	858.50	867.50	889.00
S4	841.00	850.00	884.00

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	918.75	880.50	38.25	4.3%	17.25	1.9%	35%	False	False	1,126
10	948.00	880.50	67.50	7.6%	15.75	1.8%	20%	False	False	681
20	948.00	878.75	69.25	7.7%	16.25	1.8%	22%	False	False	387
40	948.00	857.00	91.00	10.2%	18.00	2.0%	40%	False	False	210

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	3.45
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	976.50
2.618	948.00
1.618	930.50
1.000	919.75
0.618	913.00
HIGH	902.25
0.618	895.50
0.500	893.50
0.382	891.50
LOW	884.75
0.618	874.00
1.000	867.25
1.618	856.50
2.618	839.00
4.250	810.50

Fisher Pivots for day following 24-Jun-2009
Pivot	1 day	3 day
R1	893.75	897.50
PP	893.50	896.25
S1	893.50	895.00

Download as Excel Spreadsheet

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

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