E-mini S&P 500 Future December 2009

Trading Metrics calculated at close of trading on 25-Jun-2009

Day Change Summary
	Previous	Current
	24-Jun-2009	25-Jun-2009	Change	Change %	Previous Week
Open	885.25	893.25	8.00	0.9%	929.50
High	902.25	913.25	11.00	1.2%	932.00
Low	884.75	886.50	1.75	0.2%	896.25
Close	893.75	912.50	18.75	2.1%	911.50
Range	17.50	26.75	9.25	52.9%	35.75
ATR	17.56	18.22	0.66	3.7%	0.00
Volume	1,164	2,346	1,182	101.5%	799

Daily Pivots for day following 25-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	984.25	975.25	927.25
R3	957.50	948.50	919.75
R2	930.75	930.75	917.50
R1	921.75	921.75	915.00	926.25
PP	904.00	904.00	904.00	906.50
S1	895.00	895.00	910.00	899.50
S2	877.25	877.25	907.50
S3	850.50	868.25	905.25
S4	823.75	841.50	897.75

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	4.2%	19.25	2.1%	84%	False	False	1,557
10	934.75	880.50	54.25	5.9%	16.50	1.8%	59%	False	False	898
20	948.00	880.50	67.50	7.4%	16.50	1.8%	47%	False	False	502
40	948.00	857.00	91.00	10.0%	18.50	2.0%	61%	False	False	268

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	3.48
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,027.00
2.618	983.25
1.618	956.50
1.000	940.00
0.618	929.75
HIGH	913.25
0.618	903.00
0.500	900.00
0.382	896.75
LOW	886.50
0.618	870.00
1.000	859.75
1.618	843.25
2.618	816.50
4.250	772.75

Fisher Pivots for day following 25-Jun-2009
Pivot	1 day	3 day
R1	908.25	907.25
PP	904.00	902.00
S1	900.00	897.00

Download as Excel Spreadsheet

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

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