E-mini S&P 500 Future December 2009

Trading Metrics calculated at close of trading on 01-Jul-2009

Day Change Summary
	Previous	Current
	30-Jun-2009	01-Jul-2009	Change	Change %	Previous Week
Open	917.25	911.00	-6.25	-0.7%	911.25
High	921.75	924.00	2.25	0.2%	914.50
Low	904.50	909.75	5.25	0.6%	880.50
Close	911.25	915.00	3.75	0.4%	909.75
Range	17.25	14.25	-3.00	-17.4%	34.00
ATR	17.56	17.33	-0.24	-1.3%	0.00
Volume	934	1,568	634	67.9%	11,037

Daily Pivots for day following 01-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	959.00	951.25	922.75
R3	944.75	937.00	919.00
R2	930.50	930.50	917.50
R1	922.75	922.75	916.25	926.50
PP	916.25	916.25	916.25	918.25
S1	908.50	908.50	913.75	912.50
S2	902.00	902.00	912.50
S3	887.75	894.25	911.00
S4	873.50	880.00	907.25

Weekly Pivots for week ending 26-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,003.50	990.75	928.50
R3	969.50	956.75	919.00
R2	935.50	935.50	916.00
R1	922.75	922.75	912.75	912.00
PP	901.50	901.50	901.50	896.25
S1	888.75	888.75	906.75	878.00
S2	867.50	867.50	903.50
S3	833.50	854.75	900.50
S4	799.50	820.75	891.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	924.00	886.50	37.50	4.1%	17.00	1.9%	76%	True	False	1,873
10	924.00	880.50	43.50	4.8%	17.25	1.9%	79%	True	False	1,500
20	948.00	880.50	67.50	7.4%	16.25	1.8%	51%	False	False	839
40	948.00	867.25	80.75	8.8%	18.25	2.0%	59%	False	False	443

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	4.03
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	984.50
2.618	961.25
1.618	947.00
1.000	938.25
0.618	932.75
HIGH	924.00
0.618	918.50
0.500	917.00
0.382	915.25
LOW	909.75
0.618	901.00
1.000	895.50
1.618	886.75
2.618	872.50
4.250	849.25

Fisher Pivots for day following 01-Jul-2009
Pivot	1 day	3 day
R1	917.00	914.50
PP	916.25	914.00
S1	915.50	913.50

Download as Excel Spreadsheet

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

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