E-mini S&P 500 Future December 2009

Trading Metrics calculated at close of trading on 06-Jul-2009

Day Change Summary
	Previous	Current
	03-Jul-2009	06-Jul-2009	Change	Change %	Previous Week
Open	886.75	886.25	-0.50	-0.1%	908.50
High	892.50	892.00	-0.50	-0.1%	924.00
Low	885.00	877.75	-7.25	-0.8%	885.00
Close	889.00	891.00	2.00	0.2%	889.00
Range	7.50	14.25	6.75	90.0%	39.00
ATR	17.22	17.01	-0.21	-1.2%	0.00
Volume	1,682	1,682	0	0.0%	6,453

Daily Pivots for day following 06-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	929.75	924.50	898.75
R3	915.50	910.25	895.00
R2	901.25	901.25	893.50
R1	896.00	896.00	892.25	898.50
PP	887.00	887.00	887.00	888.25
S1	881.75	881.75	889.75	884.50
S2	872.75	872.75	888.50
S3	858.50	867.50	887.00
S4	844.25	853.25	883.25

Weekly Pivots for week ending 03-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,016.25	991.75	910.50
R3	977.25	952.75	899.75
R2	938.25	938.25	896.25
R1	913.75	913.75	892.50	906.50
PP	899.25	899.25	899.25	895.75
S1	874.75	874.75	885.50	867.50
S2	860.25	860.25	881.75
S3	821.25	835.75	878.25
S4	782.25	796.75	867.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	924.00	877.75	46.25	5.2%	16.00	1.8%	29%	False	True	1,387
10	924.00	877.75	46.25	5.2%	16.00	1.8%	29%	False	True	1,797
20	948.00	877.75	70.25	7.9%	16.25	1.8%	19%	False	True	1,032
40	948.00	867.25	80.75	9.1%	17.50	2.0%	29%	False	False	551

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.25
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	952.50
2.618	929.25
1.618	915.00
1.000	906.25
0.618	900.75
HIGH	892.00
0.618	886.50
0.500	885.00
0.382	883.25
LOW	877.75
0.618	869.00
1.000	863.50
1.618	854.75
2.618	840.50
4.250	817.25

Fisher Pivots for day following 06-Jul-2009
Pivot	1 day	3 day
R1	889.00	896.50
PP	887.00	894.75
S1	885.00	892.75

Download as Excel Spreadsheet

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

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