E-mini S&P 500 Future December 2009

Trading Metrics calculated at close of trading on 07-Jul-2009

Day Change Summary
	Previous	Current
	06-Jul-2009	07-Jul-2009	Change	Change %	Previous Week
Open	886.25	891.25	5.00	0.6%	908.50
High	892.00	893.75	1.75	0.2%	924.00
Low	877.75	871.00	-6.75	-0.8%	885.00
Close	891.00	875.00	-16.00	-1.8%	889.00
Range	14.25	22.75	8.50	59.6%	39.00
ATR	17.01	17.42	0.41	2.4%	0.00
Volume	1,682	1,089	-593	-35.3%	6,453

Daily Pivots for day following 07-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	948.25	934.25	887.50
R3	925.50	911.50	881.25
R2	902.75	902.75	879.25
R1	888.75	888.75	877.00	884.50
PP	880.00	880.00	880.00	877.75
S1	866.00	866.00	873.00	861.50
S2	857.25	857.25	870.75
S3	834.50	843.25	868.75
S4	811.75	820.50	862.50

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	871.00	53.00	6.1%	17.00	1.9%	8%	False	True	1,418
10	924.00	871.00	53.00	6.1%	17.25	2.0%	8%	False	True	1,605
20	948.00	871.00	77.00	8.8%	17.00	1.9%	5%	False	True	1,085
40	948.00	867.25	80.75	9.2%	17.75	2.0%	10%	False	False	577

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.18
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	990.50
2.618	953.25
1.618	930.50
1.000	916.50
0.618	907.75
HIGH	893.75
0.618	885.00
0.500	882.50
0.382	879.75
LOW	871.00
0.618	857.00
1.000	848.25
1.618	834.25
2.618	811.50
4.250	774.25

Fisher Pivots for day following 07-Jul-2009
Pivot	1 day	3 day
R1	882.50	882.50
PP	880.00	880.00
S1	877.50	877.50

Download as Excel Spreadsheet

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

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