E-mini S&P 500 Future December 2009

Trading Metrics calculated at close of trading on 08-Jul-2009

Day Change Summary
	Previous	Current
	07-Jul-2009	08-Jul-2009	Change	Change %	Previous Week
Open	891.25	874.75	-16.50	-1.9%	908.50
High	893.75	878.75	-15.00	-1.7%	924.00
Low	871.00	861.25	-9.75	-1.1%	885.00
Close	875.00	869.25	-5.75	-0.7%	889.00
Range	22.75	17.50	-5.25	-23.1%	39.00
ATR	17.42	17.42	0.01	0.0%	0.00
Volume	1,089	2,336	1,247	114.5%	6,453

Daily Pivots for day following 08-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	922.25	913.25	879.00
R3	904.75	895.75	874.00
R2	887.25	887.25	872.50
R1	878.25	878.25	870.75	874.00
PP	869.75	869.75	869.75	867.50
S1	860.75	860.75	867.75	856.50
S2	852.25	852.25	866.00
S3	834.75	843.25	864.50
S4	817.25	825.75	859.50

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	915.25	861.25	54.00	6.2%	17.75	2.0%	15%	False	True	1,571
10	924.00	861.25	62.75	7.2%	17.25	2.0%	13%	False	True	1,722
20	948.00	861.25	86.75	10.0%	16.50	1.9%	9%	False	True	1,201
40	948.00	861.25	86.75	10.0%	17.75	2.0%	9%	False	True	636

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.53
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	953.00
2.618	924.50
1.618	907.00
1.000	896.25
0.618	889.50
HIGH	878.75
0.618	872.00
0.500	870.00
0.382	868.00
LOW	861.25
0.618	850.50
1.000	843.75
1.618	833.00
2.618	815.50
4.250	787.00

Fisher Pivots for day following 08-Jul-2009
Pivot	1 day	3 day
R1	870.00	877.50
PP	869.75	874.75
S1	869.50	872.00

Download as Excel Spreadsheet

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

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