E-mini S&P 500 Future December 2009

Trading Metrics calculated at close of trading on 14-Jul-2009

Day Change Summary
	Previous	Current
	13-Jul-2009	14-Jul-2009	Change	Change %	Previous Week
Open	871.50	891.75	20.25	2.3%	886.25
High	893.00	899.25	6.25	0.7%	893.75
Low	861.50	888.50	27.00	3.1%	861.25
Close	891.25	897.00	5.75	0.6%	869.75
Range	31.50	10.75	-20.75	-65.9%	32.50
ATR	17.56	17.07	-0.49	-2.8%	0.00
Volume	2,215	4,182	1,967	88.8%	10,265

Daily Pivots for day following 14-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	927.25	922.75	903.00
R3	916.50	912.00	900.00
R2	905.75	905.75	899.00
R1	901.25	901.25	898.00	903.50
PP	895.00	895.00	895.00	896.00
S1	890.50	890.50	896.00	892.75
S2	884.25	884.25	895.00
S3	873.50	879.75	894.00
S4	862.75	869.00	891.00

Weekly Pivots for week ending 10-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	972.50	953.50	887.50
R3	940.00	921.00	878.75
R2	907.50	907.50	875.75
R1	888.50	888.50	872.75	881.75
PP	875.00	875.00	875.00	871.50
S1	856.00	856.00	866.75	849.25
S2	842.50	842.50	863.75
S3	810.00	823.50	860.75
S4	777.50	791.00	852.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	899.25	861.25	38.00	4.2%	16.25	1.8%	94%	True	False	2,778
10	924.00	861.25	62.75	7.0%	16.50	1.9%	57%	False	False	2,098
20	924.00	861.25	62.75	7.0%	17.00	1.9%	57%	False	False	1,721
40	948.00	861.25	86.75	9.7%	16.75	1.9%	41%	False	False	922
60	948.00	816.50	131.50	14.7%	17.50	2.0%	61%	False	False	620

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	3.08
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	945.00
2.618	927.50
1.618	916.75
1.000	910.00
0.618	906.00
HIGH	899.25
0.618	895.25
0.500	894.00
0.382	892.50
LOW	888.50
0.618	881.75
1.000	877.75
1.618	871.00
2.618	860.25
4.250	842.75

Fisher Pivots for day following 14-Jul-2009
Pivot	1 day	3 day
R1	896.00	891.50
PP	895.00	886.00
S1	894.00	880.50

Download as Excel Spreadsheet

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

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