E-mini S&P 500 Future December 2009


Trading Metrics calculated at close of trading on 22-Jul-2009
Day Change Summary
Previous Current
21-Jul-2009 22-Jul-2009 Change Change % Previous Week
Open 942.00 947.00 5.00 0.5% 871.50
High 951.50 952.25 0.75 0.1% 936.25
Low 935.50 939.50 4.00 0.4% 861.50
Close 949.00 945.00 -4.00 -0.4% 932.50
Range 16.00 12.75 -3.25 -20.3% 74.75
ATR 17.18 16.86 -0.32 -1.8% 0.00
Volume 817 1,610 793 97.1% 9,847
Daily Pivots for day following 22-Jul-2009
Classic Woodie Camarilla DeMark
R4 983.75 977.25 952.00
R3 971.00 964.50 948.50
R2 958.25 958.25 947.25
R1 951.75 951.75 946.25 948.50
PP 945.50 945.50 945.50 944.00
S1 939.00 939.00 943.75 936.00
S2 932.75 932.75 942.75
S3 920.00 926.25 941.50
S4 907.25 913.50 938.00
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 1,134.25 1,108.25 973.50
R3 1,059.50 1,033.50 953.00
R2 984.75 984.75 946.25
R1 958.75 958.75 939.25 971.75
PP 910.00 910.00 910.00 916.50
S1 884.00 884.00 925.75 897.00
S2 835.25 835.25 918.75
S3 760.50 809.25 912.00
S4 685.75 734.50 891.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 952.25 917.00 35.25 3.7% 14.50 1.5% 79% True False 1,335
10 952.25 861.50 90.75 9.6% 16.25 1.7% 92% True False 1,921
20 952.25 861.25 91.00 9.6% 16.75 1.8% 92% True False 1,821
40 952.25 861.25 91.00 9.6% 16.50 1.7% 92% True False 1,104
60 952.25 857.00 95.25 10.1% 17.50 1.9% 92% True False 747
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 3.60
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,006.50
2.618 985.75
1.618 973.00
1.000 965.00
0.618 960.25
HIGH 952.25
0.618 947.50
0.500 946.00
0.382 944.25
LOW 939.50
0.618 931.50
1.000 926.75
1.618 918.75
2.618 906.00
4.250 885.25
Fisher Pivots for day following 22-Jul-2009
Pivot 1 day 3 day
R1 946.00 943.75
PP 945.50 942.25
S1 945.25 941.00

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

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