E-mini S&P 500 Future December 2009

Trading Metrics calculated at close of trading on 28-Jul-2009

Day Change Summary
	Previous	Current
	27-Jul-2009	28-Jul-2009	Change	Change %	Previous Week
Open	975.00	975.25	0.25	0.0%	932.25
High	979.25	978.25	-1.00	-0.1%	974.00
Low	965.00	962.00	-3.00	-0.3%	929.75
Close	975.50	971.50	-4.00	-0.4%	973.50
Range	14.25	16.25	2.00	14.0%	44.25
ATR	17.24	17.17	-0.07	-0.4%	0.00
Volume	1,371	1,344	-27	-2.0%	10,116

Daily Pivots for day following 28-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,019.25	1,011.75	980.50
R3	1,003.00	995.50	976.00
R2	986.75	986.75	974.50
R1	979.25	979.25	973.00	975.00
PP	970.50	970.50	970.50	968.50
S1	963.00	963.00	970.00	958.50
S2	954.25	954.25	968.50
S3	938.00	946.75	967.00
S4	921.75	930.50	962.50

Weekly Pivots for week ending 24-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,091.75	1,077.00	997.75
R3	1,047.50	1,032.75	985.75
R2	1,003.25	1,003.25	981.50
R1	988.50	988.50	977.50	996.00
PP	959.00	959.00	959.00	962.75
S1	944.25	944.25	969.50	951.50
S2	914.75	914.75	965.50
S3	870.50	900.00	961.25
S4	826.25	855.75	949.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	979.25	939.50	39.75	4.1%	17.25	1.8%	81%	False	False	2,046
10	979.25	899.75	79.50	8.2%	17.25	1.8%	90%	False	False	1,628
20	979.25	861.25	118.00	12.1%	17.00	1.7%	93%	False	False	1,863
40	979.25	861.25	118.00	12.1%	16.50	1.7%	93%	False	False	1,318
60	979.25	861.25	118.00	12.1%	17.75	1.8%	93%	False	False	890

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.40
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,047.25
2.618	1,020.75
1.618	1,004.50
1.000	994.50
0.618	988.25
HIGH	978.25
0.618	972.00
0.500	970.00
0.382	968.25
LOW	962.00
0.618	952.00
1.000	945.75
1.618	935.75
2.618	919.50
4.250	893.00

Fisher Pivots for day following 28-Jul-2009
Pivot	1 day	3 day
R1	971.00	970.50
PP	970.50	969.75
S1	970.00	969.00

Download as Excel Spreadsheet

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

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