E-mini S&P 500 Future December 2009

Trading Metrics calculated at close of trading on 03-Aug-2009

Day Change Summary
	Previous	Current
	31-Jul-2009	03-Aug-2009	Change	Change %	Previous Week
Open	977.75	981.75	4.00	0.4%	975.00
High	986.00	996.50	10.50	1.1%	989.25
Low	974.25	978.00	3.75	0.4%	960.00
Close	980.00	996.25	16.25	1.7%	980.00
Range	11.75	18.50	6.75	57.4%	29.25
ATR	16.59	16.72	0.14	0.8%	0.00
Volume	1,231	1,518	287	23.3%	8,138

Daily Pivots for day following 03-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,045.75	1,039.50	1,006.50
R3	1,027.25	1,021.00	1,001.25
R2	1,008.75	1,008.75	999.75
R1	1,002.50	1,002.50	998.00	1,005.50
PP	990.25	990.25	990.25	991.75
S1	984.00	984.00	994.50	987.00
S2	971.75	971.75	992.75
S3	953.25	965.50	991.25
S4	934.75	947.00	986.00

Weekly Pivots for week ending 31-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,064.25	1,051.25	996.00
R3	1,035.00	1,022.00	988.00
R2	1,005.75	1,005.75	985.25
R1	992.75	992.75	982.75	999.25
PP	976.50	976.50	976.50	979.50
S1	963.50	963.50	977.25	970.00
S2	947.25	947.25	974.75
S3	918.00	934.25	972.00
S4	888.75	905.00	964.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	996.50	960.00	36.50	3.7%	15.50	1.6%	99%	True	False	1,657
10	996.50	935.50	61.00	6.1%	16.25	1.6%	100%	True	False	1,799
20	996.50	861.25	135.25	13.6%	17.00	1.7%	100%	True	False	1,910
40	996.50	861.25	135.25	13.6%	16.50	1.7%	100%	True	False	1,471
60	996.50	861.25	135.25	13.6%	17.25	1.7%	100%	True	False	1,004

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 2 trading days

Fibonacci Retracements and Extensions
4.250	1,075.00
2.618	1,045.00
1.618	1,026.50
1.000	1,015.00
0.618	1,008.00
HIGH	996.50
0.618	989.50
0.500	987.25
0.382	985.00
LOW	978.00
0.618	966.50
1.000	959.50
1.618	948.00
2.618	929.50
4.250	899.50

Fisher Pivots for day following 03-Aug-2009
Pivot	1 day	3 day
R1	993.25	992.00
PP	990.25	987.50
S1	987.25	983.00

Download as Excel Spreadsheet

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

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