E-mini S&P 500 Future December 2009

Trading Metrics calculated at close of trading on 06-Aug-2009

Day Change Summary
	Previous	Current
	05-Aug-2009	06-Aug-2009	Change	Change %	Previous Week
Open	999.75	995.25	-4.50	-0.5%	975.00
High	1,002.00	1,003.75	1.75	0.2%	989.25
Low	987.25	985.75	-1.50	-0.2%	960.00
Close	996.50	990.50	-6.00	-0.6%	980.00
Range	14.75	18.00	3.25	22.0%	29.25
ATR	16.30	16.42	0.12	0.7%	0.00
Volume	2,234	1,751	-483	-21.6%	8,138

Daily Pivots for day following 06-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,047.25	1,037.00	1,000.50
R3	1,029.25	1,019.00	995.50
R2	1,011.25	1,011.25	993.75
R1	1,001.00	1,001.00	992.25	997.00
PP	993.25	993.25	993.25	991.50
S1	983.00	983.00	988.75	979.00
S2	975.25	975.25	987.25
S3	957.25	965.00	985.50
S4	939.25	947.00	980.50

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	1,003.75	974.25	29.50	3.0%	15.00	1.5%	55%	True	False	1,758
10	1,003.75	958.50	45.25	4.6%	15.25	1.5%	71%	True	False	1,989
20	1,003.75	861.50	142.25	14.4%	16.50	1.7%	91%	True	False	1,944
40	1,003.75	861.25	142.50	14.4%	16.50	1.7%	91%	True	False	1,616
60	1,003.75	861.25	142.50	14.4%	17.00	1.7%	91%	True	False	1,103

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.70
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,080.25
2.618	1,050.75
1.618	1,032.75
1.000	1,021.75
0.618	1,014.75
HIGH	1,003.75
0.618	996.75
0.500	994.75
0.382	992.75
LOW	985.75
0.618	974.75
1.000	967.75
1.618	956.75
2.618	938.75
4.250	909.25

Fisher Pivots for day following 06-Aug-2009
Pivot	1 day	3 day
R1	994.75	994.75
PP	993.25	993.25
S1	992.00	992.00

Download as Excel Spreadsheet

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

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