E-mini S&P 500 Future December 2009

Trading Metrics calculated at close of trading on 17-Aug-2009

Day Change Summary
	Previous	Current
	14-Aug-2009	17-Aug-2009	Change	Change %	Previous Week
Open	1,008.50	1,001.25	-7.25	-0.7%	1,001.00
High	1,010.75	1,001.25	-9.50	-0.9%	1,010.75
Low	988.00	971.25	-16.75	-1.7%	981.50
Close	1,001.25	973.75	-27.50	-2.7%	1,001.25
Range	22.75	30.00	7.25	31.9%	29.25
ATR	17.76	18.64	0.87	4.9%	0.00
Volume	5,798	5,967	169	2.9%	15,906

Daily Pivots for day following 17-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,072.00	1,053.00	990.25
R3	1,042.00	1,023.00	982.00
R2	1,012.00	1,012.00	979.25
R1	993.00	993.00	976.50	987.50
PP	982.00	982.00	982.00	979.50
S1	963.00	963.00	971.00	957.50
S2	952.00	952.00	968.25
S3	922.00	933.00	965.50
S4	892.00	903.00	957.25

Weekly Pivots for week ending 14-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,085.50	1,072.75	1,017.25
R3	1,056.25	1,043.50	1,009.25
R2	1,027.00	1,027.00	1,006.50
R1	1,014.25	1,014.25	1,004.00	1,020.50
PP	997.75	997.75	997.75	1,001.00
S1	985.00	985.00	998.50	991.50
S2	968.50	968.50	996.00
S3	939.25	955.75	993.25
S4	910.00	926.50	985.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,010.75	971.25	39.50	4.1%	23.00	2.4%	6%	False	True	3,832
10	1,011.25	971.25	40.00	4.1%	19.50	2.0%	6%	False	True	2,958
20	1,011.25	935.50	75.75	7.8%	18.00	1.8%	50%	False	False	2,378
40	1,011.25	861.25	150.00	15.4%	17.25	1.8%	75%	False	False	2,143
60	1,011.25	861.25	150.00	15.4%	17.25	1.8%	75%	False	False	1,488
80	1,011.25	833.50	177.75	18.3%	17.75	1.8%	79%	False	False	1,125

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.05
Widest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	1,128.75
2.618	1,079.75
1.618	1,049.75
1.000	1,031.25
0.618	1,019.75
HIGH	1,001.25
0.618	989.75
0.500	986.25
0.382	982.75
LOW	971.25
0.618	952.75
1.000	941.25
1.618	922.75
2.618	892.75
4.250	843.75

Fisher Pivots for day following 17-Aug-2009
Pivot	1 day	3 day
R1	986.25	991.00
PP	982.00	985.25
S1	978.00	979.50

Download as Excel Spreadsheet

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

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