E-mini S&P 500 Future December 2009

Trading Metrics calculated at close of trading on 20-Aug-2009

Day Change Summary
	Previous	Current
	19-Aug-2009	20-Aug-2009	Change	Change %	Previous Week
Open	983.75	992.00	8.25	0.8%	1,001.00
High	994.00	1,003.25	9.25	0.9%	1,010.75
Low	972.50	990.00	17.50	1.8%	981.50
Close	992.50	1,000.00	7.50	0.8%	1,001.25
Range	21.50	13.25	-8.25	-38.4%	29.25
ATR	18.49	18.11	-0.37	-2.0%	0.00
Volume	2,409	4,424	2,015	83.6%	15,906

Daily Pivots for day following 20-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,037.50	1,032.00	1,007.25
R3	1,024.25	1,018.75	1,003.75
R2	1,011.00	1,011.00	1,002.50
R1	1,005.50	1,005.50	1,001.25	1,008.25
PP	997.75	997.75	997.75	999.00
S1	992.25	992.25	998.75	995.00
S2	984.50	984.50	997.50
S3	971.25	979.00	996.25
S4	958.00	965.75	992.75

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	4.0%	20.25	2.0%	73%	False	False	4,357
10	1,011.25	971.25	40.00	4.0%	19.75	2.0%	72%	False	False	3,356
20	1,011.25	958.50	52.75	5.3%	17.50	1.8%	79%	False	False	2,672
40	1,011.25	861.25	150.00	15.0%	17.25	1.7%	93%	False	False	2,231
60	1,011.25	861.25	150.00	15.0%	17.00	1.7%	93%	False	False	1,655
80	1,011.25	857.00	154.25	15.4%	18.00	1.8%	93%	False	False	1,250

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	3.83
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,059.50
2.618	1,038.00
1.618	1,024.75
1.000	1,016.50
0.618	1,011.50
HIGH	1,003.25
0.618	998.25
0.500	996.50
0.382	995.00
LOW	990.00
0.618	981.75
1.000	976.75
1.618	968.50
2.618	955.25
4.250	933.75

Fisher Pivots for day following 20-Aug-2009
Pivot	1 day	3 day
R1	999.00	996.00
PP	997.75	991.75
S1	996.50	987.50

Download as Excel Spreadsheet

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

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