E-mini S&P 500 Future December 2009

Trading Metrics calculated at close of trading on 24-Aug-2009

Day Change Summary
	Previous	Current
	21-Aug-2009	24-Aug-2009	Change	Change %	Previous Week
Open	1,000.00	1,020.50	20.50	2.1%	1,001.25
High	1,022.00	1,030.25	8.25	0.8%	1,022.00
Low	992.25	1,017.00	24.75	2.5%	971.25
Close	1,020.50	1,020.00	-0.50	0.0%	1,020.50
Range	29.75	13.25	-16.50	-55.5%	50.75
ATR	18.94	18.54	-0.41	-2.1%	0.00
Volume	4,580	4,288	-292	-6.4%	20,567

Daily Pivots for day following 24-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,062.25	1,054.25	1,027.25
R3	1,049.00	1,041.00	1,023.75
R2	1,035.75	1,035.75	1,022.50
R1	1,027.75	1,027.75	1,021.25	1,025.00
PP	1,022.50	1,022.50	1,022.50	1,021.00
S1	1,014.50	1,014.50	1,018.75	1,012.00
S2	1,009.25	1,009.25	1,017.50
S3	996.00	1,001.25	1,016.25
S4	982.75	988.00	1,012.75

Weekly Pivots for week ending 21-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,156.75	1,139.50	1,048.50
R3	1,106.00	1,088.75	1,034.50
R2	1,055.25	1,055.25	1,029.75
R1	1,038.00	1,038.00	1,025.25	1,046.50
PP	1,004.50	1,004.50	1,004.50	1,009.00
S1	987.25	987.25	1,015.75	996.00
S2	953.75	953.75	1,011.25
S3	903.00	936.50	1,006.50
S4	852.25	885.75	992.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,030.25	972.00	58.25	5.7%	18.25	1.8%	82%	True	False	3,777
10	1,030.25	971.25	59.00	5.8%	20.50	2.0%	83%	True	False	3,804
20	1,030.25	960.00	70.25	6.9%	18.25	1.8%	85%	True	False	2,837
40	1,030.25	861.25	169.00	16.6%	17.50	1.7%	94%	True	False	2,340
60	1,030.25	861.25	169.00	16.6%	17.00	1.7%	94%	True	False	1,802
80	1,030.25	861.25	169.00	16.6%	18.00	1.8%	94%	True	False	1,360

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	4.25
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,086.50
2.618	1,065.00
1.618	1,051.75
1.000	1,043.50
0.618	1,038.50
HIGH	1,030.25
0.618	1,025.25
0.500	1,023.50
0.382	1,022.00
LOW	1,017.00
0.618	1,008.75
1.000	1,003.75
1.618	995.50
2.618	982.25
4.250	960.75

Fisher Pivots for day following 24-Aug-2009
Pivot	1 day	3 day
R1	1,023.50	1,016.75
PP	1,022.50	1,013.50
S1	1,021.25	1,010.00

Download as Excel Spreadsheet

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

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