E-mini S&P 500 Future December 2009

Trading Metrics calculated at close of trading on 23-Sep-2009

Day Change Summary
	Previous	Current
	22-Sep-2009	23-Sep-2009	Change	Change %	Previous Week
Open	1,060.00	1,067.25	7.25	0.7%	1,036.00
High	1,069.25	1,075.75	6.50	0.6%	1,071.50
Low	1,059.50	1,055.25	-4.25	-0.4%	1,025.50
Close	1,067.25	1,059.00	-8.25	-0.8%	1,061.00
Range	9.75	20.50	10.75	110.3%	46.00
ATR	15.68	16.02	0.34	2.2%	0.00
Volume	1,698,615	1,414,027	-284,588	-16.8%	11,275,951

Daily Pivots for day following 23-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,124.75	1,112.50	1,070.25
R3	1,104.25	1,092.00	1,064.75
R2	1,083.75	1,083.75	1,062.75
R1	1,071.50	1,071.50	1,061.00	1,067.50
PP	1,063.25	1,063.25	1,063.25	1,061.25
S1	1,051.00	1,051.00	1,057.00	1,047.00
S2	1,042.75	1,042.75	1,055.25
S3	1,022.25	1,030.50	1,053.25
S4	1,001.75	1,010.00	1,047.75

Weekly Pivots for week ending 18-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,190.75	1,171.75	1,086.25
R3	1,144.75	1,125.75	1,073.75
R2	1,098.75	1,098.75	1,069.50
R1	1,079.75	1,079.75	1,065.25	1,089.25
PP	1,052.75	1,052.75	1,052.75	1,057.50
S1	1,033.75	1,033.75	1,056.75	1,043.25
S2	1,006.75	1,006.75	1,052.50
S3	960.75	987.75	1,048.25
S4	914.75	941.75	1,035.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,075.75	1,051.50	24.25	2.3%	13.75	1.3%	31%	True	False	1,989,646
10	1,075.75	1,023.00	52.75	5.0%	14.75	1.4%	68%	True	False	1,812,997
20	1,075.75	986.50	89.25	8.4%	15.50	1.5%	81%	True	False	922,746
40	1,075.75	960.00	115.75	10.9%	17.00	1.6%	86%	True	False	462,948
60	1,075.75	861.25	214.50	20.3%	17.00	1.6%	92%	True	False	309,253
80	1,075.75	861.25	214.50	20.3%	16.75	1.6%	92%	True	False	232,133
100	1,075.75	861.25	214.50	20.3%	17.50	1.6%	92%	True	False	185,713

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.83
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	1,163.00
2.618	1,129.50
1.618	1,109.00
1.000	1,096.25
0.618	1,088.50
HIGH	1,075.75
0.618	1,068.00
0.500	1,065.50
0.382	1,063.00
LOW	1,055.25
0.618	1,042.50
1.000	1,034.75
1.618	1,022.00
2.618	1,001.50
4.250	968.00

Fisher Pivots for day following 23-Sep-2009
Pivot	1 day	3 day
R1	1,065.50	1,063.50
PP	1,063.25	1,062.00
S1	1,061.25	1,060.50

Download as Excel Spreadsheet

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

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