E-mini S&P 500 Future December 2009

Trading Metrics calculated at close of trading on 01-Oct-2009

Day Change Summary
	Previous	Current
	30-Sep-2009	01-Oct-2009	Change	Change %	Previous Week
Open	1,054.75	1,053.50	-1.25	-0.1%	1,059.25
High	1,063.25	1,056.00	-7.25	-0.7%	1,075.75
Low	1,041.50	1,024.50	-17.00	-1.6%	1,036.25
Close	1,053.00	1,027.50	-25.50	-2.4%	1,041.00
Range	21.75	31.50	9.75	44.8%	39.50
ATR	16.98	18.02	1.04	6.1%	0.00
Volume	1,645,534	2,852,909	1,207,375	73.4%	9,430,458

Daily Pivots for day following 01-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,130.50	1,110.50	1,044.75
R3	1,099.00	1,079.00	1,036.25
R2	1,067.50	1,067.50	1,033.25
R1	1,047.50	1,047.50	1,030.50	1,041.75
PP	1,036.00	1,036.00	1,036.00	1,033.00
S1	1,016.00	1,016.00	1,024.50	1,010.25
S2	1,004.50	1,004.50	1,021.75
S3	973.00	984.50	1,018.75
S4	941.50	953.00	1,010.25

Weekly Pivots for week ending 25-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,169.50	1,144.75	1,062.75
R3	1,130.00	1,105.25	1,051.75
R2	1,090.50	1,090.50	1,048.25
R1	1,065.75	1,065.75	1,044.50	1,058.50
PP	1,051.00	1,051.00	1,051.00	1,047.25
S1	1,026.25	1,026.25	1,037.50	1,019.00
S2	1,011.50	1,011.50	1,033.75
S3	972.00	986.75	1,030.25
S4	932.50	947.25	1,019.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,065.75	1,024.50	41.25	4.0%	20.75	2.0%	7%	False	True	2,043,179
10	1,075.75	1,024.50	51.25	5.0%	18.00	1.8%	6%	False	True	1,980,833
20	1,075.75	987.00	88.75	8.6%	16.75	1.6%	46%	False	False	1,534,827
40	1,075.75	971.25	104.50	10.2%	18.00	1.7%	54%	False	False	771,311
60	1,075.75	861.50	214.25	20.9%	17.50	1.7%	77%	False	False	514,858
80	1,075.75	861.25	214.50	20.9%	17.25	1.7%	78%	False	False	386,444
100	1,075.75	861.25	214.50	20.9%	17.50	1.7%	78%	False	False	309,169

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	5.18
Widest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	1,190.00
2.618	1,138.50
1.618	1,107.00
1.000	1,087.50
0.618	1,075.50
HIGH	1,056.00
0.618	1,044.00
0.500	1,040.25
0.382	1,036.50
LOW	1,024.50
0.618	1,005.00
1.000	993.00
1.618	973.50
2.618	942.00
4.250	890.50

Fisher Pivots for day following 01-Oct-2009
Pivot	1 day	3 day
R1	1,040.25	1,045.00
PP	1,036.00	1,039.25
S1	1,031.75	1,033.50

Download as Excel Spreadsheet

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

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