E-mini S&P 500 Future December 2009


Trading Metrics calculated at close of trading on 26-Oct-2009
Day Change Summary
Previous Current
23-Oct-2009 26-Oct-2009 Change Change % Previous Week
Open 1,090.50 1,076.50 -14.00 -1.3% 1,080.25
High 1,095.25 1,088.50 -6.75 -0.6% 1,099.00
Low 1,071.50 1,061.25 -10.25 -1.0% 1,070.25
Close 1,077.00 1,066.50 -10.50 -1.0% 1,077.00
Range 23.75 27.25 3.50 14.7% 28.75
ATR 17.98 18.64 0.66 3.7% 0.00
Volume 2,184,400 2,348,150 163,750 7.5% 10,171,203
Daily Pivots for day following 26-Oct-2009
Classic Woodie Camarilla DeMark
R4 1,153.75 1,137.50 1,081.50
R3 1,126.50 1,110.25 1,074.00
R2 1,099.25 1,099.25 1,071.50
R1 1,083.00 1,083.00 1,069.00 1,077.50
PP 1,072.00 1,072.00 1,072.00 1,069.50
S1 1,055.75 1,055.75 1,064.00 1,050.25
S2 1,044.75 1,044.75 1,061.50
S3 1,017.50 1,028.50 1,059.00
S4 990.25 1,001.25 1,051.50
Weekly Pivots for week ending 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 1,168.25 1,151.50 1,092.75
R3 1,139.50 1,122.75 1,085.00
R2 1,110.75 1,110.75 1,082.25
R1 1,094.00 1,094.00 1,079.75 1,088.00
PP 1,082.00 1,082.00 1,082.00 1,079.00
S1 1,065.25 1,065.25 1,074.25 1,059.25
S2 1,053.25 1,053.25 1,071.75
S3 1,024.50 1,036.50 1,069.00
S4 995.75 1,007.75 1,061.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,099.00 1,061.25 37.75 3.5% 23.25 2.2% 14% False True 2,100,343
10 1,099.00 1,061.25 37.75 3.5% 19.50 1.8% 14% False True 1,890,668
20 1,099.00 1,012.00 87.00 8.2% 18.00 1.7% 63% False False 1,948,885
40 1,099.00 986.50 112.50 10.5% 17.25 1.6% 71% False False 1,593,249
60 1,099.00 971.25 127.75 12.0% 17.75 1.7% 75% False False 1,063,675
80 1,099.00 861.25 237.75 22.3% 17.50 1.6% 86% False False 798,236
100 1,099.00 861.25 237.75 22.3% 17.25 1.6% 86% False False 638,779
120 1,099.00 861.25 237.75 22.3% 17.50 1.6% 86% False False 532,327
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 5.85
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 1,204.25
2.618 1,159.75
1.618 1,132.50
1.000 1,115.75
0.618 1,105.25
HIGH 1,088.50
0.618 1,078.00
0.500 1,075.00
0.382 1,071.75
LOW 1,061.25
0.618 1,044.50
1.000 1,034.00
1.618 1,017.25
2.618 990.00
4.250 945.50
Fisher Pivots for day following 26-Oct-2009
Pivot 1 day 3 day
R1 1,075.00 1,078.25
PP 1,072.00 1,074.25
S1 1,069.25 1,070.50

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

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