E-mini S&P 500 Future December 2009

Trading Metrics calculated at close of trading on 19-May-2009

ESZ09 began trading on 04/16/2009 and has 24 trading days of price history. Some sections of this page appear only once enough data has accumulated.

We anticipate that we'll have enough data to calculate stats around 10/05/2009.

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.30)

Moving Averages

Strong Buy

+1.00

Oscillators

Sell

-0.20

Price Levels

Buy

+0.50

Trend

Neutral

0.00

Relative Volume (20d): 8.63x

ATR(14) %: 1.9%

20-Day Historical Volatility: —

Day Change Summary (OHLC)

	Previous	Current
Metric	18-May-2009	19-May-2009	Change	Change %	Previous Week
Open	867.50	900.00	32.50	3.7%	915.00
High	899.50	905.50	6.00	0.7%	915.00
Low	867.25	895.75	28.50	3.3%	868.00
Close	898.50	897.75	-0.75	-0.1%	874.25
Range	32.25	9.75	-22.50	-69.8%	47.00
ATR(14)	17.63	17.06	-0.56	-3.2%	16.50
Volume	21	259	238	1,133.3%	99

Multi-Period Performance

1-Month (21d)

8.6%

3-Month (63d)

—

6-Month (126d)

—

1-Year (252d)

—

Year-To-Date (YTD)

5.0%

52-Week Range

52W Low: 816.50 (10.0%)

Position (79%)

52W High: 918.75 (2.3%)

Daily Pivots for day following 19-May-2009

Level	Classic	Woodie	Camarilla	DeMark
R4	929.00	923.00	903.00
R3	919.25	913.25	900.50
R2	909.50	909.50	899.50
R1	903.50	903.50	898.75	901.75
PP	899.75	899.75	899.75	898.75
S1	893.75	893.75	896.75	892.00
S2	890.00	890.00	896.00
S3	880.25	884.00	895.00
S4	870.50	874.25	892.50

Weekly Pivots for week ending 15-May-2009

Level	Classic	Woodie	Camarilla	DeMark
R4	1,026.75	997.50	900.00
R3	979.75	950.50	887.25
R2	932.75	932.75	882.75
R1	903.50	903.50	878.50	894.75
PP	885.75	885.75	885.75	881.25
S1	856.50	856.50	870.00	847.75
S2	838.75	838.75	865.75
S3	791.75	809.50	861.25
S4	744.75	762.50	848.50

Fisher Pivots for day following 19-May-2009

Pivot	1 Day	3 Day
R1	900.75	894.00
PP	899.75	890.25
S1	898.75	886.50

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

Level	Price Level
4.250	947.00
2.618	931.00
1.618	921.25
1.000	915.25
0.618	911.50
HIGH	905.50
0.618	901.75
0.500	900.75
0.382	899.50
LOW	895.75
0.618	889.75
1.000	886.00
1.618	880.00
2.618	870.25
4.250	854.25

20-Day Swing Fibonacci Retracements

Swing Level	Price Level
23.6%	894.50
38.2%	879.75
50.0%	867.75
61.8%	855.50
78.6%	838.50

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

Period	SMA Value	Distance (Pts)	Distance (%)	Signal
5-Day SMA	885.75	12.00	1.4%	Above
10-Day SMA	895.25	2.50	0.3%	Above
20-Day SMA	878.25	19.50	2.2%	Above
50-Day SMA	Insufficient data
100-Day SMA	Insufficient data
200-Day SMA	Insufficient data

Bollinger Bands (20, 2):

Upper: 926.50

Middle: 878.25

Lower: 829.75

Bandwidth: 11.0%

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral

57.24

Neutral 30–70

Stochastic (14, 3)

Neutral

%K: 65.99

%D: 60.33

CCI (20)

Neutral

73.65

Range -100 to +100

Williams %R (14)

Neutral

-34.01

Range -100 to 0

ROC (12)

Bearish

3.34%

12-period Rate of Change

Crabel Price Patterns

Pattern	Signal / Value
NR	True
NR4	True
NR5	True
NR7	True
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	True
Stretch	3.50
Narrowest range in 14 trading days

High/Low/Range Statistics

Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	905.50	867.25	38.25	4.3%	21.75	2.4%	80%	True	False	71
10	918.75	867.25	51.50	5.7%	21.50	2.4%	59%	False	False	50
20	918.75	828.00	90.75	10.1%	18.50	2.0%	77%	False	False	30

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