E-mini S&P 500 Future December 2009


Trading Metrics calculated at close of trading on 10-Jun-2009
Day Change Summary
Previous Current
09-Jun-2009 10-Jun-2009 Change Change % Previous Week
Open 933.25 942.25 9.00 1.0% 907.50
High 936.50 945.50 9.00 1.0% 944.75
Low 927.00 920.00 -7.00 -0.8% 907.50
Close 931.25 932.25 1.00 0.1% 932.25
Range 9.50 25.50 16.00 168.4% 37.25
ATR 18.32 18.83 0.51 2.8% 0.00
Volume 34 10 -24 -70.6% 737
Daily Pivots for day following 10-Jun-2009
Classic Woodie Camarilla DeMark
R4 1,009.00 996.25 946.25
R3 983.50 970.75 939.25
R2 958.00 958.00 937.00
R1 945.25 945.25 934.50 939.00
PP 932.50 932.50 932.50 929.50
S1 919.75 919.75 930.00 913.50
S2 907.00 907.00 927.50
S3 881.50 894.25 925.25
S4 856.00 868.75 918.25
Weekly Pivots for week ending 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 1,040.00 1,023.25 952.75
R3 1,002.75 986.00 942.50
R2 965.50 965.50 939.00
R1 948.75 948.75 935.75 957.00
PP 928.25 928.25 928.25 932.25
S1 911.50 911.50 928.75 920.00
S2 891.00 891.00 925.50
S3 853.75 874.25 922.00
S4 816.50 837.00 911.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 945.50 918.50 27.00 2.9% 16.25 1.7% 51% True False 123
10 945.50 878.75 66.75 7.2% 16.50 1.8% 80% True False 93
20 945.50 867.25 78.25 8.4% 18.75 2.0% 83% True False 70
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 2.13
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,054.00
2.618 1,012.25
1.618 986.75
1.000 971.00
0.618 961.25
HIGH 945.50
0.618 935.75
0.500 932.75
0.382 929.75
LOW 920.00
0.618 904.25
1.000 894.50
1.618 878.75
2.618 853.25
4.250 811.50
Fisher Pivots for day following 10-Jun-2009
Pivot 1 day 3 day
R1 932.75 932.25
PP 932.50 932.00
S1 932.50 932.00

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

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