E-mini S&P 500 Future December 2009


Trading Metrics calculated at close of trading on 12-Jun-2009
Day Change Summary
Previous Current
11-Jun-2009 12-Jun-2009 Change Change % Previous Week
Open 936.50 928.00 -8.50 -0.9% 930.75
High 948.00 934.75 -13.25 -1.4% 948.00
Low 930.00 928.00 -2.00 -0.2% 918.50
Close 934.00 936.50 2.50 0.3% 936.50
Range 18.00 6.75 -11.25 -62.5% 29.50
ATR 18.77 17.92 -0.86 -4.6% 0.00
Volume 175 464 289 165.1% 792
Daily Pivots for day following 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 953.25 951.75 940.25
R3 946.50 945.00 938.25
R2 939.75 939.75 937.75
R1 938.25 938.25 937.00 939.00
PP 933.00 933.00 933.00 933.50
S1 931.50 931.50 936.00 932.25
S2 926.25 926.25 935.25
S3 919.50 924.75 934.75
S4 912.75 918.00 932.75
Weekly Pivots for week ending 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 1,022.75 1,009.25 952.75
R3 993.25 979.75 944.50
R2 963.75 963.75 942.00
R1 950.25 950.25 939.25 957.00
PP 934.25 934.25 934.25 937.75
S1 920.75 920.75 933.75 927.50
S2 904.75 904.75 931.00
S3 875.25 891.25 928.50
S4 845.75 861.75 920.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 948.00 918.50 29.50 3.2% 15.00 1.6% 61% False False 158
10 948.00 907.50 40.50 4.3% 15.25 1.6% 72% False False 152
20 948.00 867.25 80.75 8.6% 18.00 1.9% 86% False False 99
40 948.00 816.50 131.50 14.0% 17.75 1.9% 91% False False 57
Crabel Price Patterns
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 True
Bear Hook True
Bull Hook False
Stretch 2.15
Narrowest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 963.50
2.618 952.50
1.618 945.75
1.000 941.50
0.618 939.00
HIGH 934.75
0.618 932.25
0.500 931.50
0.382 930.50
LOW 928.00
0.618 923.75
1.000 921.25
1.618 917.00
2.618 910.25
4.250 899.25
Fisher Pivots for day following 12-Jun-2009
Pivot 1 day 3 day
R1 934.75 935.75
PP 933.00 934.75
S1 931.50 934.00

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

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