E-mini S&P 500 Future December 2009


Trading Metrics calculated at close of trading on 15-Jun-2009
Day Change Summary
Previous Current
12-Jun-2009 15-Jun-2009 Change Change % Previous Week
Open 928.00 929.50 1.50 0.2% 930.75
High 934.75 932.00 -2.75 -0.3% 948.00
Low 928.00 914.00 -14.00 -1.5% 918.50
Close 936.50 915.25 -21.25 -2.3% 936.50
Range 6.75 18.00 11.25 166.7% 29.50
ATR 17.92 18.24 0.33 1.8% 0.00
Volume 464 440 -24 -5.2% 792
Daily Pivots for day following 15-Jun-2009
Classic Woodie Camarilla DeMark
R4 974.50 962.75 925.25
R3 956.50 944.75 920.25
R2 938.50 938.50 918.50
R1 926.75 926.75 917.00 923.50
PP 920.50 920.50 920.50 918.75
S1 908.75 908.75 913.50 905.50
S2 902.50 902.50 912.00
S3 884.50 890.75 910.25
S4 866.50 872.75 905.25
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
5 948.00 914.00 34.00 3.7% 15.50 1.7% 4% False True 224
10 948.00 914.00 34.00 3.7% 14.25 1.6% 4% False True 196
20 948.00 867.25 80.75 8.8% 17.75 1.9% 59% False False 120
40 948.00 816.50 131.50 14.4% 18.00 2.0% 75% False False 68
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 False
Stretch 2.40
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,008.50
2.618 979.00
1.618 961.00
1.000 950.00
0.618 943.00
HIGH 932.00
0.618 925.00
0.500 923.00
0.382 921.00
LOW 914.00
0.618 903.00
1.000 896.00
1.618 885.00
2.618 867.00
4.250 837.50
Fisher Pivots for day following 15-Jun-2009
Pivot 1 day 3 day
R1 923.00 931.00
PP 920.50 925.75
S1 917.75 920.50

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

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