E-mini S&P 500 Future December 2009


Trading Metrics calculated at close of trading on 16-Jun-2009
Day Change Summary
Previous Current
15-Jun-2009 16-Jun-2009 Change Change % Previous Week
Open 929.50 917.00 -12.50 -1.3% 930.75
High 932.00 917.00 -15.00 -1.6% 948.00
Low 914.00 906.25 -7.75 -0.8% 918.50
Close 915.25 903.75 -11.50 -1.3% 936.50
Range 18.00 10.75 -7.25 -40.3% 29.50
ATR 18.24 17.71 -0.54 -2.9% 0.00
Volume 440 89 -351 -79.8% 792
Daily Pivots for day following 16-Jun-2009
Classic Woodie Camarilla DeMark
R4 941.25 933.25 909.75
R3 930.50 922.50 906.75
R2 919.75 919.75 905.75
R1 911.75 911.75 904.75 910.50
PP 909.00 909.00 909.00 908.25
S1 901.00 901.00 902.75 899.50
S2 898.25 898.25 901.75
S3 887.50 890.25 900.75
S4 876.75 879.50 897.75
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
5 948.00 906.25 41.75 4.6% 15.75 1.7% -6% False True 235
10 948.00 906.25 41.75 4.6% 14.50 1.6% -6% False True 203
20 948.00 870.00 78.00 8.6% 16.50 1.8% 43% False False 123
40 948.00 816.50 131.50 14.6% 18.00 2.0% 66% False False 70
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 False
Stretch 2.38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 962.75
2.618 945.25
1.618 934.50
1.000 927.75
0.618 923.75
HIGH 917.00
0.618 913.00
0.500 911.50
0.382 910.25
LOW 906.25
0.618 899.50
1.000 895.50
1.618 888.75
2.618 878.00
4.250 860.50
Fisher Pivots for day following 16-Jun-2009
Pivot 1 day 3 day
R1 911.50 920.50
PP 909.00 915.00
S1 906.50 909.25

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

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