E-mini S&P 500 Future December 2009


Trading Metrics calculated at close of trading on 17-Jun-2009
Day Change Summary
Previous Current
16-Jun-2009 17-Jun-2009 Change Change % Previous Week
Open 917.00 902.75 -14.25 -1.6% 930.75
High 917.00 914.75 -2.25 -0.2% 948.00
Low 906.25 897.00 -9.25 -1.0% 918.50
Close 903.75 901.25 -2.50 -0.3% 936.50
Range 10.75 17.75 7.00 65.1% 29.50
ATR 17.71 17.71 0.00 0.0% 0.00
Volume 89 8 -81 -91.0% 792
Daily Pivots for day following 17-Jun-2009
Classic Woodie Camarilla DeMark
R4 957.50 947.25 911.00
R3 939.75 929.50 906.25
R2 922.00 922.00 904.50
R1 911.75 911.75 903.00 908.00
PP 904.25 904.25 904.25 902.50
S1 894.00 894.00 899.50 890.25
S2 886.50 886.50 898.00
S3 868.75 876.25 896.25
S4 851.00 858.50 891.50
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
5 948.00 897.00 51.00 5.7% 14.25 1.6% 8% False True 235
10 948.00 897.00 51.00 5.7% 15.25 1.7% 8% False True 179
20 948.00 870.00 78.00 8.7% 17.00 1.9% 40% False False 111
40 948.00 828.00 120.00 13.3% 17.75 2.0% 61% False False 70
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 2.95
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 990.25
2.618 961.25
1.618 943.50
1.000 932.50
0.618 925.75
HIGH 914.75
0.618 908.00
0.500 906.00
0.382 903.75
LOW 897.00
0.618 886.00
1.000 879.25
1.618 868.25
2.618 850.50
4.250 821.50
Fisher Pivots for day following 17-Jun-2009
Pivot 1 day 3 day
R1 906.00 914.50
PP 904.25 910.00
S1 902.75 905.75

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

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