E-mini S&P 500 Future December 2009


Trading Metrics calculated at close of trading on 18-Jun-2009
Day Change Summary
Previous Current
17-Jun-2009 18-Jun-2009 Change Change % Previous Week
Open 902.75 905.00 2.25 0.2% 930.75
High 914.75 912.75 -2.00 -0.2% 948.00
Low 897.00 896.25 -0.75 -0.1% 918.50
Close 901.25 909.25 8.00 0.9% 936.50
Range 17.75 16.50 -1.25 -7.0% 29.50
ATR 17.71 17.62 -0.09 -0.5% 0.00
Volume 8 191 183 2,287.5% 792
Daily Pivots for day following 18-Jun-2009
Classic Woodie Camarilla DeMark
R4 955.50 949.00 918.25
R3 939.00 932.50 913.75
R2 922.50 922.50 912.25
R1 916.00 916.00 910.75 919.25
PP 906.00 906.00 906.00 907.75
S1 899.50 899.50 907.75 902.75
S2 889.50 889.50 906.25
S3 873.00 883.00 904.75
S4 856.50 866.50 900.25
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
5 934.75 896.25 38.50 4.2% 14.00 1.5% 34% False True 238
10 948.00 896.25 51.75 5.7% 15.50 1.7% 25% False True 186
20 948.00 870.00 78.00 8.6% 16.75 1.8% 50% False False 117
40 948.00 828.00 120.00 13.2% 17.75 2.0% 68% False False 74
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.73
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 983.00
2.618 956.00
1.618 939.50
1.000 929.25
0.618 923.00
HIGH 912.75
0.618 906.50
0.500 904.50
0.382 902.50
LOW 896.25
0.618 886.00
1.000 879.75
1.618 869.50
2.618 853.00
4.250 826.00
Fisher Pivots for day following 18-Jun-2009
Pivot 1 day 3 day
R1 907.75 908.50
PP 906.00 907.50
S1 904.50 906.50

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

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