E-mini S&P 500 Future December 2009


Trading Metrics calculated at close of trading on 22-Jun-2009
Day Change Summary
Previous Current
19-Jun-2009 22-Jun-2009 Change Change % Previous Week
Open 912.00 911.25 -0.75 -0.1% 929.50
High 918.75 914.50 -4.25 -0.5% 932.00
Low 907.00 883.50 -23.50 -2.6% 896.25
Close 911.50 884.50 -27.00 -3.0% 911.50
Range 11.75 31.00 19.25 163.8% 35.75
ATR 17.20 18.19 0.99 5.7% 0.00
Volume 71 1,197 1,126 1,585.9% 799
Daily Pivots for day following 22-Jun-2009
Classic Woodie Camarilla DeMark
R4 987.25 966.75 901.50
R3 956.25 935.75 893.00
R2 925.25 925.25 890.25
R1 904.75 904.75 887.25 899.50
PP 894.25 894.25 894.25 891.50
S1 873.75 873.75 881.75 868.50
S2 863.25 863.25 878.75
S3 832.25 842.75 876.00
S4 801.25 811.75 867.50
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 1,020.50 1,001.75 931.25
R3 984.75 966.00 921.25
R2 949.00 949.00 918.00
R1 930.25 930.25 914.75 921.75
PP 913.25 913.25 913.25 909.00
S1 894.50 894.50 908.25 886.00
S2 877.50 877.50 905.00
S3 841.75 858.75 901.75
S4 806.00 823.00 891.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 918.75 883.50 35.25 4.0% 17.50 2.0% 3% False True 311
10 948.00 883.50 64.50 7.3% 16.50 1.9% 2% False True 267
20 948.00 870.00 78.00 8.8% 17.50 2.0% 19% False False 178
40 948.00 833.50 114.50 12.9% 18.00 2.0% 45% False False 106
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.73
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 1,046.25
2.618 995.75
1.618 964.75
1.000 945.50
0.618 933.75
HIGH 914.50
0.618 902.75
0.500 899.00
0.382 895.25
LOW 883.50
0.618 864.25
1.000 852.50
1.618 833.25
2.618 802.25
4.250 751.75
Fisher Pivots for day following 22-Jun-2009
Pivot 1 day 3 day
R1 899.00 901.00
PP 894.25 895.50
S1 889.25 890.00

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

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