E-mini S&P 500 Future December 2009


Trading Metrics calculated at close of trading on 26-Jun-2009
Day Change Summary
Previous Current
25-Jun-2009 26-Jun-2009 Change Change % Previous Week
Open 893.25 912.00 18.75 2.1% 911.25
High 913.25 914.50 1.25 0.1% 914.50
Low 886.50 904.50 18.00 2.0% 880.50
Close 912.50 909.75 -2.75 -0.3% 909.75
Range 26.75 10.00 -16.75 -62.6% 34.00
ATR 18.22 17.63 -0.59 -3.2% 0.00
Volume 2,346 3,319 973 41.5% 11,037
Daily Pivots for day following 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 939.50 934.75 915.25
R3 929.50 924.75 912.50
R2 919.50 919.50 911.50
R1 914.75 914.75 910.75 912.00
PP 909.50 909.50 909.50 908.25
S1 904.75 904.75 908.75 902.00
S2 899.50 899.50 908.00
S3 889.50 894.75 907.00
S4 879.50 884.75 904.25
Weekly Pivots for week ending 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 1,003.50 990.75 928.50
R3 969.50 956.75 919.00
R2 935.50 935.50 916.00
R1 922.75 922.75 912.75 912.00
PP 901.50 901.50 901.50 896.25
S1 888.75 888.75 906.75 878.00
S2 867.50 867.50 903.50
S3 833.50 854.75 900.50
S4 799.50 820.75 891.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 914.50 880.50 34.00 3.7% 19.00 2.1% 86% True False 2,207
10 932.00 880.50 51.50 5.7% 17.00 1.9% 57% False False 1,183
20 948.00 880.50 67.50 7.4% 16.00 1.8% 43% False False 668
40 948.00 857.00 91.00 10.0% 18.25 2.0% 58% False False 351
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 3.73
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 957.00
2.618 940.75
1.618 930.75
1.000 924.50
0.618 920.75
HIGH 914.50
0.618 910.75
0.500 909.50
0.382 908.25
LOW 904.50
0.618 898.25
1.000 894.50
1.618 888.25
2.618 878.25
4.250 862.00
Fisher Pivots for day following 26-Jun-2009
Pivot 1 day 3 day
R1 909.75 906.50
PP 909.50 903.00
S1 909.50 899.50

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

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