E-mini S&P 500 Future December 2009


Trading Metrics calculated at close of trading on 29-Jun-2009
Day Change Summary
Previous Current
26-Jun-2009 29-Jun-2009 Change Change % Previous Week
Open 912.00 908.50 -3.50 -0.4% 911.25
High 914.50 920.00 5.50 0.6% 914.50
Low 904.50 903.00 -1.50 -0.2% 880.50
Close 909.75 917.00 7.25 0.8% 909.75
Range 10.00 17.00 7.00 70.0% 34.00
ATR 17.63 17.59 -0.05 -0.3% 0.00
Volume 3,319 1,199 -2,120 -63.9% 11,037
Daily Pivots for day following 29-Jun-2009
Classic Woodie Camarilla DeMark
R4 964.25 957.75 926.25
R3 947.25 940.75 921.75
R2 930.25 930.25 920.00
R1 923.75 923.75 918.50 927.00
PP 913.25 913.25 913.25 915.00
S1 906.75 906.75 915.50 910.00
S2 896.25 896.25 914.00
S3 879.25 889.75 912.25
S4 862.25 872.75 907.75
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
5 920.00 880.50 39.50 4.3% 16.25 1.8% 92% True False 2,207
10 920.00 880.50 39.50 4.3% 16.75 1.8% 92% True False 1,259
20 948.00 880.50 67.50 7.4% 15.50 1.7% 54% False False 727
40 948.00 867.25 80.75 8.8% 18.25 2.0% 62% False False 381
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.03
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 992.25
2.618 964.50
1.618 947.50
1.000 937.00
0.618 930.50
HIGH 920.00
0.618 913.50
0.500 911.50
0.382 909.50
LOW 903.00
0.618 892.50
1.000 886.00
1.618 875.50
2.618 858.50
4.250 830.75
Fisher Pivots for day following 29-Jun-2009
Pivot 1 day 3 day
R1 915.25 912.50
PP 913.25 907.75
S1 911.50 903.25

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

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