E-mini S&P 500 Future December 2009


Trading Metrics calculated at close of trading on 30-Jun-2009
Day Change Summary
Previous Current
29-Jun-2009 30-Jun-2009 Change Change % Previous Week
Open 908.50 917.25 8.75 1.0% 911.25
High 920.00 921.75 1.75 0.2% 914.50
Low 903.00 904.50 1.50 0.2% 880.50
Close 917.00 911.25 -5.75 -0.6% 909.75
Range 17.00 17.25 0.25 1.5% 34.00
ATR 17.59 17.56 -0.02 -0.1% 0.00
Volume 1,199 934 -265 -22.1% 11,037
Daily Pivots for day following 30-Jun-2009
Classic Woodie Camarilla DeMark
R4 964.25 955.00 920.75
R3 947.00 937.75 916.00
R2 929.75 929.75 914.50
R1 920.50 920.50 912.75 916.50
PP 912.50 912.50 912.50 910.50
S1 903.25 903.25 909.75 899.25
S2 895.25 895.25 908.00
S3 878.00 886.00 906.50
S4 860.75 868.75 901.75
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
5 921.75 884.75 37.00 4.1% 17.75 1.9% 72% True False 1,792
10 921.75 880.50 41.25 4.5% 17.50 1.9% 75% True False 1,344
20 948.00 880.50 67.50 7.4% 16.00 1.8% 46% False False 773
40 948.00 867.25 80.75 8.9% 18.00 2.0% 54% False False 404
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.48
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 995.00
2.618 967.00
1.618 949.75
1.000 939.00
0.618 932.50
HIGH 921.75
0.618 915.25
0.500 913.00
0.382 911.00
LOW 904.50
0.618 893.75
1.000 887.25
1.618 876.50
2.618 859.25
4.250 831.25
Fisher Pivots for day following 30-Jun-2009
Pivot 1 day 3 day
R1 913.00 912.50
PP 912.50 912.00
S1 912.00 911.50

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

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