E-mini S&P 500 Future December 2009


Trading Metrics calculated at close of trading on 01-Jul-2009
Day Change Summary
Previous Current
30-Jun-2009 01-Jul-2009 Change Change % Previous Week
Open 917.25 911.00 -6.25 -0.7% 911.25
High 921.75 924.00 2.25 0.2% 914.50
Low 904.50 909.75 5.25 0.6% 880.50
Close 911.25 915.00 3.75 0.4% 909.75
Range 17.25 14.25 -3.00 -17.4% 34.00
ATR 17.56 17.33 -0.24 -1.3% 0.00
Volume 934 1,568 634 67.9% 11,037
Daily Pivots for day following 01-Jul-2009
Classic Woodie Camarilla DeMark
R4 959.00 951.25 922.75
R3 944.75 937.00 919.00
R2 930.50 930.50 917.50
R1 922.75 922.75 916.25 926.50
PP 916.25 916.25 916.25 918.25
S1 908.50 908.50 913.75 912.50
S2 902.00 902.00 912.50
S3 887.75 894.25 911.00
S4 873.50 880.00 907.25
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
5 924.00 886.50 37.50 4.1% 17.00 1.9% 76% True False 1,873
10 924.00 880.50 43.50 4.8% 17.25 1.9% 79% True False 1,500
20 948.00 880.50 67.50 7.4% 16.25 1.8% 51% False False 839
40 948.00 867.25 80.75 8.8% 18.25 2.0% 59% False False 443
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.03
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 984.50
2.618 961.25
1.618 947.00
1.000 938.25
0.618 932.75
HIGH 924.00
0.618 918.50
0.500 917.00
0.382 915.25
LOW 909.75
0.618 901.00
1.000 895.50
1.618 886.75
2.618 872.50
4.250 849.25
Fisher Pivots for day following 01-Jul-2009
Pivot 1 day 3 day
R1 917.00 914.50
PP 916.25 914.00
S1 915.50 913.50

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

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