E-mini S&P 500 Future December 2009


Trading Metrics calculated at close of trading on 03-Jul-2009
Day Change Summary
Previous Current
02-Jul-2009 03-Jul-2009 Change Change % Previous Week
Open 914.50 886.75 -27.75 -3.0% 908.50
High 915.25 892.50 -22.75 -2.5% 924.00
Low 889.00 885.00 -4.00 -0.4% 885.00
Close 889.00 889.00 0.00 0.0% 889.00
Range 26.25 7.50 -18.75 -71.4% 39.00
ATR 17.96 17.22 -0.75 -4.2% 0.00
Volume 1,070 1,682 612 57.2% 6,453
Daily Pivots for day following 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 911.25 907.75 893.00
R3 903.75 900.25 891.00
R2 896.25 896.25 890.50
R1 892.75 892.75 889.75 894.50
PP 888.75 888.75 888.75 889.75
S1 885.25 885.25 888.25 887.00
S2 881.25 881.25 887.50
S3 873.75 877.75 887.00
S4 866.25 870.25 885.00
Weekly Pivots for week ending 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 1,016.25 991.75 910.50
R3 977.25 952.75 899.75
R2 938.25 938.25 896.25
R1 913.75 913.75 892.50 906.50
PP 899.25 899.25 899.25 895.75
S1 874.75 874.75 885.50 867.50
S2 860.25 860.25 881.75
S3 821.25 835.75 878.25
S4 782.25 796.75 867.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 924.00 885.00 39.00 4.4% 16.50 1.9% 10% False True 1,290
10 924.00 880.50 43.50 4.9% 17.75 2.0% 20% False False 1,749
20 948.00 880.50 67.50 7.6% 16.25 1.8% 13% False False 954
40 948.00 867.25 80.75 9.1% 17.75 2.0% 27% False False 509
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 3.00
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 924.50
2.618 912.25
1.618 904.75
1.000 900.00
0.618 897.25
HIGH 892.50
0.618 889.75
0.500 888.75
0.382 887.75
LOW 885.00
0.618 880.25
1.000 877.50
1.618 872.75
2.618 865.25
4.250 853.00
Fisher Pivots for day following 03-Jul-2009
Pivot 1 day 3 day
R1 889.00 904.50
PP 888.75 899.25
S1 888.75 894.25

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

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