E-mini S&P 500 Future December 2009


Trading Metrics calculated at close of trading on 06-Jul-2009
Day Change Summary
Previous Current
03-Jul-2009 06-Jul-2009 Change Change % Previous Week
Open 886.75 886.25 -0.50 -0.1% 908.50
High 892.50 892.00 -0.50 -0.1% 924.00
Low 885.00 877.75 -7.25 -0.8% 885.00
Close 889.00 891.00 2.00 0.2% 889.00
Range 7.50 14.25 6.75 90.0% 39.00
ATR 17.22 17.01 -0.21 -1.2% 0.00
Volume 1,682 1,682 0 0.0% 6,453
Daily Pivots for day following 06-Jul-2009
Classic Woodie Camarilla DeMark
R4 929.75 924.50 898.75
R3 915.50 910.25 895.00
R2 901.25 901.25 893.50
R1 896.00 896.00 892.25 898.50
PP 887.00 887.00 887.00 888.25
S1 881.75 881.75 889.75 884.50
S2 872.75 872.75 888.50
S3 858.50 867.50 887.00
S4 844.25 853.25 883.25
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
5 924.00 877.75 46.25 5.2% 16.00 1.8% 29% False True 1,387
10 924.00 877.75 46.25 5.2% 16.00 1.8% 29% False True 1,797
20 948.00 877.75 70.25 7.9% 16.25 1.8% 19% False True 1,032
40 948.00 867.25 80.75 9.1% 17.50 2.0% 29% False False 551
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.25
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 952.50
2.618 929.25
1.618 915.00
1.000 906.25
0.618 900.75
HIGH 892.00
0.618 886.50
0.500 885.00
0.382 883.25
LOW 877.75
0.618 869.00
1.000 863.50
1.618 854.75
2.618 840.50
4.250 817.25
Fisher Pivots for day following 06-Jul-2009
Pivot 1 day 3 day
R1 889.00 896.50
PP 887.00 894.75
S1 885.00 892.75

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

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