E-mini S&P 500 Future December 2009


Trading Metrics calculated at close of trading on 07-Jul-2009
Day Change Summary
Previous Current
06-Jul-2009 07-Jul-2009 Change Change % Previous Week
Open 886.25 891.25 5.00 0.6% 908.50
High 892.00 893.75 1.75 0.2% 924.00
Low 877.75 871.00 -6.75 -0.8% 885.00
Close 891.00 875.00 -16.00 -1.8% 889.00
Range 14.25 22.75 8.50 59.6% 39.00
ATR 17.01 17.42 0.41 2.4% 0.00
Volume 1,682 1,089 -593 -35.3% 6,453
Daily Pivots for day following 07-Jul-2009
Classic Woodie Camarilla DeMark
R4 948.25 934.25 887.50
R3 925.50 911.50 881.25
R2 902.75 902.75 879.25
R1 888.75 888.75 877.00 884.50
PP 880.00 880.00 880.00 877.75
S1 866.00 866.00 873.00 861.50
S2 857.25 857.25 870.75
S3 834.50 843.25 868.75
S4 811.75 820.50 862.50
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
5 924.00 871.00 53.00 6.1% 17.00 1.9% 8% False True 1,418
10 924.00 871.00 53.00 6.1% 17.25 2.0% 8% False True 1,605
20 948.00 871.00 77.00 8.8% 17.00 1.9% 5% False True 1,085
40 948.00 867.25 80.75 9.2% 17.75 2.0% 10% False False 577
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.18
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 990.50
2.618 953.25
1.618 930.50
1.000 916.50
0.618 907.75
HIGH 893.75
0.618 885.00
0.500 882.50
0.382 879.75
LOW 871.00
0.618 857.00
1.000 848.25
1.618 834.25
2.618 811.50
4.250 774.25
Fisher Pivots for day following 07-Jul-2009
Pivot 1 day 3 day
R1 882.50 882.50
PP 880.00 880.00
S1 877.50 877.50

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

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