E-mini S&P 500 Future December 2009


Trading Metrics calculated at close of trading on 08-Jul-2009
Day Change Summary
Previous Current
07-Jul-2009 08-Jul-2009 Change Change % Previous Week
Open 891.25 874.75 -16.50 -1.9% 908.50
High 893.75 878.75 -15.00 -1.7% 924.00
Low 871.00 861.25 -9.75 -1.1% 885.00
Close 875.00 869.25 -5.75 -0.7% 889.00
Range 22.75 17.50 -5.25 -23.1% 39.00
ATR 17.42 17.42 0.01 0.0% 0.00
Volume 1,089 2,336 1,247 114.5% 6,453
Daily Pivots for day following 08-Jul-2009
Classic Woodie Camarilla DeMark
R4 922.25 913.25 879.00
R3 904.75 895.75 874.00
R2 887.25 887.25 872.50
R1 878.25 878.25 870.75 874.00
PP 869.75 869.75 869.75 867.50
S1 860.75 860.75 867.75 856.50
S2 852.25 852.25 866.00
S3 834.75 843.25 864.50
S4 817.25 825.75 859.50
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
5 915.25 861.25 54.00 6.2% 17.75 2.0% 15% False True 1,571
10 924.00 861.25 62.75 7.2% 17.25 2.0% 13% False True 1,722
20 948.00 861.25 86.75 10.0% 16.50 1.9% 9% False True 1,201
40 948.00 861.25 86.75 10.0% 17.75 2.0% 9% False True 636
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.53
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 953.00
2.618 924.50
1.618 907.00
1.000 896.25
0.618 889.50
HIGH 878.75
0.618 872.00
0.500 870.00
0.382 868.00
LOW 861.25
0.618 850.50
1.000 843.75
1.618 833.00
2.618 815.50
4.250 787.00
Fisher Pivots for day following 08-Jul-2009
Pivot 1 day 3 day
R1 870.00 877.50
PP 869.75 874.75
S1 869.50 872.00

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

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