E-mini S&P 500 Future December 2009


Trading Metrics calculated at close of trading on 09-Jul-2009
Day Change Summary
Previous Current
08-Jul-2009 09-Jul-2009 Change Change % Previous Week
Open 874.75 869.25 -5.50 -0.6% 908.50
High 878.75 879.75 1.00 0.1% 924.00
Low 861.25 869.25 8.00 0.9% 885.00
Close 869.25 874.50 5.25 0.6% 889.00
Range 17.50 10.50 -7.00 -40.0% 39.00
ATR 17.42 16.93 -0.49 -2.8% 0.00
Volume 2,336 1,922 -414 -17.7% 6,453
Daily Pivots for day following 09-Jul-2009
Classic Woodie Camarilla DeMark
R4 906.00 900.75 880.25
R3 895.50 890.25 877.50
R2 885.00 885.00 876.50
R1 879.75 879.75 875.50 882.50
PP 874.50 874.50 874.50 875.75
S1 869.25 869.25 873.50 872.00
S2 864.00 864.00 872.50
S3 853.50 858.75 871.50
S4 843.00 848.25 868.75
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
5 893.75 861.25 32.50 3.7% 14.50 1.7% 41% False False 1,742
10 924.00 861.25 62.75 7.2% 15.75 1.8% 21% False False 1,680
20 934.75 861.25 73.50 8.4% 16.25 1.8% 18% False False 1,289
40 948.00 861.25 86.75 9.9% 17.25 2.0% 15% False False 683
Crabel Price Patterns
NR True
NR4 True
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 2.85
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 924.50
2.618 907.25
1.618 896.75
1.000 890.25
0.618 886.25
HIGH 879.75
0.618 875.75
0.500 874.50
0.382 873.25
LOW 869.25
0.618 862.75
1.000 858.75
1.618 852.25
2.618 841.75
4.250 824.50
Fisher Pivots for day following 09-Jul-2009
Pivot 1 day 3 day
R1 874.50 877.50
PP 874.50 876.50
S1 874.50 875.50

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

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