E-mini S&P 500 Future December 2009


Trading Metrics calculated at close of trading on 10-Jul-2009
Day Change Summary
Previous Current
09-Jul-2009 10-Jul-2009 Change Change % Previous Week
Open 869.25 874.00 4.75 0.5% 886.25
High 879.75 875.50 -4.25 -0.5% 893.75
Low 869.25 864.75 -4.50 -0.5% 861.25
Close 874.50 869.75 -4.75 -0.5% 869.75
Range 10.50 10.75 0.25 2.4% 32.50
ATR 16.93 16.49 -0.44 -2.6% 0.00
Volume 1,922 3,236 1,314 68.4% 10,265
Daily Pivots for day following 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 902.25 896.75 875.75
R3 891.50 886.00 872.75
R2 880.75 880.75 871.75
R1 875.25 875.25 870.75 872.50
PP 870.00 870.00 870.00 868.75
S1 864.50 864.50 868.75 862.00
S2 859.25 859.25 867.75
S3 848.50 853.75 866.75
S4 837.75 843.00 863.75
Weekly Pivots for week ending 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 972.50 953.50 887.50
R3 940.00 921.00 878.75
R2 907.50 907.50 875.75
R1 888.50 888.50 872.75 881.75
PP 875.00 875.00 875.00 871.50
S1 856.00 856.00 866.75 849.25
S2 842.50 842.50 863.75
S3 810.00 823.50 860.75
S4 777.50 791.00 852.00
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% 15.25 1.7% 26% False False 2,053
10 924.00 861.25 62.75 7.2% 15.75 1.8% 14% False False 1,671
20 932.00 861.25 70.75 8.1% 16.50 1.9% 12% False False 1,427
40 948.00 861.25 86.75 10.0% 17.25 2.0% 10% False False 763
60 948.00 816.50 131.50 15.1% 17.25 2.0% 40% False False 514
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 False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.75
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 921.25
2.618 903.75
1.618 893.00
1.000 886.25
0.618 882.25
HIGH 875.50
0.618 871.50
0.500 870.00
0.382 868.75
LOW 864.75
0.618 858.00
1.000 854.00
1.618 847.25
2.618 836.50
4.250 819.00
Fisher Pivots for day following 10-Jul-2009
Pivot 1 day 3 day
R1 870.00 870.50
PP 870.00 870.25
S1 870.00 870.00

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

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