E-mini S&P 500 Future December 2009


Trading Metrics calculated at close of trading on 13-Jul-2009
Day Change Summary
Previous Current
10-Jul-2009 13-Jul-2009 Change Change % Previous Week
Open 874.00 871.50 -2.50 -0.3% 886.25
High 875.50 893.00 17.50 2.0% 893.75
Low 864.75 861.50 -3.25 -0.4% 861.25
Close 869.75 891.25 21.50 2.5% 869.75
Range 10.75 31.50 20.75 193.0% 32.50
ATR 16.49 17.56 1.07 6.5% 0.00
Volume 3,236 2,215 -1,021 -31.6% 10,265
Daily Pivots for day following 13-Jul-2009
Classic Woodie Camarilla DeMark
R4 976.50 965.25 908.50
R3 945.00 933.75 900.00
R2 913.50 913.50 897.00
R1 902.25 902.25 894.25 908.00
PP 882.00 882.00 882.00 884.75
S1 870.75 870.75 888.25 876.50
S2 850.50 850.50 885.50
S3 819.00 839.25 882.50
S4 787.50 807.75 874.00
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 3.6% 18.50 2.1% 92% False False 2,159
10 924.00 861.25 62.75 7.0% 17.25 1.9% 48% False False 1,773
20 924.00 861.25 62.75 7.0% 17.00 1.9% 48% False False 1,516
40 948.00 861.25 86.75 9.7% 17.25 1.9% 35% False False 818
60 948.00 816.50 131.50 14.8% 17.75 2.0% 57% False False 551
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.20
Widest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 1,027.00
2.618 975.50
1.618 944.00
1.000 924.50
0.618 912.50
HIGH 893.00
0.618 881.00
0.500 877.25
0.382 873.50
LOW 861.50
0.618 842.00
1.000 830.00
1.618 810.50
2.618 779.00
4.250 727.50
Fisher Pivots for day following 13-Jul-2009
Pivot 1 day 3 day
R1 886.50 886.50
PP 882.00 882.00
S1 877.25 877.25

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

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