E-mini S&P 500 Future December 2009


Trading Metrics calculated at close of trading on 14-Jul-2009
Day Change Summary
Previous Current
13-Jul-2009 14-Jul-2009 Change Change % Previous Week
Open 871.50 891.75 20.25 2.3% 886.25
High 893.00 899.25 6.25 0.7% 893.75
Low 861.50 888.50 27.00 3.1% 861.25
Close 891.25 897.00 5.75 0.6% 869.75
Range 31.50 10.75 -20.75 -65.9% 32.50
ATR 17.56 17.07 -0.49 -2.8% 0.00
Volume 2,215 4,182 1,967 88.8% 10,265
Daily Pivots for day following 14-Jul-2009
Classic Woodie Camarilla DeMark
R4 927.25 922.75 903.00
R3 916.50 912.00 900.00
R2 905.75 905.75 899.00
R1 901.25 901.25 898.00 903.50
PP 895.00 895.00 895.00 896.00
S1 890.50 890.50 896.00 892.75
S2 884.25 884.25 895.00
S3 873.50 879.75 894.00
S4 862.75 869.00 891.00
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
5 899.25 861.25 38.00 4.2% 16.25 1.8% 94% True False 2,778
10 924.00 861.25 62.75 7.0% 16.50 1.9% 57% False False 2,098
20 924.00 861.25 62.75 7.0% 17.00 1.9% 57% False False 1,721
40 948.00 861.25 86.75 9.7% 16.75 1.9% 41% False False 922
60 948.00 816.50 131.50 14.7% 17.50 2.0% 61% False False 620
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 3.08
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 945.00
2.618 927.50
1.618 916.75
1.000 910.00
0.618 906.00
HIGH 899.25
0.618 895.25
0.500 894.00
0.382 892.50
LOW 888.50
0.618 881.75
1.000 877.75
1.618 871.00
2.618 860.25
4.250 842.75
Fisher Pivots for day following 14-Jul-2009
Pivot 1 day 3 day
R1 896.00 891.50
PP 895.00 886.00
S1 894.00 880.50

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

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