E-mini S&P 500 Future December 2009


Trading Metrics calculated at close of trading on 15-Jul-2009
Day Change Summary
Previous Current
14-Jul-2009 15-Jul-2009 Change Change % Previous Week
Open 891.75 899.75 8.00 0.9% 886.25
High 899.25 926.25 27.00 3.0% 893.75
Low 888.50 899.75 11.25 1.3% 861.25
Close 897.00 922.75 25.75 2.9% 869.75
Range 10.75 26.50 15.75 146.5% 32.50
ATR 17.07 17.94 0.87 5.1% 0.00
Volume 4,182 979 -3,203 -76.6% 10,265
Daily Pivots for day following 15-Jul-2009
Classic Woodie Camarilla DeMark
R4 995.75 985.75 937.25
R3 969.25 959.25 930.00
R2 942.75 942.75 927.50
R1 932.75 932.75 925.25 937.75
PP 916.25 916.25 916.25 918.75
S1 906.25 906.25 920.25 911.25
S2 889.75 889.75 918.00
S3 863.25 879.75 915.50
S4 836.75 853.25 908.25
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
5 926.25 861.50 64.75 7.0% 18.00 2.0% 95% True False 2,506
10 926.25 861.25 65.00 7.0% 17.75 1.9% 95% True False 2,039
20 926.25 861.25 65.00 7.0% 17.50 1.9% 95% True False 1,769
40 948.00 861.25 86.75 9.4% 17.25 1.9% 71% False False 940
60 948.00 828.00 120.00 13.0% 17.75 1.9% 79% False False 637
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.95
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,039.00
2.618 995.75
1.618 969.25
1.000 952.75
0.618 942.75
HIGH 926.25
0.618 916.25
0.500 913.00
0.382 909.75
LOW 899.75
0.618 883.25
1.000 873.25
1.618 856.75
2.618 830.25
4.250 787.00
Fisher Pivots for day following 15-Jul-2009
Pivot 1 day 3 day
R1 919.50 913.00
PP 916.25 903.50
S1 913.00 894.00

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

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