E-mini S&P 500 Future December 2009


Trading Metrics calculated at close of trading on 16-Jul-2009
Day Change Summary
Previous Current
15-Jul-2009 16-Jul-2009 Change Change % Previous Week
Open 899.75 920.25 20.50 2.3% 886.25
High 926.25 936.25 10.00 1.1% 893.75
Low 899.75 917.00 17.25 1.9% 861.25
Close 922.75 931.25 8.50 0.9% 869.75
Range 26.50 19.25 -7.25 -27.4% 32.50
ATR 17.94 18.04 0.09 0.5% 0.00
Volume 979 1,234 255 26.0% 10,265
Daily Pivots for day following 16-Jul-2009
Classic Woodie Camarilla DeMark
R4 986.00 977.75 941.75
R3 966.75 958.50 936.50
R2 947.50 947.50 934.75
R1 939.25 939.25 933.00 943.50
PP 928.25 928.25 928.25 930.25
S1 920.00 920.00 929.50 924.00
S2 909.00 909.00 927.75
S3 889.75 900.75 926.00
S4 870.50 881.50 920.75
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
5 936.25 861.50 74.75 8.0% 19.75 2.1% 93% True False 2,369
10 936.25 861.25 75.00 8.1% 17.00 1.8% 93% True False 2,055
20 936.25 861.25 75.00 8.1% 17.50 1.9% 93% True False 1,821
40 948.00 861.25 86.75 9.3% 17.25 1.8% 81% False False 969
60 948.00 828.00 120.00 12.9% 17.75 1.9% 86% False False 657
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 3.20
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,018.00
2.618 986.75
1.618 967.50
1.000 955.50
0.618 948.25
HIGH 936.25
0.618 929.00
0.500 926.50
0.382 924.25
LOW 917.00
0.618 905.00
1.000 897.75
1.618 885.75
2.618 866.50
4.250 835.25
Fisher Pivots for day following 16-Jul-2009
Pivot 1 day 3 day
R1 929.75 925.00
PP 928.25 918.75
S1 926.50 912.50

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

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