E-mini S&P 500 Future December 2009


Trading Metrics calculated at close of trading on 17-Jul-2009
Day Change Summary
Previous Current
16-Jul-2009 17-Jul-2009 Change Change % Previous Week
Open 920.25 930.25 10.00 1.1% 871.50
High 936.25 934.00 -2.25 -0.2% 936.25
Low 917.00 924.00 7.00 0.8% 861.50
Close 931.25 932.50 1.25 0.1% 932.50
Range 19.25 10.00 -9.25 -48.1% 74.75
ATR 18.04 17.46 -0.57 -3.2% 0.00
Volume 1,234 1,237 3 0.2% 9,847
Daily Pivots for day following 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 960.25 956.25 938.00
R3 950.25 946.25 935.25
R2 940.25 940.25 934.25
R1 936.25 936.25 933.50 938.25
PP 930.25 930.25 930.25 931.00
S1 926.25 926.25 931.50 928.25
S2 920.25 920.25 930.75
S3 910.25 916.25 929.75
S4 900.25 906.25 927.00
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 1,134.25 1,108.25 973.50
R3 1,059.50 1,033.50 953.00
R2 984.75 984.75 946.25
R1 958.75 958.75 939.25 971.75
PP 910.00 910.00 910.00 916.50
S1 884.00 884.00 925.75 897.00
S2 835.25 835.25 918.75
S3 760.50 809.25 912.00
S4 685.75 734.50 891.50
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% 19.50 2.1% 95% False False 1,969
10 936.25 861.25 75.00 8.0% 17.50 1.9% 95% False False 2,011
20 936.25 861.25 75.00 8.0% 17.50 1.9% 95% False False 1,880
40 948.00 861.25 86.75 9.3% 17.00 1.8% 82% False False 999
60 948.00 833.50 114.50 12.3% 17.75 1.9% 86% False False 677
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.40
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 976.50
2.618 960.25
1.618 950.25
1.000 944.00
0.618 940.25
HIGH 934.00
0.618 930.25
0.500 929.00
0.382 927.75
LOW 924.00
0.618 917.75
1.000 914.00
1.618 907.75
2.618 897.75
4.250 881.50
Fisher Pivots for day following 17-Jul-2009
Pivot 1 day 3 day
R1 931.25 927.75
PP 930.25 922.75
S1 929.00 918.00

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

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