E-mini S&P 500 Future December 2009


Trading Metrics calculated at close of trading on 07-Dec-2009
Day Change Summary
Previous Current
04-Dec-2009 07-Dec-2009 Change Change % Previous Week
Open 1,097.75 1,108.00 10.25 0.9% 1,091.50
High 1,119.00 1,110.75 -8.25 -0.7% 1,119.00
Low 1,095.25 1,098.75 3.50 0.3% 1,084.50
Close 1,108.00 1,103.75 -4.25 -0.4% 1,108.00
Range 23.75 12.00 -11.75 -49.5% 34.50
ATR 18.42 17.96 -0.46 -2.5% 0.00
Volume 2,054,949 2,928,961 874,012 42.5% 9,281,269
Daily Pivots for day following 07-Dec-2009
Classic Woodie Camarilla DeMark
R4 1,140.50 1,134.00 1,110.25
R3 1,128.50 1,122.00 1,107.00
R2 1,116.50 1,116.50 1,106.00
R1 1,110.00 1,110.00 1,104.75 1,107.25
PP 1,104.50 1,104.50 1,104.50 1,103.00
S1 1,098.00 1,098.00 1,102.75 1,095.25
S2 1,092.50 1,092.50 1,101.50
S3 1,080.50 1,086.00 1,100.50
S4 1,068.50 1,074.00 1,097.25
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 1,207.25 1,192.25 1,127.00
R3 1,172.75 1,157.75 1,117.50
R2 1,138.25 1,138.25 1,114.25
R1 1,123.25 1,123.25 1,111.25 1,130.75
PP 1,103.75 1,103.75 1,103.75 1,107.50
S1 1,088.75 1,088.75 1,104.75 1,096.25
S2 1,069.25 1,069.25 1,101.75
S3 1,034.75 1,054.25 1,098.50
S4 1,000.25 1,019.75 1,089.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,119.00 1,092.25 26.75 2.4% 17.25 1.6% 43% False False 2,101,049
10 1,119.00 1,067.00 52.00 4.7% 18.00 1.6% 71% False False 1,786,953
20 1,119.00 1,065.00 54.00 4.9% 16.75 1.5% 72% False False 1,796,549
40 1,119.00 1,026.00 93.00 8.4% 18.50 1.7% 84% False False 1,972,301
60 1,119.00 1,012.00 107.00 9.7% 18.00 1.6% 86% False False 2,003,794
80 1,119.00 971.25 147.75 13.4% 18.00 1.6% 90% False False 1,530,744
100 1,119.00 924.00 195.00 17.7% 17.50 1.6% 92% False False 1,224,984
120 1,119.00 861.25 257.75 23.4% 17.50 1.6% 94% False False 1,021,123
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.18
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,161.75
2.618 1,142.25
1.618 1,130.25
1.000 1,122.75
0.618 1,118.25
HIGH 1,110.75
0.618 1,106.25
0.500 1,104.75
0.382 1,103.25
LOW 1,098.75
0.618 1,091.25
1.000 1,086.75
1.618 1,079.25
2.618 1,067.25
4.250 1,047.75
Fisher Pivots for day following 07-Dec-2009
Pivot 1 day 3 day
R1 1,104.75 1,107.00
PP 1,104.50 1,106.00
S1 1,104.00 1,105.00

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

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