E-mini S&P 500 Future June 2009


Trading Metrics calculated at close of trading on 05-Jan-2009
Day Change Summary
Previous Current
02-Jan-2009 05-Jan-2009 Change Change % Previous Week
Open 903.50 924.00 20.50 2.3% 864.75
High 930.50 931.50 1.00 0.1% 930.50
Low 894.75 914.75 20.00 2.2% 851.00
Close 923.25 925.00 1.75 0.2% 923.25
Range 35.75 16.75 -19.00 -53.1% 79.50
ATR 29.02 28.15 -0.88 -3.0% 0.00
Volume 2,958 1,114 -1,844 -62.3% 3,908
Daily Pivots for day following 05-Jan-2009
Classic Woodie Camarilla DeMark
R4 974.00 966.25 934.25
R3 957.25 949.50 929.50
R2 940.50 940.50 928.00
R1 932.75 932.75 926.50 936.50
PP 923.75 923.75 923.75 925.75
S1 916.00 916.00 923.50 920.00
S2 907.00 907.00 922.00
S3 890.25 899.25 920.50
S4 873.50 882.50 915.75
Weekly Pivots for week ending 02-Jan-2009
Classic Woodie Camarilla DeMark
R4 1,140.00 1,111.25 967.00
R3 1,060.50 1,031.75 945.00
R2 981.00 981.00 937.75
R1 952.25 952.25 930.50 966.50
PP 901.50 901.50 901.50 908.75
S1 872.75 872.75 916.00 887.00
S2 822.00 822.00 908.75
S3 742.50 793.25 901.50
S4 663.00 713.75 879.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 931.50 851.00 80.50 8.7% 22.50 2.4% 92% True False 1,004
10 931.50 850.75 80.75 8.7% 21.00 2.3% 92% True False 791
20 931.50 820.75 110.75 12.0% 26.50 2.9% 94% True False 426
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 6.13
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1,002.75
2.618 975.25
1.618 958.50
1.000 948.25
0.618 941.75
HIGH 931.50
0.618 925.00
0.500 923.00
0.382 921.25
LOW 914.75
0.618 904.50
1.000 898.00
1.618 887.75
2.618 871.00
4.250 843.50
Fisher Pivots for day following 05-Jan-2009
Pivot 1 day 3 day
R1 924.50 919.25
PP 923.75 913.50
S1 923.00 908.00

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

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