E-mini S&P 500 Future June 2009


Trading Metrics calculated at close of trading on 07-Jan-2009
Day Change Summary
Previous Current
06-Jan-2009 07-Jan-2009 Change Change % Previous Week
Open 923.00 927.00 4.00 0.4% 864.75
High 939.25 929.50 -9.75 -1.0% 930.50
Low 921.50 896.25 -25.25 -2.7% 851.00
Close 928.00 902.50 -25.50 -2.7% 923.25
Range 17.75 33.25 15.50 87.3% 79.50
ATR 27.40 27.82 0.42 1.5% 0.00
Volume 2,620 5,033 2,413 92.1% 3,908
Daily Pivots for day following 07-Jan-2009
Classic Woodie Camarilla DeMark
R4 1,009.25 989.00 920.75
R3 976.00 955.75 911.75
R2 942.75 942.75 908.50
R1 922.50 922.50 905.50 916.00
PP 909.50 909.50 909.50 906.00
S1 889.25 889.25 899.50 882.75
S2 876.25 876.25 896.50
S3 843.00 856.00 893.25
S4 809.75 822.75 884.25
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
5 939.25 884.25 55.00 6.1% 25.00 2.8% 33% False False 2,439
10 939.25 851.00 88.25 9.8% 20.00 2.2% 58% False False 1,426
20 939.25 834.25 105.00 11.6% 25.00 2.8% 65% False False 803
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 4.58
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,070.75
2.618 1,016.50
1.618 983.25
1.000 962.75
0.618 950.00
HIGH 929.50
0.618 916.75
0.500 913.00
0.382 909.00
LOW 896.25
0.618 875.75
1.000 863.00
1.618 842.50
2.618 809.25
4.250 755.00
Fisher Pivots for day following 07-Jan-2009
Pivot 1 day 3 day
R1 913.00 917.75
PP 909.50 912.75
S1 906.00 907.50

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

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