E-mini S&P 500 Future June 2009


Trading Metrics calculated at close of trading on 08-Jan-2009
Day Change Summary
Previous Current
07-Jan-2009 08-Jan-2009 Change Change % Previous Week
Open 927.00 900.00 -27.00 -2.9% 864.75
High 929.50 904.25 -25.25 -2.7% 930.50
Low 896.25 889.25 -7.00 -0.8% 851.00
Close 902.50 903.75 1.25 0.1% 923.25
Range 33.25 15.00 -18.25 -54.9% 79.50
ATR 27.82 26.90 -0.92 -3.3% 0.00
Volume 5,033 1,530 -3,503 -69.6% 3,908
Daily Pivots for day following 08-Jan-2009
Classic Woodie Camarilla DeMark
R4 944.00 939.00 912.00
R3 929.00 924.00 908.00
R2 914.00 914.00 906.50
R1 909.00 909.00 905.00 911.50
PP 899.00 899.00 899.00 900.50
S1 894.00 894.00 902.50 896.50
S2 884.00 884.00 901.00
S3 869.00 879.00 899.50
S4 854.00 864.00 895.50
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
5 939.25 889.25 50.00 5.5% 23.75 2.6% 29% False True 2,651
10 939.25 851.00 88.25 9.8% 19.25 2.1% 60% False False 1,498
20 939.25 834.25 105.00 11.6% 24.50 2.7% 66% False False 878
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 4.38
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 968.00
2.618 943.50
1.618 928.50
1.000 919.25
0.618 913.50
HIGH 904.25
0.618 898.50
0.500 896.75
0.382 895.00
LOW 889.25
0.618 880.00
1.000 874.25
1.618 865.00
2.618 850.00
4.250 825.50
Fisher Pivots for day following 08-Jan-2009
Pivot 1 day 3 day
R1 901.50 914.25
PP 899.00 910.75
S1 896.75 907.25

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

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