E-mini S&P 500 Future June 2009


Trading Metrics calculated at close of trading on 09-Jan-2009
Day Change Summary
Previous Current
08-Jan-2009 09-Jan-2009 Change Change % Previous Week
Open 900.00 903.00 3.00 0.3% 924.00
High 904.25 910.50 6.25 0.7% 939.25
Low 889.25 880.00 -9.25 -1.0% 880.00
Close 903.75 882.25 -21.50 -2.4% 882.25
Range 15.00 30.50 15.50 103.3% 59.25
ATR 26.90 27.16 0.26 1.0% 0.00
Volume 1,530 4,960 3,430 224.2% 15,257
Daily Pivots for day following 09-Jan-2009
Classic Woodie Camarilla DeMark
R4 982.50 962.75 899.00
R3 952.00 932.25 890.75
R2 921.50 921.50 887.75
R1 901.75 901.75 885.00 896.50
PP 891.00 891.00 891.00 888.25
S1 871.25 871.25 879.50 866.00
S2 860.50 860.50 876.75
S3 830.00 840.75 873.75
S4 799.50 810.25 865.50
Weekly Pivots for week ending 09-Jan-2009
Classic Woodie Camarilla DeMark
R4 1,078.25 1,039.50 914.75
R3 1,019.00 980.25 898.50
R2 959.75 959.75 893.00
R1 921.00 921.00 887.75 910.75
PP 900.50 900.50 900.50 895.50
S1 861.75 861.75 876.75 851.50
S2 841.25 841.25 871.50
S3 782.00 802.50 866.00
S4 722.75 743.25 849.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 939.25 880.00 59.25 6.7% 22.75 2.6% 4% False True 3,051
10 939.25 851.00 88.25 10.0% 21.75 2.5% 35% False False 1,918
20 939.25 834.25 105.00 11.9% 26.00 3.0% 46% False False 1,121
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.83
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,040.00
2.618 990.25
1.618 959.75
1.000 941.00
0.618 929.25
HIGH 910.50
0.618 898.75
0.500 895.25
0.382 891.75
LOW 880.00
0.618 861.25
1.000 849.50
1.618 830.75
2.618 800.25
4.250 750.50
Fisher Pivots for day following 09-Jan-2009
Pivot 1 day 3 day
R1 895.25 904.75
PP 891.00 897.25
S1 886.50 889.75

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

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