E-mini S&P 500 Future June 2009


Trading Metrics calculated at close of trading on 12-Jan-2009
Day Change Summary
Previous Current
09-Jan-2009 12-Jan-2009 Change Change % Previous Week
Open 903.00 879.00 -24.00 -2.7% 924.00
High 910.50 884.75 -25.75 -2.8% 939.25
Low 880.00 857.25 -22.75 -2.6% 880.00
Close 882.25 864.50 -17.75 -2.0% 882.25
Range 30.50 27.50 -3.00 -9.8% 59.25
ATR 27.16 27.19 0.02 0.1% 0.00
Volume 4,960 4,134 -826 -16.7% 15,257
Daily Pivots for day following 12-Jan-2009
Classic Woodie Camarilla DeMark
R4 951.25 935.50 879.50
R3 923.75 908.00 872.00
R2 896.25 896.25 869.50
R1 880.50 880.50 867.00 874.50
PP 868.75 868.75 868.75 866.00
S1 853.00 853.00 862.00 847.00
S2 841.25 841.25 859.50
S3 813.75 825.50 857.00
S4 786.25 798.00 849.50
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
5 939.25 857.25 82.00 9.5% 24.75 2.9% 9% False True 3,655
10 939.25 851.00 88.25 10.2% 23.75 2.7% 15% False False 2,329
20 939.25 834.25 105.00 12.1% 25.75 3.0% 29% False False 1,327
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 5.20
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,001.50
2.618 956.75
1.618 929.25
1.000 912.25
0.618 901.75
HIGH 884.75
0.618 874.25
0.500 871.00
0.382 867.75
LOW 857.25
0.618 840.25
1.000 829.75
1.618 812.75
2.618 785.25
4.250 740.50
Fisher Pivots for day following 12-Jan-2009
Pivot 1 day 3 day
R1 871.00 884.00
PP 868.75 877.50
S1 866.75 871.00

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

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