E-mini S&P 500 Future June 2009


Trading Metrics calculated at close of trading on 13-Jan-2009
Day Change Summary
Previous Current
12-Jan-2009 13-Jan-2009 Change Change % Previous Week
Open 879.00 867.25 -11.75 -1.3% 924.00
High 884.75 870.00 -14.75 -1.7% 939.25
Low 857.25 853.25 -4.00 -0.5% 880.00
Close 864.50 865.00 0.50 0.1% 882.25
Range 27.50 16.75 -10.75 -39.1% 59.25
ATR 27.19 26.44 -0.75 -2.7% 0.00
Volume 4,134 1,694 -2,440 -59.0% 15,257
Daily Pivots for day following 13-Jan-2009
Classic Woodie Camarilla DeMark
R4 913.00 905.75 874.25
R3 896.25 889.00 869.50
R2 879.50 879.50 868.00
R1 872.25 872.25 866.50 867.50
PP 862.75 862.75 862.75 860.50
S1 855.50 855.50 863.50 850.75
S2 846.00 846.00 862.00
S3 829.25 838.75 860.50
S4 812.50 822.00 855.75
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
5 929.50 853.25 76.25 8.8% 24.50 2.8% 15% False True 3,470
10 939.25 853.25 86.00 9.9% 23.25 2.7% 14% False True 2,494
20 939.25 850.75 88.50 10.2% 24.00 2.8% 16% False False 1,411
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 4.88
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 941.25
2.618 913.75
1.618 897.00
1.000 886.75
0.618 880.25
HIGH 870.00
0.618 863.50
0.500 861.50
0.382 859.75
LOW 853.25
0.618 843.00
1.000 836.50
1.618 826.25
2.618 809.50
4.250 782.00
Fisher Pivots for day following 13-Jan-2009
Pivot 1 day 3 day
R1 864.00 882.00
PP 862.75 876.25
S1 861.50 870.50

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

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