E-mini S&P 500 Future June 2009


Trading Metrics calculated at close of trading on 16-Jan-2009
Day Change Summary
Previous Current
15-Jan-2009 16-Jan-2009 Change Change % Previous Week
Open 834.25 837.50 3.25 0.4% 879.00
High 844.50 853.50 9.00 1.1% 884.75
Low 809.50 823.00 13.50 1.7% 809.50
Close 835.75 845.00 9.25 1.1% 845.00
Range 35.00 30.50 -4.50 -12.9% 75.25
ATR 28.05 28.23 0.17 0.6% 0.00
Volume 4,742 16,376 11,634 245.3% 30,397
Daily Pivots for day following 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 932.00 919.00 861.75
R3 901.50 888.50 853.50
R2 871.00 871.00 850.50
R1 858.00 858.00 847.75 864.50
PP 840.50 840.50 840.50 843.75
S1 827.50 827.50 842.25 834.00
S2 810.00 810.00 839.50
S3 779.50 797.00 836.50
S4 749.00 766.50 828.25
Weekly Pivots for week ending 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 1,072.25 1,033.75 886.50
R3 997.00 958.50 865.75
R2 921.75 921.75 858.75
R1 883.25 883.25 852.00 865.00
PP 846.50 846.50 846.50 837.25
S1 808.00 808.00 838.00 789.50
S2 771.25 771.25 831.25
S3 696.00 732.75 824.25
S4 620.75 657.50 803.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 884.75 809.50 75.25 8.9% 30.25 3.6% 47% False False 6,079
10 939.25 809.50 129.75 15.4% 26.50 3.1% 27% False False 4,565
20 939.25 809.50 129.75 15.4% 24.75 2.9% 27% False False 2,636
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 6.35
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 983.00
2.618 933.25
1.618 902.75
1.000 884.00
0.618 872.25
HIGH 853.50
0.618 841.75
0.500 838.25
0.382 834.75
LOW 823.00
0.618 804.25
1.000 792.50
1.618 773.75
2.618 743.25
4.250 693.50
Fisher Pivots for day following 16-Jan-2009
Pivot 1 day 3 day
R1 842.75 843.50
PP 840.50 841.75
S1 838.25 840.00

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

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