E-mini S&P 500 Future June 2009


Trading Metrics calculated at close of trading on 20-Jan-2009
Day Change Summary
Previous Current
19-Jan-2009 20-Jan-2009 Change Change % Previous Week
Open 855.00 839.25 -15.75 -1.8% 879.00
High 861.25 861.25 0.00 0.0% 884.75
Low 832.75 794.25 -38.50 -4.6% 809.50
Close 834.00 802.25 -31.75 -3.8% 845.00
Range 28.50 67.00 38.50 135.1% 75.25
ATR 28.25 31.01 2.77 9.8% 0.00
Volume 16,376 5,511 -10,865 -66.3% 30,397
Daily Pivots for day following 20-Jan-2009
Classic Woodie Camarilla DeMark
R4 1,020.25 978.25 839.00
R3 953.25 911.25 820.75
R2 886.25 886.25 814.50
R1 844.25 844.25 808.50 831.75
PP 819.25 819.25 819.25 813.00
S1 777.25 777.25 796.00 764.75
S2 752.25 752.25 790.00
S3 685.25 710.25 783.75
S4 618.25 643.25 765.50
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
5 870.75 794.25 76.50 9.5% 40.50 5.0% 10% False True 9,291
10 929.50 794.25 135.25 16.9% 32.50 4.1% 6% False True 6,380
20 939.25 794.25 145.00 18.1% 26.50 3.3% 6% False True 3,702
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.28
Widest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 1,146.00
2.618 1,036.75
1.618 969.75
1.000 928.25
0.618 902.75
HIGH 861.25
0.618 835.75
0.500 827.75
0.382 819.75
LOW 794.25
0.618 752.75
1.000 727.25
1.618 685.75
2.618 618.75
4.250 509.50
Fisher Pivots for day following 20-Jan-2009
Pivot 1 day 3 day
R1 827.75 827.75
PP 819.25 819.25
S1 810.75 810.75

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

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