E-mini S&P 500 Future June 2009


Trading Metrics calculated at close of trading on 21-Jan-2009
Day Change Summary
Previous Current
20-Jan-2009 21-Jan-2009 Change Change % Previous Week
Open 839.25 801.00 -38.25 -4.6% 879.00
High 861.25 834.75 -26.50 -3.1% 884.75
Low 794.25 797.00 2.75 0.3% 809.50
Close 802.25 833.25 31.00 3.9% 845.00
Range 67.00 37.75 -29.25 -43.7% 75.25
ATR 31.01 31.49 0.48 1.6% 0.00
Volume 5,511 2,351 -3,160 -57.3% 30,397
Daily Pivots for day following 21-Jan-2009
Classic Woodie Camarilla DeMark
R4 935.00 921.75 854.00
R3 897.25 884.00 843.75
R2 859.50 859.50 840.25
R1 846.25 846.25 836.75 853.00
PP 821.75 821.75 821.75 825.00
S1 808.50 808.50 829.75 815.00
S2 784.00 784.00 826.25
S3 746.25 770.75 822.75
S4 708.50 733.00 812.50
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
5 861.25 794.25 67.00 8.0% 39.75 4.8% 58% False False 9,071
10 910.50 794.25 116.25 14.0% 33.00 4.0% 34% False False 6,112
20 939.25 794.25 145.00 17.4% 26.50 3.2% 27% False False 3,769
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.43
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 995.25
2.618 933.50
1.618 895.75
1.000 872.50
0.618 858.00
HIGH 834.75
0.618 820.25
0.500 816.00
0.382 811.50
LOW 797.00
0.618 773.75
1.000 759.25
1.618 736.00
2.618 698.25
4.250 636.50
Fisher Pivots for day following 21-Jan-2009
Pivot 1 day 3 day
R1 827.50 831.50
PP 821.75 829.50
S1 816.00 827.75

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

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