E-mini S&P 500 Future June 2009


Trading Metrics calculated at close of trading on 22-Jan-2009
Day Change Summary
Previous Current
21-Jan-2009 22-Jan-2009 Change Change % Previous Week
Open 801.00 836.00 35.00 4.4% 879.00
High 834.75 839.75 5.00 0.6% 884.75
Low 797.00 803.50 6.50 0.8% 809.50
Close 833.25 822.00 -11.25 -1.4% 845.00
Range 37.75 36.25 -1.50 -4.0% 75.25
ATR 31.49 31.83 0.34 1.1% 0.00
Volume 2,351 10,331 7,980 339.4% 30,397
Daily Pivots for day following 22-Jan-2009
Classic Woodie Camarilla DeMark
R4 930.50 912.50 842.00
R3 894.25 876.25 832.00
R2 858.00 858.00 828.75
R1 840.00 840.00 825.25 831.00
PP 821.75 821.75 821.75 817.25
S1 803.75 803.75 818.75 794.50
S2 785.50 785.50 815.25
S3 749.25 767.50 812.00
S4 713.00 731.25 802.00
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 8.2% 40.00 4.9% 41% False False 10,189
10 910.50 794.25 116.25 14.1% 35.00 4.3% 24% False False 6,992
20 939.25 794.25 145.00 17.6% 27.25 3.3% 19% False False 4,245
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 True
Stretch 8.38
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 993.75
2.618 934.75
1.618 898.50
1.000 876.00
0.618 862.25
HIGH 839.75
0.618 826.00
0.500 821.50
0.382 817.25
LOW 803.50
0.618 781.00
1.000 767.25
1.618 744.75
2.618 708.50
4.250 649.50
Fisher Pivots for day following 22-Jan-2009
Pivot 1 day 3 day
R1 822.00 827.75
PP 821.75 825.75
S1 821.50 824.00

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

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