E-mini S&P 500 Future June 2009


Trading Metrics calculated at close of trading on 26-Jan-2009
Day Change Summary
Previous Current
23-Jan-2009 26-Jan-2009 Change Change % Previous Week
Open 822.00 817.75 -4.25 -0.5% 855.00
High 832.00 845.50 13.50 1.6% 861.25
Low 796.00 808.00 12.00 1.5% 794.25
Close 820.00 827.25 7.25 0.9% 820.00
Range 36.00 37.50 1.50 4.2% 67.00
ATR 32.13 32.52 0.38 1.2% 0.00
Volume 3,506 2,923 -583 -16.6% 38,075
Daily Pivots for day following 26-Jan-2009
Classic Woodie Camarilla DeMark
R4 939.50 920.75 848.00
R3 902.00 883.25 837.50
R2 864.50 864.50 834.00
R1 845.75 845.75 830.75 855.00
PP 827.00 827.00 827.00 831.50
S1 808.25 808.25 823.75 817.50
S2 789.50 789.50 820.50
S3 752.00 770.75 817.00
S4 714.50 733.25 806.50
Weekly Pivots for week ending 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 1,026.25 990.00 856.75
R3 959.25 923.00 838.50
R2 892.25 892.25 832.25
R1 856.00 856.00 826.25 840.50
PP 825.25 825.25 825.25 817.50
S1 789.00 789.00 813.75 773.50
S2 758.25 758.25 807.75
S3 691.25 722.00 801.50
S4 624.25 655.00 783.25
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 8.1% 43.00 5.2% 49% False False 4,924
10 870.75 794.25 76.50 9.2% 36.75 4.4% 43% False False 6,726
20 939.25 794.25 145.00 17.5% 30.25 3.6% 23% False False 4,528
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 9.03
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,005.00
2.618 943.75
1.618 906.25
1.000 883.00
0.618 868.75
HIGH 845.50
0.618 831.25
0.500 826.75
0.382 822.25
LOW 808.00
0.618 784.75
1.000 770.50
1.618 747.25
2.618 709.75
4.250 648.50
Fisher Pivots for day following 26-Jan-2009
Pivot 1 day 3 day
R1 827.00 825.00
PP 827.00 823.00
S1 826.75 820.75

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

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