E-mini S&P 500 Future June 2009


Trading Metrics calculated at close of trading on 27-Jan-2009
Day Change Summary
Previous Current
26-Jan-2009 27-Jan-2009 Change Change % Previous Week
Open 817.75 832.50 14.75 1.8% 855.00
High 845.50 844.00 -1.50 -0.2% 861.25
Low 808.00 828.25 20.25 2.5% 794.25
Close 827.25 835.75 8.50 1.0% 820.00
Range 37.50 15.75 -21.75 -58.0% 67.00
ATR 32.52 31.39 -1.13 -3.5% 0.00
Volume 2,923 2,891 -32 -1.1% 38,075
Daily Pivots for day following 27-Jan-2009
Classic Woodie Camarilla DeMark
R4 883.25 875.25 844.50
R3 867.50 859.50 840.00
R2 851.75 851.75 838.75
R1 843.75 843.75 837.25 847.75
PP 836.00 836.00 836.00 838.00
S1 828.00 828.00 834.25 832.00
S2 820.25 820.25 832.75
S3 804.50 812.25 831.50
S4 788.75 796.50 827.00
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
5 845.50 796.00 49.50 5.9% 32.75 3.9% 80% False False 4,400
10 870.75 794.25 76.50 9.2% 36.50 4.4% 54% False False 6,845
20 939.25 794.25 145.00 17.3% 30.00 3.6% 29% False False 4,669
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.18
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 911.00
2.618 885.25
1.618 869.50
1.000 859.75
0.618 853.75
HIGH 844.00
0.618 838.00
0.500 836.00
0.382 834.25
LOW 828.25
0.618 818.50
1.000 812.50
1.618 802.75
2.618 787.00
4.250 761.25
Fisher Pivots for day following 27-Jan-2009
Pivot 1 day 3 day
R1 836.00 830.75
PP 836.00 825.75
S1 836.00 820.75

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

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