E-mini S&P 500 Future June 2009


Trading Metrics calculated at close of trading on 30-Jan-2009
Day Change Summary
Previous Current
29-Jan-2009 30-Jan-2009 Change Change % Previous Week
Open 863.00 845.25 -17.75 -2.1% 817.75
High 865.00 845.25 -19.75 -2.3% 871.75
Low 837.00 814.50 -22.50 -2.7% 808.00
Close 839.25 819.00 -20.25 -2.4% 819.00
Range 28.00 30.75 2.75 9.8% 63.75
ATR 31.68 31.62 -0.07 -0.2% 0.00
Volume 6,433 3,957 -2,476 -38.5% 18,789
Daily Pivots for day following 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 918.50 899.50 836.00
R3 887.75 868.75 827.50
R2 857.00 857.00 824.75
R1 838.00 838.00 821.75 832.00
PP 826.25 826.25 826.25 823.25
S1 807.25 807.25 816.25 801.50
S2 795.50 795.50 813.25
S3 764.75 776.50 810.50
S4 734.00 745.75 802.00
Weekly Pivots for week ending 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 1,024.25 985.25 854.00
R3 960.50 921.50 836.50
R2 896.75 896.75 830.75
R1 857.75 857.75 824.75 877.25
PP 833.00 833.00 833.00 842.50
S1 794.00 794.00 813.25 813.50
S2 769.25 769.25 807.25
S3 705.50 730.25 801.50
S4 641.75 666.50 784.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 871.75 808.00 63.75 7.8% 29.75 3.6% 17% False False 3,757
10 871.75 794.25 77.50 9.5% 35.50 4.3% 32% False False 5,686
20 939.25 794.25 145.00 17.7% 31.00 3.8% 17% False False 5,125
40 939.25 794.25 145.00 17.7% 29.25 3.6% 17% False False 2,748
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 6.25
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 976.00
2.618 925.75
1.618 895.00
1.000 876.00
0.618 864.25
HIGH 845.25
0.618 833.50
0.500 830.00
0.382 826.25
LOW 814.50
0.618 795.50
1.000 783.75
1.618 764.75
2.618 734.00
4.250 683.75
Fisher Pivots for day following 30-Jan-2009
Pivot 1 day 3 day
R1 830.00 843.00
PP 826.25 835.00
S1 822.50 827.00

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

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