E-mini S&P 500 Future June 2009


Trading Metrics calculated at close of trading on 02-Feb-2009
Day Change Summary
Previous Current
30-Jan-2009 02-Feb-2009 Change Change % Previous Week
Open 845.25 816.75 -28.50 -3.4% 817.75
High 845.25 824.00 -21.25 -2.5% 871.75
Low 814.50 803.00 -11.50 -1.4% 808.00
Close 819.00 818.00 -1.00 -0.1% 819.00
Range 30.75 21.00 -9.75 -31.7% 63.75
ATR 31.62 30.86 -0.76 -2.4% 0.00
Volume 3,957 9,628 5,671 143.3% 18,789
Daily Pivots for day following 02-Feb-2009
Classic Woodie Camarilla DeMark
R4 878.00 869.00 829.50
R3 857.00 848.00 823.75
R2 836.00 836.00 821.75
R1 827.00 827.00 820.00 831.50
PP 815.00 815.00 815.00 817.25
S1 806.00 806.00 816.00 810.50
S2 794.00 794.00 814.25
S3 773.00 785.00 812.25
S4 752.00 764.00 806.50
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
5 871.75 803.00 68.75 8.4% 26.25 3.2% 22% False True 5,098
10 871.75 794.25 77.50 9.5% 34.50 4.2% 31% False False 5,011
20 939.25 794.25 145.00 17.7% 31.00 3.8% 16% False False 5,551
40 939.25 794.25 145.00 17.7% 28.75 3.5% 16% False False 2,988
Crabel Price Patterns
NR True
NR4 True
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 False
Stretch 6.35
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 913.25
2.618 879.00
1.618 858.00
1.000 845.00
0.618 837.00
HIGH 824.00
0.618 816.00
0.500 813.50
0.382 811.00
LOW 803.00
0.618 790.00
1.000 782.00
1.618 769.00
2.618 748.00
4.250 713.75
Fisher Pivots for day following 02-Feb-2009
Pivot 1 day 3 day
R1 816.50 834.00
PP 815.00 828.75
S1 813.50 823.25

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

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