E-mini S&P 500 Future June 2009


Trading Metrics calculated at close of trading on 06-Feb-2009
Day Change Summary
Previous Current
05-Feb-2009 06-Feb-2009 Change Change % Previous Week
Open 827.25 837.75 10.50 1.3% 816.75
High 845.25 865.50 20.25 2.4% 865.50
Low 813.50 834.00 20.50 2.5% 803.00
Close 837.25 864.50 27.25 3.3% 864.50
Range 31.75 31.50 -0.25 -0.8% 62.50
ATR 29.93 30.05 0.11 0.4% 0.00
Volume 9,580 2,412 -7,168 -74.8% 37,049
Daily Pivots for day following 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 949.25 938.25 881.75
R3 917.75 906.75 873.25
R2 886.25 886.25 870.25
R1 875.25 875.25 867.50 880.75
PP 854.75 854.75 854.75 857.50
S1 843.75 843.75 861.50 849.25
S2 823.25 823.25 858.75
S3 791.75 812.25 855.75
S4 760.25 780.75 847.25
Weekly Pivots for week ending 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 1,031.75 1,010.75 899.00
R3 969.25 948.25 881.75
R2 906.75 906.75 876.00
R1 885.75 885.75 870.25 896.25
PP 844.25 844.25 844.25 849.50
S1 823.25 823.25 858.75 833.75
S2 781.75 781.75 853.00
S3 719.25 760.75 847.25
S4 656.75 698.25 830.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 865.50 803.00 62.50 7.2% 26.00 3.0% 98% True False 7,409
10 871.75 803.00 68.75 8.0% 28.00 3.2% 89% False False 5,583
20 884.75 794.25 90.50 10.5% 31.75 3.7% 78% False False 6,215
40 939.25 794.25 145.00 16.8% 29.00 3.3% 48% False False 3,668
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 False
Stretch 5.35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 999.50
2.618 948.00
1.618 916.50
1.000 897.00
0.618 885.00
HIGH 865.50
0.618 853.50
0.500 849.75
0.382 846.00
LOW 834.00
0.618 814.50
1.000 802.50
1.618 783.00
2.618 751.50
4.250 700.00
Fisher Pivots for day following 06-Feb-2009
Pivot 1 day 3 day
R1 859.50 856.25
PP 854.75 847.75
S1 849.75 839.50

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

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