E-mini S&P 500 Future June 2009


Trading Metrics calculated at close of trading on 09-Feb-2009
Day Change Summary
Previous Current
06-Feb-2009 09-Feb-2009 Change Change % Previous Week
Open 837.75 860.25 22.50 2.7% 816.75
High 865.50 869.75 4.25 0.5% 865.50
Low 834.00 850.00 16.00 1.9% 803.00
Close 864.50 862.00 -2.50 -0.3% 864.50
Range 31.50 19.75 -11.75 -37.3% 62.50
ATR 30.05 29.31 -0.74 -2.4% 0.00
Volume 2,412 5,366 2,954 122.5% 37,049
Daily Pivots for day following 09-Feb-2009
Classic Woodie Camarilla DeMark
R4 919.75 910.75 872.75
R3 900.00 891.00 867.50
R2 880.25 880.25 865.50
R1 871.25 871.25 863.75 875.75
PP 860.50 860.50 860.50 863.00
S1 851.50 851.50 860.25 856.00
S2 840.75 840.75 858.50
S3 821.00 831.75 856.50
S4 801.25 812.00 851.25
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
5 869.75 813.25 56.50 6.6% 25.75 3.0% 86% True False 6,557
10 871.75 803.00 68.75 8.0% 26.00 3.0% 86% False False 5,828
20 871.75 794.25 77.50 9.0% 31.50 3.6% 87% False False 6,277
40 939.25 794.25 145.00 16.8% 28.50 3.3% 47% False False 3,802
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 5.33
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 953.75
2.618 921.50
1.618 901.75
1.000 889.50
0.618 882.00
HIGH 869.75
0.618 862.25
0.500 860.00
0.382 857.50
LOW 850.00
0.618 837.75
1.000 830.25
1.618 818.00
2.618 798.25
4.250 766.00
Fisher Pivots for day following 09-Feb-2009
Pivot 1 day 3 day
R1 861.25 855.25
PP 860.50 848.50
S1 860.00 841.50

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

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