E-mini S&P 500 Future June 2009


Trading Metrics calculated at close of trading on 13-Feb-2009
Day Change Summary
Previous Current
12-Feb-2009 13-Feb-2009 Change Change % Previous Week
Open 830.00 831.75 1.75 0.2% 860.25
High 835.25 836.75 1.50 0.2% 869.75
Low 802.75 815.75 13.00 1.6% 802.75
Close 832.25 817.00 -15.25 -1.8% 817.00
Range 32.50 21.00 -11.50 -35.4% 67.00
ATR 29.67 29.05 -0.62 -2.1% 0.00
Volume 9,331 4,793 -4,538 -48.6% 32,667
Daily Pivots for day following 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 886.25 872.50 828.50
R3 865.25 851.50 822.75
R2 844.25 844.25 820.75
R1 830.50 830.50 819.00 827.00
PP 823.25 823.25 823.25 821.25
S1 809.50 809.50 815.00 806.00
S2 802.25 802.25 813.25
S3 781.25 788.50 811.25
S4 760.25 767.50 805.50
Weekly Pivots for week ending 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 1,030.75 991.00 853.75
R3 963.75 924.00 835.50
R2 896.75 896.75 829.25
R1 857.00 857.00 823.25 843.50
PP 829.75 829.75 829.75 823.00
S1 790.00 790.00 810.75 776.50
S2 762.75 762.75 804.75
S3 695.75 723.00 798.50
S4 628.75 656.00 780.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 869.75 802.75 67.00 8.2% 27.00 3.3% 21% False False 6,533
10 869.75 802.75 67.00 8.2% 26.50 3.2% 21% False False 6,971
20 871.75 794.25 77.50 9.5% 31.00 3.8% 29% False False 6,329
40 939.25 794.25 145.00 17.7% 27.75 3.4% 16% False False 4,482
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 6.25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 926.00
2.618 891.75
1.618 870.75
1.000 857.75
0.618 849.75
HIGH 836.75
0.618 828.75
0.500 826.25
0.382 823.75
LOW 815.75
0.618 802.75
1.000 794.75
1.618 781.75
2.618 760.75
4.250 726.50
Fisher Pivots for day following 13-Feb-2009
Pivot 1 day 3 day
R1 826.25 819.75
PP 823.25 818.75
S1 820.00 818.00

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

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