E-mini S&P 500 Future June 2009


Trading Metrics calculated at close of trading on 18-Feb-2009
Day Change Summary
Previous Current
17-Feb-2009 18-Feb-2009 Change Change % Previous Week
Open 815.00 782.75 -32.25 -4.0% 860.25
High 815.00 792.50 -22.50 -2.8% 869.75
Low 782.00 773.25 -8.75 -1.1% 802.75
Close 782.50 776.25 -6.25 -0.8% 817.00
Range 33.00 19.25 -13.75 -41.7% 67.00
ATR 28.17 27.53 -0.64 -2.3% 0.00
Volume 3,553 5,247 1,694 47.7% 32,667
Daily Pivots for day following 18-Feb-2009
Classic Woodie Camarilla DeMark
R4 838.50 826.50 786.75
R3 819.25 807.25 781.50
R2 800.00 800.00 779.75
R1 788.00 788.00 778.00 784.50
PP 780.75 780.75 780.75 778.75
S1 768.75 768.75 774.50 765.00
S2 761.50 761.50 772.75
S3 742.25 749.50 771.00
S4 723.00 730.25 765.75
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
5 836.75 773.25 63.50 8.2% 23.00 3.0% 5% False True 5,543
10 869.75 773.25 96.50 12.4% 26.00 3.3% 3% False True 5,825
20 871.75 773.25 98.50 12.7% 27.50 3.5% 3% False True 5,796
40 939.25 773.25 166.00 21.4% 27.00 3.5% 2% False True 4,783
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 5.25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 874.25
2.618 843.00
1.618 823.75
1.000 811.75
0.618 804.50
HIGH 792.50
0.618 785.25
0.500 783.00
0.382 780.50
LOW 773.25
0.618 761.25
1.000 754.00
1.618 742.00
2.618 722.75
4.250 691.50
Fisher Pivots for day following 18-Feb-2009
Pivot 1 day 3 day
R1 783.00 794.00
PP 780.75 788.25
S1 778.50 782.25

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

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