E-mini S&P 500 Future June 2009


Trading Metrics calculated at close of trading on 19-Feb-2009
Day Change Summary
Previous Current
18-Feb-2009 19-Feb-2009 Change Change % Previous Week
Open 782.75 776.00 -6.75 -0.9% 860.25
High 792.50 793.50 1.00 0.1% 869.75
Low 773.25 772.25 -1.00 -0.1% 802.75
Close 776.25 776.25 0.00 0.0% 817.00
Range 19.25 21.25 2.00 10.4% 67.00
ATR 27.53 27.08 -0.45 -1.6% 0.00
Volume 5,247 7,008 1,761 33.6% 32,667
Daily Pivots for day following 19-Feb-2009
Classic Woodie Camarilla DeMark
R4 844.50 831.50 788.00
R3 823.25 810.25 782.00
R2 802.00 802.00 780.25
R1 789.00 789.00 778.25 795.50
PP 780.75 780.75 780.75 784.00
S1 767.75 767.75 774.25 774.25
S2 759.50 759.50 772.25
S3 738.25 746.50 770.50
S4 717.00 725.25 764.50
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
5 836.75 772.25 64.50 8.3% 20.75 2.7% 6% False True 5,078
10 869.75 772.25 97.50 12.6% 25.00 3.2% 4% False True 5,568
20 871.75 772.25 99.50 12.8% 26.75 3.4% 4% False True 5,630
40 939.25 772.25 167.00 21.5% 27.00 3.5% 2% False True 4,937
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.25
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 883.75
2.618 849.25
1.618 828.00
1.000 814.75
0.618 806.75
HIGH 793.50
0.618 785.50
0.500 783.00
0.382 780.25
LOW 772.25
0.618 759.00
1.000 751.00
1.618 737.75
2.618 716.50
4.250 682.00
Fisher Pivots for day following 19-Feb-2009
Pivot 1 day 3 day
R1 783.00 793.50
PP 780.75 787.75
S1 778.50 782.00

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

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