E-mini S&P 500 Future June 2009


Trading Metrics calculated at close of trading on 20-Feb-2009
Day Change Summary
Previous Current
19-Feb-2009 20-Feb-2009 Change Change % Previous Week
Open 776.00 774.25 -1.75 -0.2% 815.00
High 793.50 775.75 -17.75 -2.2% 815.00
Low 772.25 749.50 -22.75 -2.9% 749.50
Close 776.25 766.25 -10.00 -1.3% 766.25
Range 21.25 26.25 5.00 23.5% 65.50
ATR 27.08 27.06 -0.02 -0.1% 0.00
Volume 7,008 11,216 4,208 60.0% 31,817
Daily Pivots for day following 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 842.50 830.75 780.75
R3 816.25 804.50 773.50
R2 790.00 790.00 771.00
R1 778.25 778.25 768.75 771.00
PP 763.75 763.75 763.75 760.25
S1 752.00 752.00 763.75 744.75
S2 737.50 737.50 761.50
S3 711.25 725.75 759.00
S4 685.00 699.50 751.75
Weekly Pivots for week ending 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 973.50 935.25 802.25
R3 908.00 869.75 784.25
R2 842.50 842.50 778.25
R1 804.25 804.25 772.25 790.50
PP 777.00 777.00 777.00 770.00
S1 738.75 738.75 760.25 725.00
S2 711.50 711.50 754.25
S3 646.00 673.25 748.25
S4 580.50 607.75 730.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 815.00 749.50 65.50 8.5% 21.75 2.9% 26% False True 6,363
10 869.75 749.50 120.25 15.7% 24.50 3.2% 14% False True 6,448
20 871.75 749.50 122.25 16.0% 26.25 3.4% 14% False True 6,016
40 939.25 749.50 189.75 24.8% 27.50 3.6% 9% False True 5,199
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 4.03
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 887.25
2.618 844.50
1.618 818.25
1.000 802.00
0.618 792.00
HIGH 775.75
0.618 765.75
0.500 762.50
0.382 759.50
LOW 749.50
0.618 733.25
1.000 723.25
1.618 707.00
2.618 680.75
4.250 638.00
Fisher Pivots for day following 20-Feb-2009
Pivot 1 day 3 day
R1 765.00 771.50
PP 763.75 769.75
S1 762.50 768.00

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

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