E-mini S&P 500 Future June 2009


Trading Metrics calculated at close of trading on 24-Feb-2009
Day Change Summary
Previous Current
23-Feb-2009 24-Feb-2009 Change Change % Previous Week
Open 765.25 741.75 -23.50 -3.1% 815.00
High 782.50 771.00 -11.50 -1.5% 815.00
Low 736.75 740.25 3.50 0.5% 749.50
Close 741.50 765.50 24.00 3.2% 766.25
Range 45.75 30.75 -15.00 -32.8% 65.50
ATR 28.39 28.56 0.17 0.6% 0.00
Volume 8,939 23,390 14,451 161.7% 31,817
Daily Pivots for day following 24-Feb-2009
Classic Woodie Camarilla DeMark
R4 851.25 839.00 782.50
R3 820.50 808.25 774.00
R2 789.75 789.75 771.25
R1 777.50 777.50 768.25 783.50
PP 759.00 759.00 759.00 762.00
S1 746.75 746.75 762.75 753.00
S2 728.25 728.25 759.75
S3 697.50 716.00 757.00
S4 666.75 685.25 748.50
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
5 793.50 736.75 56.75 7.4% 28.75 3.7% 51% False False 11,160
10 836.75 736.75 100.00 13.1% 25.50 3.3% 29% False False 8,976
20 871.75 736.75 135.00 17.6% 27.25 3.6% 21% False False 7,341
40 939.25 736.75 202.50 26.5% 28.75 3.7% 14% False False 6,005
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.83
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 901.75
2.618 851.50
1.618 820.75
1.000 801.75
0.618 790.00
HIGH 771.00
0.618 759.25
0.500 755.50
0.382 752.00
LOW 740.25
0.618 721.25
1.000 709.50
1.618 690.50
2.618 659.75
4.250 609.50
Fisher Pivots for day following 24-Feb-2009
Pivot 1 day 3 day
R1 762.25 763.50
PP 759.00 761.50
S1 755.50 759.50

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

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