E-mini S&P 500 Future June 2009


Trading Metrics calculated at close of trading on 25-Feb-2009
Day Change Summary
Previous Current
24-Feb-2009 25-Feb-2009 Change Change % Previous Week
Open 741.75 771.75 30.00 4.0% 815.00
High 771.00 776.25 5.25 0.7% 815.00
Low 740.25 748.50 8.25 1.1% 749.50
Close 765.50 758.25 -7.25 -0.9% 766.25
Range 30.75 27.75 -3.00 -9.8% 65.50
ATR 28.56 28.50 -0.06 -0.2% 0.00
Volume 23,390 13,396 -9,994 -42.7% 31,817
Daily Pivots for day following 25-Feb-2009
Classic Woodie Camarilla DeMark
R4 844.25 829.00 773.50
R3 816.50 801.25 766.00
R2 788.75 788.75 763.25
R1 773.50 773.50 760.75 767.25
PP 761.00 761.00 761.00 758.00
S1 745.75 745.75 755.75 739.50
S2 733.25 733.25 753.25
S3 705.50 718.00 750.50
S4 677.75 690.25 743.00
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 7.5% 30.25 4.0% 38% False False 12,789
10 836.75 736.75 100.00 13.2% 26.75 3.5% 22% False False 9,166
20 869.75 736.75 133.00 17.5% 27.00 3.5% 16% False False 7,882
40 939.25 736.75 202.50 26.7% 28.75 3.8% 11% False False 6,330
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 True
Stretch 4.83
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 894.25
2.618 849.00
1.618 821.25
1.000 804.00
0.618 793.50
HIGH 776.25
0.618 765.75
0.500 762.50
0.382 759.00
LOW 748.50
0.618 731.25
1.000 720.75
1.618 703.50
2.618 675.75
4.250 630.50
Fisher Pivots for day following 25-Feb-2009
Pivot 1 day 3 day
R1 762.50 759.50
PP 761.00 759.25
S1 759.50 758.75

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

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