E-mini S&P 500 Future June 2009


Trading Metrics calculated at close of trading on 11-Mar-2009
Day Change Summary
Previous Current
10-Mar-2009 11-Mar-2009 Change Change % Previous Week
Open 671.25 713.00 41.75 6.2% 728.00
High 718.50 729.00 10.50 1.5% 729.75
Low 670.25 709.50 39.25 5.9% 662.75
Close 713.00 717.25 4.25 0.6% 684.75
Range 48.25 19.50 -28.75 -59.6% 67.00
ATR 30.97 30.15 -0.82 -2.6% 0.00
Volume 69,001 184,512 115,511 167.4% 192,691
Daily Pivots for day following 11-Mar-2009
Classic Woodie Camarilla DeMark
R4 777.00 766.75 728.00
R3 757.50 747.25 722.50
R2 738.00 738.00 720.75
R1 727.75 727.75 719.00 733.00
PP 718.50 718.50 718.50 721.25
S1 708.25 708.25 715.50 713.50
S2 699.00 699.00 713.75
S3 679.50 688.75 712.00
S4 660.00 669.25 706.50
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 893.50 856.00 721.50
R3 826.50 789.00 703.25
R2 759.50 759.50 697.00
R1 722.00 722.00 691.00 707.25
PP 692.50 692.50 692.50 685.00
S1 655.00 655.00 678.50 640.25
S2 625.50 625.50 672.50
S3 558.50 588.00 666.25
S4 491.50 521.00 648.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 729.00 662.75 66.25 9.2% 32.00 4.5% 82% True False 93,631
10 775.25 662.75 112.50 15.7% 31.50 4.4% 48% False False 60,095
20 836.75 662.75 174.00 24.3% 29.00 4.1% 31% False False 34,630
40 871.75 662.75 209.00 29.1% 30.25 4.2% 26% False False 20,654
60 939.25 662.75 276.50 38.6% 28.50 4.0% 20% False False 14,297
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 5.95
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 812.00
2.618 780.00
1.618 760.50
1.000 748.50
0.618 741.00
HIGH 729.00
0.618 721.50
0.500 719.25
0.382 717.00
LOW 709.50
0.618 697.50
1.000 690.00
1.618 678.00
2.618 658.50
4.250 626.50
Fisher Pivots for day following 11-Mar-2009
Pivot 1 day 3 day
R1 719.25 711.00
PP 718.50 704.75
S1 718.00 698.50

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

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