E-mini S&P 500 Future June 2009


Trading Metrics calculated at close of trading on 12-Mar-2009
Day Change Summary
Previous Current
11-Mar-2009 12-Mar-2009 Change Change % Previous Week
Open 713.00 717.50 4.50 0.6% 728.00
High 729.00 750.00 21.00 2.9% 729.75
Low 709.50 708.00 -1.50 -0.2% 662.75
Close 717.25 748.50 31.25 4.4% 684.75
Range 19.50 42.00 22.50 115.4% 67.00
ATR 30.15 31.00 0.85 2.8% 0.00
Volume 184,512 423,663 239,151 129.6% 192,691
Daily Pivots for day following 12-Mar-2009
Classic Woodie Camarilla DeMark
R4 861.50 847.00 771.50
R3 819.50 805.00 760.00
R2 777.50 777.50 756.25
R1 763.00 763.00 752.25 770.25
PP 735.50 735.50 735.50 739.00
S1 721.00 721.00 744.75 728.25
S2 693.50 693.50 740.75
S3 651.50 679.00 737.00
S4 609.50 637.00 725.50
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
5 750.00 662.75 87.25 11.7% 33.25 4.5% 98% True False 171,385
10 752.25 662.75 89.50 12.0% 32.75 4.4% 96% False False 99,572
20 836.75 662.75 174.00 23.2% 29.50 3.9% 49% False False 55,347
40 871.75 662.75 209.00 27.9% 30.50 4.1% 41% False False 31,127
60 939.25 662.75 276.50 36.9% 28.50 3.8% 31% False False 21,358
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.83
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 928.50
2.618 860.00
1.618 818.00
1.000 792.00
0.618 776.00
HIGH 750.00
0.618 734.00
0.500 729.00
0.382 724.00
LOW 708.00
0.618 682.00
1.000 666.00
1.618 640.00
2.618 598.00
4.250 529.50
Fisher Pivots for day following 12-Mar-2009
Pivot 1 day 3 day
R1 742.00 735.75
PP 735.50 723.00
S1 729.00 710.00

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

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