E-mini S&P 500 Future June 2009


Trading Metrics calculated at close of trading on 20-Mar-2009
Day Change Summary
Previous Current
19-Mar-2009 20-Mar-2009 Change Change % Previous Week
Open 790.75 780.00 -10.75 -1.4% 750.75
High 801.50 785.50 -16.00 -2.0% 801.50
Low 777.25 761.50 -15.75 -2.0% 746.00
Close 780.00 764.00 -16.00 -2.1% 764.00
Range 24.25 24.00 -0.25 -1.0% 55.50
ATR 30.08 29.64 -0.43 -1.4% 0.00
Volume 3,324,988 2,739,197 -585,791 -17.6% 14,453,984
Daily Pivots for day following 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 842.25 827.25 777.25
R3 818.25 803.25 770.50
R2 794.25 794.25 768.50
R1 779.25 779.25 766.25 774.75
PP 770.25 770.25 770.25 768.00
S1 755.25 755.25 761.75 750.75
S2 746.25 746.25 759.50
S3 722.25 731.25 757.50
S4 698.25 707.25 750.75
Weekly Pivots for week ending 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 937.00 906.00 794.50
R3 881.50 850.50 779.25
R2 826.00 826.00 774.25
R1 795.00 795.00 769.00 810.50
PP 770.50 770.50 770.50 778.25
S1 739.50 739.50 759.00 755.00
S2 715.00 715.00 753.75
S3 659.50 684.00 748.75
S4 604.00 628.50 733.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 801.50 746.00 55.50 7.3% 28.75 3.8% 32% False False 2,890,796
10 801.50 668.00 133.50 17.5% 29.50 3.9% 72% False False 1,774,450
20 801.50 662.75 138.75 18.2% 31.25 4.1% 73% False False 901,580
40 871.75 662.75 209.00 27.4% 28.75 3.8% 48% False False 453,798
60 939.25 662.75 276.50 36.2% 28.75 3.8% 37% False False 303,993
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 False
Stretch 7.15
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 887.50
2.618 848.25
1.618 824.25
1.000 809.50
0.618 800.25
HIGH 785.50
0.618 776.25
0.500 773.50
0.382 770.75
LOW 761.50
0.618 746.75
1.000 737.50
1.618 722.75
2.618 698.75
4.250 659.50
Fisher Pivots for day following 20-Mar-2009
Pivot 1 day 3 day
R1 773.50 781.50
PP 770.25 775.75
S1 767.25 769.75

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

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