E-mini S&P 500 Future June 2009


Trading Metrics calculated at close of trading on 30-Apr-2009
Day Change Summary
Previous Current
29-Apr-2009 30-Apr-2009 Change Change % Previous Week
Open 850.25 868.50 18.25 2.1% 865.50
High 879.25 887.00 7.75 0.9% 868.75
Low 849.25 864.50 15.25 1.8% 823.00
Close 869.00 870.00 1.00 0.1% 866.50
Range 30.00 22.50 -7.50 -25.0% 45.75
ATR 26.10 25.84 -0.26 -1.0% 0.00
Volume 2,224,466 2,418,138 193,672 8.7% 12,206,335
Daily Pivots for day following 30-Apr-2009
Classic Woodie Camarilla DeMark
R4 941.25 928.25 882.50
R3 918.75 905.75 876.25
R2 896.25 896.25 874.00
R1 883.25 883.25 872.00 889.75
PP 873.75 873.75 873.75 877.00
S1 860.75 860.75 868.00 867.25
S2 851.25 851.25 866.00
S3 828.75 838.25 863.75
S4 806.25 815.75 857.50
Weekly Pivots for week ending 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 990.00 974.00 891.75
R3 944.25 928.25 879.00
R2 898.50 898.50 875.00
R1 882.50 882.50 870.75 890.50
PP 852.75 852.75 852.75 856.75
S1 836.75 836.75 862.25 844.75
S2 807.00 807.00 858.00
S3 761.25 791.00 854.00
S4 715.50 745.25 841.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 887.00 838.50 48.50 5.6% 24.25 2.8% 65% True False 2,400,084
10 887.00 823.00 64.00 7.4% 24.50 2.8% 73% True False 2,430,430
20 887.00 802.25 84.75 9.7% 24.75 2.8% 80% True False 2,325,273
40 887.00 662.75 224.25 25.8% 27.75 3.2% 92% True False 2,127,646
60 887.00 662.75 224.25 25.8% 28.00 3.2% 92% True False 1,422,681
80 910.50 662.75 247.75 28.5% 28.75 3.3% 84% False False 1,068,496
100 939.25 662.75 276.50 31.8% 28.00 3.2% 75% False False 854,957
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 False
Stretch 5.30
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 982.50
2.618 946.00
1.618 923.50
1.000 909.50
0.618 901.00
HIGH 887.00
0.618 878.50
0.500 875.75
0.382 873.00
LOW 864.50
0.618 850.50
1.000 842.00
1.618 828.00
2.618 805.50
4.250 769.00
Fisher Pivots for day following 30-Apr-2009
Pivot 1 day 3 day
R1 875.75 867.50
PP 873.75 865.25
S1 872.00 862.75

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

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