E-mini S&P 500 Future June 2009


Trading Metrics calculated at close of trading on 04-May-2009
Day Change Summary
Previous Current
01-May-2009 04-May-2009 Change Change % Previous Week
Open 866.00 876.00 10.00 1.2% 863.25
High 878.25 904.75 26.50 3.0% 887.00
Low 862.50 876.00 13.50 1.6% 838.50
Close 876.00 902.75 26.75 3.1% 876.00
Range 15.75 28.75 13.00 82.5% 48.50
ATR 25.12 25.38 0.26 1.0% 0.00
Volume 2,712,027 1,802,797 -909,230 -33.5% 12,222,896
Daily Pivots for day following 04-May-2009
Classic Woodie Camarilla DeMark
R4 980.75 970.50 918.50
R3 952.00 941.75 910.75
R2 923.25 923.25 908.00
R1 913.00 913.00 905.50 918.00
PP 894.50 894.50 894.50 897.00
S1 884.25 884.25 900.00 889.50
S2 865.75 865.75 897.50
S3 837.00 855.50 894.75
S4 808.25 826.75 887.00
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 1,012.75 992.75 902.75
R3 964.25 944.25 889.25
R2 915.75 915.75 885.00
R1 895.75 895.75 880.50 905.75
PP 867.25 867.25 867.25 872.00
S1 847.25 847.25 871.50 857.25
S2 818.75 818.75 867.00
S3 770.25 798.75 862.75
S4 721.75 750.25 849.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 904.75 838.50 66.25 7.3% 24.00 2.7% 97% True False 2,323,668
10 904.75 823.00 81.75 9.1% 23.50 2.6% 98% True False 2,435,803
20 904.75 802.25 102.50 11.4% 24.25 2.7% 98% True False 2,271,055
40 904.75 668.00 236.75 26.2% 27.00 3.0% 99% True False 2,237,803
60 904.75 662.75 242.00 26.8% 27.50 3.1% 99% True False 1,497,728
80 904.75 662.75 242.00 26.8% 28.75 3.2% 99% True False 1,124,850
100 939.25 662.75 276.50 30.6% 28.25 3.1% 87% False False 900,104
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 4.88
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,027.00
2.618 980.00
1.618 951.25
1.000 933.50
0.618 922.50
HIGH 904.75
0.618 893.75
0.500 890.50
0.382 887.00
LOW 876.00
0.618 858.25
1.000 847.25
1.618 829.50
2.618 800.75
4.250 753.75
Fisher Pivots for day following 04-May-2009
Pivot 1 day 3 day
R1 898.50 896.50
PP 894.50 890.00
S1 890.50 883.50

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

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