E-mini S&P 500 Future June 2009


Trading Metrics calculated at close of trading on 14-May-2009
Day Change Summary
Previous Current
13-May-2009 14-May-2009 Change Change % Previous Week
Open 907.50 885.00 -22.50 -2.5% 876.00
High 911.25 896.75 -14.50 -1.6% 929.50
Low 880.00 878.75 -1.25 -0.1% 876.00
Close 885.25 889.50 4.25 0.5% 924.75
Range 31.25 18.00 -13.25 -42.4% 53.50
ATR 24.87 24.38 -0.49 -2.0% 0.00
Volume 2,530,397 2,461,178 -69,219 -2.7% 11,365,477
Daily Pivots for day following 14-May-2009
Classic Woodie Camarilla DeMark
R4 942.25 934.00 899.50
R3 924.25 916.00 894.50
R2 906.25 906.25 892.75
R1 898.00 898.00 891.25 902.00
PP 888.25 888.25 888.25 890.50
S1 880.00 880.00 887.75 884.00
S2 870.25 870.25 886.25
S3 852.25 862.00 884.50
S4 834.25 844.00 879.50
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 1,070.50 1,051.25 954.25
R3 1,017.00 997.75 939.50
R2 963.50 963.50 934.50
R1 944.25 944.25 929.75 954.00
PP 910.00 910.00 910.00 915.00
S1 890.75 890.75 919.75 900.50
S2 856.50 856.50 915.00
S3 803.00 837.25 910.00
S4 749.50 783.75 895.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 927.75 878.75 49.00 5.5% 22.50 2.5% 22% False True 2,487,786
10 929.50 862.50 67.00 7.5% 22.75 2.6% 40% False False 2,377,286
20 929.50 823.00 106.50 12.0% 23.50 2.7% 62% False False 2,403,858
40 929.50 761.50 168.00 18.9% 25.50 2.9% 76% False False 2,427,246
60 929.50 662.75 266.75 30.0% 27.25 3.1% 85% False False 1,817,924
80 929.50 662.75 266.75 30.0% 27.25 3.1% 85% False False 1,364,892
100 939.25 662.75 276.50 31.1% 27.25 3.1% 82% False False 1,092,668
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 5.33
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 973.25
2.618 943.75
1.618 925.75
1.000 914.75
0.618 907.75
HIGH 896.75
0.618 889.75
0.500 887.75
0.382 885.75
LOW 878.75
0.618 867.75
1.000 860.75
1.618 849.75
2.618 831.75
4.250 802.25
Fisher Pivots for day following 14-May-2009
Pivot 1 day 3 day
R1 889.00 897.00
PP 888.25 894.50
S1 887.75 892.00

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

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