E-mini S&P 500 Future June 2009


Trading Metrics calculated at close of trading on 22-May-2009
Day Change Summary
Previous Current
21-May-2009 22-May-2009 Change Change % Previous Week
Open 900.00 888.75 -11.25 -1.3% 882.25
High 901.00 896.00 -5.00 -0.6% 923.50
Low 877.75 882.00 4.25 0.5% 875.25
Close 888.75 885.00 -3.75 -0.4% 885.00
Range 23.25 14.00 -9.25 -39.8% 48.25
ATR 23.76 23.07 -0.70 -2.9% 0.00
Volume 2,781,625 2,388,542 -393,083 -14.1% 11,285,106
Daily Pivots for day following 22-May-2009
Classic Woodie Camarilla DeMark
R4 929.75 921.25 892.75
R3 915.75 907.25 888.75
R2 901.75 901.75 887.50
R1 893.25 893.25 886.25 890.50
PP 887.75 887.75 887.75 886.25
S1 879.25 879.25 883.75 876.50
S2 873.75 873.75 882.50
S3 859.75 865.25 881.25
S4 845.75 851.25 877.25
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 1,039.25 1,010.50 911.50
R3 991.00 962.25 898.25
R2 942.75 942.75 893.75
R1 914.00 914.00 889.50 928.50
PP 894.50 894.50 894.50 901.75
S1 865.75 865.75 880.50 880.00
S2 846.25 846.25 876.25
S3 798.00 817.50 871.75
S4 749.75 769.25 858.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 923.50 875.25 48.25 5.5% 21.50 2.4% 20% False False 2,257,021
10 923.50 875.25 48.25 5.5% 21.50 2.4% 20% False False 2,318,127
20 929.50 838.50 91.00 10.3% 22.50 2.5% 51% False False 2,338,482
40 929.50 775.50 154.00 17.4% 24.00 2.7% 71% False False 2,341,461
60 929.50 662.75 266.75 30.1% 26.50 3.0% 83% False False 2,041,142
80 929.50 662.75 266.75 30.1% 26.50 3.0% 83% False False 1,533,108
100 939.25 662.75 276.50 31.2% 27.50 3.1% 80% False False 1,227,501
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 4.95
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 955.50
2.618 932.75
1.618 918.75
1.000 910.00
0.618 904.75
HIGH 896.00
0.618 890.75
0.500 889.00
0.382 887.25
LOW 882.00
0.618 873.25
1.000 868.00
1.618 859.25
2.618 845.25
4.250 822.50
Fisher Pivots for day following 22-May-2009
Pivot 1 day 3 day
R1 889.00 900.50
PP 887.75 895.50
S1 886.25 890.25

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

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