E-mini S&P 500 Future June 2009


Trading Metrics calculated at close of trading on 26-May-2009
Day Change Summary
Previous Current
22-May-2009 26-May-2009 Change Change % Previous Week
Open 888.75 885.00 -3.75 -0.4% 882.25
High 896.00 911.00 15.00 1.7% 923.50
Low 882.00 876.75 -5.25 -0.6% 875.25
Close 885.00 908.75 23.75 2.7% 885.00
Range 14.00 34.25 20.25 144.6% 48.25
ATR 23.07 23.87 0.80 3.5% 0.00
Volume 2,388,542 1,651,521 -737,021 -30.9% 11,285,106
Daily Pivots for day following 26-May-2009
Classic Woodie Camarilla DeMark
R4 1,001.50 989.50 927.50
R3 967.25 955.25 918.25
R2 933.00 933.00 915.00
R1 921.00 921.00 912.00 927.00
PP 898.75 898.75 898.75 902.00
S1 886.75 886.75 905.50 892.75
S2 864.50 864.50 902.50
S3 830.25 852.50 899.25
S4 796.00 818.25 890.00
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
5 923.50 876.75 46.75 5.1% 21.50 2.4% 68% False True 2,146,367
10 923.50 875.25 48.25 5.3% 23.00 2.5% 69% False False 2,219,093
20 929.50 838.50 91.00 10.0% 23.25 2.5% 77% False False 2,300,690
40 929.50 775.50 154.00 16.9% 24.50 2.7% 87% False False 2,314,419
60 929.50 662.75 266.75 29.4% 26.50 2.9% 92% False False 2,068,338
80 929.50 662.75 266.75 29.4% 26.50 2.9% 92% False False 1,553,702
100 939.25 662.75 276.50 30.4% 27.50 3.0% 89% False False 1,243,987
120 939.25 662.75 276.50 30.4% 27.50 3.0% 89% False False 1,036,717
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 5.58
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 1,056.50
2.618 1,000.75
1.618 966.50
1.000 945.25
0.618 932.25
HIGH 911.00
0.618 898.00
0.500 894.00
0.382 889.75
LOW 876.75
0.618 855.50
1.000 842.50
1.618 821.25
2.618 787.00
4.250 731.25
Fisher Pivots for day following 26-May-2009
Pivot 1 day 3 day
R1 903.75 903.75
PP 898.75 898.75
S1 894.00 894.00

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

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