E-mini S&P 500 Future June 2009


Trading Metrics calculated at close of trading on 27-May-2009
Day Change Summary
Previous Current
26-May-2009 27-May-2009 Change Change % Previous Week
Open 885.00 908.00 23.00 2.6% 882.25
High 911.00 914.00 3.00 0.3% 923.50
Low 876.75 890.50 13.75 1.6% 875.25
Close 908.75 892.50 -16.25 -1.8% 885.00
Range 34.25 23.50 -10.75 -31.4% 48.25
ATR 23.87 23.84 -0.03 -0.1% 0.00
Volume 1,651,521 2,586,181 934,660 56.6% 11,285,106
Daily Pivots for day following 27-May-2009
Classic Woodie Camarilla DeMark
R4 969.50 954.50 905.50
R3 946.00 931.00 899.00
R2 922.50 922.50 896.75
R1 907.50 907.50 894.75 903.25
PP 899.00 899.00 899.00 897.00
S1 884.00 884.00 890.25 879.75
S2 875.50 875.50 888.25
S3 852.00 860.50 886.00
S4 828.50 837.00 879.50
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 5.2% 23.75 2.7% 34% False False 2,277,931
10 923.50 875.25 48.25 5.4% 23.25 2.6% 36% False False 2,271,518
20 929.50 849.25 80.25 9.0% 23.25 2.6% 54% False False 2,306,954
40 929.50 779.00 150.50 16.9% 24.00 2.7% 75% False False 2,323,812
60 929.50 662.75 266.75 29.9% 26.50 3.0% 86% False False 2,111,168
80 929.50 662.75 266.75 29.9% 26.75 3.0% 86% False False 1,585,909
100 939.25 662.75 276.50 31.0% 27.50 3.1% 83% False False 1,269,838
120 939.25 662.75 276.50 31.0% 27.25 3.1% 83% False False 1,058,269
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 True
Bear Hook False
Bull Hook False
Stretch 5.53
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,014.00
2.618 975.50
1.618 952.00
1.000 937.50
0.618 928.50
HIGH 914.00
0.618 905.00
0.500 902.25
0.382 899.50
LOW 890.50
0.618 876.00
1.000 867.00
1.618 852.50
2.618 829.00
4.250 790.50
Fisher Pivots for day following 27-May-2009
Pivot 1 day 3 day
R1 902.25 895.50
PP 899.00 894.50
S1 895.75 893.50

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

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