E-mini S&P 500 Future June 2009


Trading Metrics calculated at close of trading on 28-May-2009
Day Change Summary
Previous Current
27-May-2009 28-May-2009 Change Change % Previous Week
Open 908.00 892.25 -15.75 -1.7% 882.25
High 914.00 908.75 -5.25 -0.6% 923.50
Low 890.50 886.25 -4.25 -0.5% 875.25
Close 892.50 905.00 12.50 1.4% 885.00
Range 23.50 22.50 -1.00 -4.3% 48.25
ATR 23.84 23.74 -0.10 -0.4% 0.00
Volume 2,586,181 2,404,322 -181,859 -7.0% 11,285,106
Daily Pivots for day following 28-May-2009
Classic Woodie Camarilla DeMark
R4 967.50 958.75 917.50
R3 945.00 936.25 911.25
R2 922.50 922.50 909.00
R1 913.75 913.75 907.00 918.00
PP 900.00 900.00 900.00 902.25
S1 891.25 891.25 903.00 895.50
S2 877.50 877.50 901.00
S3 855.00 868.75 898.75
S4 832.50 846.25 892.50
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
5 914.00 876.75 37.25 4.1% 23.50 2.6% 76% False False 2,362,438
10 923.50 875.25 48.25 5.3% 22.50 2.5% 62% False False 2,258,911
20 929.50 862.50 67.00 7.4% 22.75 2.5% 63% False False 2,315,947
40 929.50 779.00 150.50 16.6% 24.00 2.7% 84% False False 2,327,372
60 929.50 662.75 266.75 29.5% 26.50 2.9% 91% False False 2,150,888
80 929.50 662.75 266.75 29.5% 26.75 2.9% 91% False False 1,615,808
100 929.50 662.75 266.75 29.5% 27.50 3.0% 91% False False 1,293,855
120 939.25 662.75 276.50 30.6% 27.25 3.0% 88% False False 1,078,304
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 5.75
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,004.50
2.618 967.75
1.618 945.25
1.000 931.25
0.618 922.75
HIGH 908.75
0.618 900.25
0.500 897.50
0.382 894.75
LOW 886.25
0.618 872.25
1.000 863.75
1.618 849.75
2.618 827.25
4.250 790.50
Fisher Pivots for day following 28-May-2009
Pivot 1 day 3 day
R1 902.50 901.75
PP 900.00 898.50
S1 897.50 895.50

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

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