E-mini S&P 500 Future June 2009


Trading Metrics calculated at close of trading on 10-Jun-2009
Day Change Summary
Previous Current
09-Jun-2009 10-Jun-2009 Change Change % Previous Week
Open 938.75 939.25 0.50 0.1% 920.25
High 947.00 955.00 8.00 0.8% 957.50
Low 934.25 927.00 -7.25 -0.8% 916.50
Close 939.50 940.50 1.00 0.1% 940.50
Range 12.75 28.00 15.25 119.6% 41.00
ATR 22.16 22.58 0.42 1.9% 0.00
Volume 1,980,655 1,928,047 -52,608 -2.7% 9,916,045
Daily Pivots for day following 10-Jun-2009
Classic Woodie Camarilla DeMark
R4 1,024.75 1,010.75 956.00
R3 996.75 982.75 948.25
R2 968.75 968.75 945.75
R1 954.75 954.75 943.00 961.75
PP 940.75 940.75 940.75 944.50
S1 926.75 926.75 938.00 933.75
S2 912.75 912.75 935.25
S3 884.75 898.75 932.75
S4 856.75 870.75 925.00
Weekly Pivots for week ending 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 1,061.25 1,041.75 963.00
R3 1,020.25 1,000.75 951.75
R2 979.25 979.25 948.00
R1 959.75 959.75 944.25 969.50
PP 938.25 938.25 938.25 943.00
S1 918.75 918.75 936.75 928.50
S2 897.25 897.25 933.00
S3 856.25 877.75 929.25
S4 815.25 836.75 918.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 957.50 925.50 32.00 3.4% 20.00 2.1% 47% False False 2,013,846
10 957.50 886.25 71.25 7.6% 21.75 2.3% 76% False False 2,132,298
20 957.50 875.25 82.25 8.7% 22.50 2.4% 79% False False 2,201,908
40 957.50 823.00 134.50 14.3% 23.00 2.4% 87% False False 2,291,267
60 957.50 746.00 211.50 22.5% 24.75 2.6% 92% False False 2,363,513
80 957.50 662.75 294.75 31.3% 26.25 2.8% 94% False False 1,851,636
100 957.50 662.75 294.75 31.3% 27.00 2.9% 94% False False 1,482,458
120 957.50 662.75 294.75 31.3% 26.50 2.8% 94% False False 1,235,955
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 5.43
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1,074.00
2.618 1,028.25
1.618 1,000.25
1.000 983.00
0.618 972.25
HIGH 955.00
0.618 944.25
0.500 941.00
0.382 937.75
LOW 927.00
0.618 909.75
1.000 899.00
1.618 881.75
2.618 853.75
4.250 808.00
Fisher Pivots for day following 10-Jun-2009
Pivot 1 day 3 day
R1 941.00 940.50
PP 940.75 940.25
S1 940.75 940.25

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

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