E-mini S&P 500 Future June 2009


Trading Metrics calculated at close of trading on 12-Jun-2009
Day Change Summary
Previous Current
11-Jun-2009 12-Jun-2009 Change Change % Previous Week
Open 939.75 941.00 1.25 0.1% 932.25
High 956.50 946.75 -9.75 -1.0% 956.50
Low 936.75 935.25 -1.50 -0.2% 925.50
Close 942.00 944.75 2.75 0.3% 944.75
Range 19.75 11.50 -8.25 -41.8% 31.00
ATR 22.38 21.60 -0.78 -3.5% 0.00
Volume 2,636,837 1,574,555 -1,062,282 -40.3% 10,519,143
Daily Pivots for day following 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 976.75 972.25 951.00
R3 965.25 960.75 948.00
R2 953.75 953.75 946.75
R1 949.25 949.25 945.75 951.50
PP 942.25 942.25 942.25 943.50
S1 937.75 937.75 943.75 940.00
S2 930.75 930.75 942.75
S3 919.25 926.25 941.50
S4 907.75 914.75 938.50
Weekly Pivots for week ending 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 1,035.25 1,021.00 961.75
R3 1,004.25 990.00 953.25
R2 973.25 973.25 950.50
R1 959.00 959.00 947.50 966.00
PP 942.25 942.25 942.25 945.75
S1 928.00 928.00 942.00 935.00
S2 911.25 911.25 939.00
S3 880.25 897.00 936.25
S4 849.25 866.00 927.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 956.50 925.50 31.00 3.3% 18.50 2.0% 62% False False 2,103,828
10 957.50 916.50 41.00 4.3% 20.00 2.1% 69% False False 2,043,518
20 957.50 875.25 82.25 8.7% 21.50 2.3% 84% False False 2,162,899
40 957.50 823.00 134.50 14.2% 22.50 2.4% 91% False False 2,283,378
60 957.50 761.50 196.00 20.7% 24.25 2.6% 93% False False 2,339,130
80 957.50 662.75 294.75 31.2% 26.00 2.7% 96% False False 1,904,168
100 957.50 662.75 294.75 31.2% 26.25 2.8% 96% False False 1,524,494
120 957.50 662.75 294.75 31.2% 26.25 2.8% 96% False False 1,271,040
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 5.43
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 995.50
2.618 976.75
1.618 965.25
1.000 958.25
0.618 953.75
HIGH 946.75
0.618 942.25
0.500 941.00
0.382 939.75
LOW 935.25
0.618 928.25
1.000 923.75
1.618 916.75
2.618 905.25
4.250 886.50
Fisher Pivots for day following 12-Jun-2009
Pivot 1 day 3 day
R1 943.50 943.75
PP 942.25 942.75
S1 941.00 941.75

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

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