E-mini S&P 500 Future September 2009


Trading Metrics calculated at close of trading on 03-Apr-2009
Day Change Summary
Previous Current
02-Apr-2009 03-Apr-2009 Change Change % Previous Week
Open 811.25 833.00 21.75 2.7% 810.00
High 838.75 839.50 0.75 0.1% 839.50
Low 804.50 819.50 15.00 1.9% 772.25
Close 832.00 837.25 5.25 0.6% 837.25
Range 34.25 20.00 -14.25 -41.6% 67.25
ATR 29.00 28.35 -0.64 -2.2% 0.00
Volume 1,113 1,421 308 27.7% 6,523
Daily Pivots for day following 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 892.00 884.75 848.25
R3 872.00 864.75 842.75
R2 852.00 852.00 841.00
R1 844.75 844.75 839.00 848.50
PP 832.00 832.00 832.00 834.00
S1 824.75 824.75 835.50 828.50
S2 812.00 812.00 833.50
S3 792.00 804.75 831.75
S4 772.00 784.75 826.25
Weekly Pivots for week ending 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 1,018.00 995.00 874.25
R3 950.75 927.75 855.75
R2 883.50 883.50 849.50
R1 860.50 860.50 843.50 872.00
PP 816.25 816.25 816.25 822.00
S1 793.25 793.25 831.00 804.75
S2 749.00 749.00 825.00
S3 681.75 726.00 818.75
S4 614.50 658.75 800.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 839.50 772.25 67.25 8.0% 29.25 3.5% 97% True False 1,304
10 839.50 772.25 67.25 8.0% 28.50 3.4% 97% True False 1,522
20 839.50 665.50 174.00 20.8% 28.25 3.4% 99% True False 820
40 865.00 662.00 203.00 24.2% 26.25 3.1% 86% False False 435
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.58
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 924.50
2.618 891.75
1.618 871.75
1.000 859.50
0.618 851.75
HIGH 839.50
0.618 831.75
0.500 829.50
0.382 827.25
LOW 819.50
0.618 807.25
1.000 799.50
1.618 787.25
2.618 767.25
4.250 734.50
Fisher Pivots for day following 03-Apr-2009
Pivot 1 day 3 day
R1 834.75 827.50
PP 832.00 817.50
S1 829.50 807.75

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

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