E-mini S&P 500 Future September 2009


Trading Metrics calculated at close of trading on 07-Apr-2009
Day Change Summary
Previous Current
06-Apr-2009 07-Apr-2009 Change Change % Previous Week
Open 839.50 829.00 -10.50 -1.3% 810.00
High 845.00 829.75 -15.25 -1.8% 839.50
Low 815.50 807.25 -8.25 -1.0% 772.25
Close 827.00 810.50 -16.50 -2.0% 837.25
Range 29.50 22.50 -7.00 -23.7% 67.25
ATR 28.44 28.01 -0.42 -1.5% 0.00
Volume 1,591 1,395 -196 -12.3% 6,523
Daily Pivots for day following 07-Apr-2009
Classic Woodie Camarilla DeMark
R4 883.25 869.50 823.00
R3 860.75 847.00 816.75
R2 838.25 838.25 814.50
R1 824.50 824.50 812.50 820.00
PP 815.75 815.75 815.75 813.75
S1 802.00 802.00 808.50 797.50
S2 793.25 793.25 806.50
S3 770.75 779.50 804.25
S4 748.25 757.00 798.00
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
5 845.00 776.00 69.00 8.5% 27.25 3.4% 50% False False 1,505
10 845.00 772.25 72.75 9.0% 27.75 3.4% 53% False False 1,699
20 845.00 709.75 135.25 16.7% 27.25 3.4% 74% False False 964
40 863.00 662.00 201.00 24.8% 27.00 3.3% 74% False False 509
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.13
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 925.50
2.618 888.75
1.618 866.25
1.000 852.25
0.618 843.75
HIGH 829.75
0.618 821.25
0.500 818.50
0.382 815.75
LOW 807.25
0.618 793.25
1.000 784.75
1.618 770.75
2.618 748.25
4.250 711.50
Fisher Pivots for day following 07-Apr-2009
Pivot 1 day 3 day
R1 818.50 826.00
PP 815.75 821.00
S1 813.25 815.75

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

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