E-mini S&P 500 Future September 2009


Trading Metrics calculated at close of trading on 08-Apr-2009
Day Change Summary
Previous Current
07-Apr-2009 08-Apr-2009 Change Change % Previous Week
Open 829.00 811.00 -18.00 -2.2% 810.00
High 829.75 821.25 -8.50 -1.0% 839.50
Low 807.25 799.25 -8.00 -1.0% 772.25
Close 810.50 819.00 8.50 1.0% 837.25
Range 22.50 22.00 -0.50 -2.2% 67.25
ATR 28.01 27.58 -0.43 -1.5% 0.00
Volume 1,395 1,771 376 27.0% 6,523
Daily Pivots for day following 08-Apr-2009
Classic Woodie Camarilla DeMark
R4 879.25 871.00 831.00
R3 857.25 849.00 825.00
R2 835.25 835.25 823.00
R1 827.00 827.00 821.00 831.00
PP 813.25 813.25 813.25 815.25
S1 805.00 805.00 817.00 809.00
S2 791.25 791.25 815.00
S3 769.25 783.00 813.00
S4 747.25 761.00 807.00
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
5 845.00 799.25 45.75 5.6% 25.75 3.1% 43% False True 1,458
10 845.00 772.25 72.75 8.9% 26.25 3.2% 64% False False 1,744
20 845.00 711.00 134.00 16.4% 27.50 3.4% 81% False False 1,051
40 845.00 662.00 183.00 22.3% 26.50 3.2% 86% False False 554
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 False
Bear Hook False
Bull Hook False
Stretch 4.48
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 914.75
2.618 878.75
1.618 856.75
1.000 843.25
0.618 834.75
HIGH 821.25
0.618 812.75
0.500 810.25
0.382 807.75
LOW 799.25
0.618 785.75
1.000 777.25
1.618 763.75
2.618 741.75
4.250 705.75
Fisher Pivots for day following 08-Apr-2009
Pivot 1 day 3 day
R1 816.00 822.00
PP 813.25 821.00
S1 810.25 820.00

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

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