E-mini S&P 500 Future September 2009


Trading Metrics calculated at close of trading on 13-Apr-2009
Day Change Summary
Previous Current
09-Apr-2009 13-Apr-2009 Change Change % Previous Week
Open 818.50 843.00 24.50 3.0% 839.50
High 850.75 857.50 6.75 0.8% 850.75
Low 818.50 838.00 19.50 2.4% 799.25
Close 849.00 850.50 1.50 0.2% 849.00
Range 32.25 19.50 -12.75 -39.5% 51.50
ATR 27.92 27.31 -0.60 -2.2% 0.00
Volume 1,744 1,594 -150 -8.6% 6,501
Daily Pivots for day following 13-Apr-2009
Classic Woodie Camarilla DeMark
R4 907.25 898.25 861.25
R3 887.75 878.75 855.75
R2 868.25 868.25 854.00
R1 859.25 859.25 852.25 863.75
PP 848.75 848.75 848.75 851.00
S1 839.75 839.75 848.75 844.25
S2 829.25 829.25 847.00
S3 809.75 820.25 845.25
S4 790.25 800.75 839.75
Weekly Pivots for week ending 10-Apr-2009
Classic Woodie Camarilla DeMark
R4 987.50 969.75 877.25
R3 936.00 918.25 863.25
R2 884.50 884.50 858.50
R1 866.75 866.75 853.75 875.50
PP 833.00 833.00 833.00 837.50
S1 815.25 815.25 844.25 824.00
S2 781.50 781.50 839.50
S3 730.00 763.75 834.75
S4 678.50 712.25 820.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 857.50 799.25 58.25 6.8% 25.25 3.0% 88% True False 1,619
10 857.50 772.25 85.25 10.0% 27.25 3.2% 92% True False 1,461
20 857.50 745.25 112.25 13.2% 27.50 3.2% 94% True False 1,214
40 857.50 662.00 195.50 23.0% 27.00 3.2% 96% True False 636
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.73
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 940.50
2.618 908.50
1.618 889.00
1.000 877.00
0.618 869.50
HIGH 857.50
0.618 850.00
0.500 847.75
0.382 845.50
LOW 838.00
0.618 826.00
1.000 818.50
1.618 806.50
2.618 787.00
4.250 755.00
Fisher Pivots for day following 13-Apr-2009
Pivot 1 day 3 day
R1 849.50 843.00
PP 848.75 835.75
S1 847.75 828.50

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

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