E-mini S&P 500 Future September 2009


Trading Metrics calculated at close of trading on 16-Apr-2009
Day Change Summary
Previous Current
15-Apr-2009 16-Apr-2009 Change Change % Previous Week
Open 834.00 846.00 12.00 1.4% 839.50
High 846.50 863.00 16.50 1.9% 850.75
Low 828.25 837.25 9.00 1.1% 799.25
Close 845.00 857.75 12.75 1.5% 849.00
Range 18.25 25.75 7.50 41.1% 51.50
ATR 26.21 26.18 -0.03 -0.1% 0.00
Volume 1,211 1,193 -18 -1.5% 6,501
Daily Pivots for day following 16-Apr-2009
Classic Woodie Camarilla DeMark
R4 930.00 919.50 872.00
R3 904.25 893.75 864.75
R2 878.50 878.50 862.50
R1 868.00 868.00 860.00 873.25
PP 852.75 852.75 852.75 855.25
S1 842.25 842.25 855.50 847.50
S2 827.00 827.00 853.00
S3 801.25 816.50 850.75
S4 775.50 790.75 843.50
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
5 863.00 818.50 44.50 5.2% 23.25 2.7% 88% True False 1,435
10 863.00 799.25 63.75 7.4% 24.50 2.9% 92% True False 1,446
20 863.00 758.25 104.75 12.2% 26.25 3.1% 95% True False 1,367
40 863.00 662.00 201.00 23.4% 27.00 3.2% 97% True False 730
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 5.30
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 972.50
2.618 930.50
1.618 904.75
1.000 888.75
0.618 879.00
HIGH 863.00
0.618 853.25
0.500 850.00
0.382 847.00
LOW 837.25
0.618 821.25
1.000 811.50
1.618 795.50
2.618 769.75
4.250 727.75
Fisher Pivots for day following 16-Apr-2009
Pivot 1 day 3 day
R1 855.25 853.75
PP 852.75 849.75
S1 850.00 845.50

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

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