E-mini S&P 500 Future September 2009


Trading Metrics calculated at close of trading on 17-Apr-2009
Day Change Summary
Previous Current
16-Apr-2009 17-Apr-2009 Change Change % Previous Week
Open 846.00 857.75 11.75 1.4% 843.00
High 863.00 867.75 4.75 0.6% 867.75
Low 837.25 850.50 13.25 1.6% 828.25
Close 857.75 863.25 5.50 0.6% 863.25
Range 25.75 17.25 -8.50 -33.0% 39.50
ATR 26.18 25.54 -0.64 -2.4% 0.00
Volume 1,193 2,941 1,748 146.5% 8,375
Daily Pivots for day following 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 912.25 905.00 872.75
R3 895.00 887.75 868.00
R2 877.75 877.75 866.50
R1 870.50 870.50 864.75 874.00
PP 860.50 860.50 860.50 862.25
S1 853.25 853.25 861.75 857.00
S2 843.25 843.25 860.00
S3 826.00 836.00 858.50
S4 808.75 818.75 853.75
Weekly Pivots for week ending 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 971.50 957.00 885.00
R3 932.00 917.50 874.00
R2 892.50 892.50 870.50
R1 878.00 878.00 866.75 885.25
PP 853.00 853.00 853.00 856.75
S1 838.50 838.50 859.75 845.75
S2 813.50 813.50 856.00
S3 774.00 799.00 852.50
S4 734.50 759.50 841.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 867.75 828.25 39.50 4.6% 20.25 2.3% 89% True False 1,675
10 867.75 799.25 68.50 7.9% 22.75 2.6% 93% True False 1,629
20 867.75 758.25 109.50 12.7% 25.75 3.0% 96% True False 1,512
40 867.75 662.00 205.75 23.8% 26.75 3.1% 98% True False 803
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 5.35
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 941.00
2.618 913.00
1.618 895.75
1.000 885.00
0.618 878.50
HIGH 867.75
0.618 861.25
0.500 859.00
0.382 857.00
LOW 850.50
0.618 839.75
1.000 833.25
1.618 822.50
2.618 805.25
4.250 777.25
Fisher Pivots for day following 17-Apr-2009
Pivot 1 day 3 day
R1 862.00 858.25
PP 860.50 853.00
S1 859.00 848.00

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

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