E-mini S&P 500 Future September 2009


Trading Metrics calculated at close of trading on 20-Apr-2009
Day Change Summary
Previous Current
17-Apr-2009 20-Apr-2009 Change Change % Previous Week
Open 857.75 858.75 1.00 0.1% 843.00
High 867.75 859.25 -8.50 -1.0% 867.75
Low 850.50 825.50 -25.00 -2.9% 828.25
Close 863.25 829.25 -34.00 -3.9% 863.25
Range 17.25 33.75 16.50 95.7% 39.50
ATR 25.54 26.42 0.87 3.4% 0.00
Volume 2,941 7,987 5,046 171.6% 8,375
Daily Pivots for day following 20-Apr-2009
Classic Woodie Camarilla DeMark
R4 939.25 918.00 847.75
R3 905.50 884.25 838.50
R2 871.75 871.75 835.50
R1 850.50 850.50 832.25 844.25
PP 838.00 838.00 838.00 835.00
S1 816.75 816.75 826.25 810.50
S2 804.25 804.25 823.00
S3 770.50 783.00 820.00
S4 736.75 749.25 810.75
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
5 867.75 825.50 42.25 5.1% 23.00 2.8% 9% False True 2,953
10 867.75 799.25 68.50 8.3% 24.00 2.9% 44% False False 2,286
20 867.75 772.25 95.50 11.5% 26.25 3.2% 60% False False 1,904
40 867.75 662.00 205.75 24.8% 27.25 3.3% 81% False False 1,002
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.75
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1,002.75
2.618 947.50
1.618 913.75
1.000 893.00
0.618 880.00
HIGH 859.25
0.618 846.25
0.500 842.50
0.382 838.50
LOW 825.50
0.618 804.75
1.000 791.75
1.618 771.00
2.618 737.25
4.250 682.00
Fisher Pivots for day following 20-Apr-2009
Pivot 1 day 3 day
R1 842.50 846.50
PP 838.00 840.75
S1 833.50 835.00

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

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