E-mini S&P 500 Future September 2009


Trading Metrics calculated at close of trading on 22-Apr-2009
Day Change Summary
Previous Current
21-Apr-2009 22-Apr-2009 Change Change % Previous Week
Open 829.75 845.25 15.50 1.9% 843.00
High 844.75 855.25 10.50 1.2% 867.75
Low 819.75 832.00 12.25 1.5% 828.25
Close 844.00 833.25 -10.75 -1.3% 863.25
Range 25.00 23.25 -1.75 -7.0% 39.50
ATR 26.31 26.10 -0.22 -0.8% 0.00
Volume 3,520 6,649 3,129 88.9% 8,375
Daily Pivots for day following 22-Apr-2009
Classic Woodie Camarilla DeMark
R4 910.00 894.75 846.00
R3 886.75 871.50 839.75
R2 863.50 863.50 837.50
R1 848.25 848.25 835.50 844.25
PP 840.25 840.25 840.25 838.00
S1 825.00 825.00 831.00 821.00
S2 817.00 817.00 829.00
S3 793.75 801.75 826.75
S4 770.50 778.50 820.50
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
5 867.75 819.75 48.00 5.8% 25.00 3.0% 28% False False 4,458
10 867.75 799.25 68.50 8.2% 23.75 2.9% 50% False False 3,004
20 867.75 772.25 95.50 11.5% 25.75 3.1% 64% False False 2,351
40 867.75 662.00 205.75 24.7% 26.75 3.2% 83% False False 1,256
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 True
Bear Hook False
Bull Hook True
Stretch 6.13
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 954.00
2.618 916.00
1.618 892.75
1.000 878.50
0.618 869.50
HIGH 855.25
0.618 846.25
0.500 843.50
0.382 841.00
LOW 832.00
0.618 817.75
1.000 808.75
1.618 794.50
2.618 771.25
4.250 733.25
Fisher Pivots for day following 22-Apr-2009
Pivot 1 day 3 day
R1 843.50 839.50
PP 840.25 837.50
S1 836.75 835.25

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

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