E-mini S&P 500 Future September 2009


Trading Metrics calculated at close of trading on 23-Apr-2009
Day Change Summary
Previous Current
22-Apr-2009 23-Apr-2009 Change Change % Previous Week
Open 845.25 834.50 -10.75 -1.3% 843.00
High 855.25 846.00 -9.25 -1.1% 867.75
Low 832.00 827.75 -4.25 -0.5% 828.25
Close 833.25 845.00 11.75 1.4% 863.25
Range 23.25 18.25 -5.00 -21.5% 39.50
ATR 26.10 25.54 -0.56 -2.1% 0.00
Volume 6,649 10,039 3,390 51.0% 8,375
Daily Pivots for day following 23-Apr-2009
Classic Woodie Camarilla DeMark
R4 894.25 888.00 855.00
R3 876.00 869.75 850.00
R2 857.75 857.75 848.25
R1 851.50 851.50 846.75 854.50
PP 839.50 839.50 839.50 841.25
S1 833.25 833.25 843.25 836.50
S2 821.25 821.25 841.75
S3 803.00 815.00 840.00
S4 784.75 796.75 835.00
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 5.7% 23.50 2.8% 53% False False 6,227
10 867.75 818.50 49.25 5.8% 23.50 2.8% 54% False False 3,831
20 867.75 772.25 95.50 11.3% 24.75 2.9% 76% False False 2,788
40 867.75 662.00 205.75 24.3% 26.50 3.1% 89% False False 1,496
Crabel Price Patterns
NR True
NR4 True
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 False
Stretch 5.78
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 923.50
2.618 893.75
1.618 875.50
1.000 864.25
0.618 857.25
HIGH 846.00
0.618 839.00
0.500 837.00
0.382 834.75
LOW 827.75
0.618 816.50
1.000 809.50
1.618 798.25
2.618 780.00
4.250 750.25
Fisher Pivots for day following 23-Apr-2009
Pivot 1 day 3 day
R1 842.25 842.50
PP 839.50 840.00
S1 837.00 837.50

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

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