E-mini S&P 500 Future September 2009


Trading Metrics calculated at close of trading on 27-Apr-2009
Day Change Summary
Previous Current
24-Apr-2009 27-Apr-2009 Change Change % Previous Week
Open 846.00 859.00 13.00 1.5% 858.75
High 864.75 861.50 -3.25 -0.4% 864.75
Low 838.50 843.75 5.25 0.6% 819.75
Close 862.75 853.00 -9.75 -1.1% 862.75
Range 26.25 17.75 -8.50 -32.4% 45.00
ATR 25.59 25.12 -0.47 -1.8% 0.00
Volume 5,171 3,171 -2,000 -38.7% 33,366
Daily Pivots for day following 27-Apr-2009
Classic Woodie Camarilla DeMark
R4 906.00 897.25 862.75
R3 888.25 879.50 858.00
R2 870.50 870.50 856.25
R1 861.75 861.75 854.75 857.25
PP 852.75 852.75 852.75 850.50
S1 844.00 844.00 851.25 839.50
S2 835.00 835.00 849.75
S3 817.25 826.25 848.00
S4 799.50 808.50 843.25
Weekly Pivots for week ending 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 984.00 968.50 887.50
R3 939.00 923.50 875.00
R2 894.00 894.00 871.00
R1 878.50 878.50 867.00 886.25
PP 849.00 849.00 849.00 853.00
S1 833.50 833.50 858.50 841.25
S2 804.00 804.00 854.50
S3 759.00 788.50 850.50
S4 714.00 743.50 838.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 864.75 819.75 45.00 5.3% 22.00 2.6% 74% False False 5,710
10 867.75 819.75 48.00 5.6% 22.50 2.6% 69% False False 4,331
20 867.75 772.25 95.50 11.2% 25.00 2.9% 85% False False 2,896
40 867.75 662.00 205.75 24.1% 26.50 3.1% 93% False False 1,704
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 6.28
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 937.00
2.618 908.00
1.618 890.25
1.000 879.25
0.618 872.50
HIGH 861.50
0.618 854.75
0.500 852.50
0.382 850.50
LOW 843.75
0.618 832.75
1.000 826.00
1.618 815.00
2.618 797.25
4.250 768.25
Fisher Pivots for day following 27-Apr-2009
Pivot 1 day 3 day
R1 853.00 850.75
PP 852.75 848.50
S1 852.50 846.25

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

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