E-mini S&P 500 Future September 2009


Trading Metrics calculated at close of trading on 30-Apr-2009
Day Change Summary
Previous Current
29-Apr-2009 30-Apr-2009 Change Change % Previous Week
Open 847.25 865.00 17.75 2.1% 858.75
High 875.00 882.50 7.50 0.9% 864.75
Low 846.00 861.00 15.00 1.8% 819.75
Close 865.00 866.00 1.00 0.1% 862.75
Range 29.00 21.50 -7.50 -25.9% 45.00
ATR 25.20 24.94 -0.26 -1.0% 0.00
Volume 5,937 7,979 2,042 34.4% 33,366
Daily Pivots for day following 30-Apr-2009
Classic Woodie Camarilla DeMark
R4 934.25 921.75 877.75
R3 912.75 900.25 872.00
R2 891.25 891.25 870.00
R1 878.75 878.75 868.00 885.00
PP 869.75 869.75 869.75 873.00
S1 857.25 857.25 864.00 863.50
S2 848.25 848.25 862.00
S3 826.75 835.75 860.00
S4 805.25 814.25 854.25
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
5 882.50 835.25 47.25 5.5% 23.25 2.7% 65% True False 5,420
10 882.50 819.75 62.75 7.2% 23.50 2.7% 74% True False 5,823
20 882.50 799.25 83.25 9.6% 24.00 2.8% 80% True False 3,635
40 882.50 662.00 220.50 25.5% 26.00 3.0% 93% True False 2,168
60 882.50 662.00 220.50 25.5% 25.50 2.9% 93% True False 1,459
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 False
Bear Hook False
Bull Hook False
Stretch 5.63
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 974.00
2.618 938.75
1.618 917.25
1.000 904.00
0.618 895.75
HIGH 882.50
0.618 874.25
0.500 871.75
0.382 869.25
LOW 861.00
0.618 847.75
1.000 839.50
1.618 826.25
2.618 804.75
4.250 769.50
Fisher Pivots for day following 30-Apr-2009
Pivot 1 day 3 day
R1 871.75 863.50
PP 869.75 861.25
S1 868.00 859.00

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

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