E-mini S&P 500 Future September 2009


Trading Metrics calculated at close of trading on 05-May-2009
Day Change Summary
Previous Current
04-May-2009 05-May-2009 Change Change % Previous Week
Open 874.00 898.75 24.75 2.8% 859.00
High 900.50 900.50 0.00 0.0% 882.50
Low 873.50 889.75 16.25 1.9% 835.25
Close 898.75 899.50 0.75 0.1% 872.00
Range 27.00 10.75 -16.25 -60.2% 47.25
ATR 24.55 23.56 -0.99 -4.0% 0.00
Volume 1,480 3,106 1,626 109.9% 24,148
Daily Pivots for day following 05-May-2009
Classic Woodie Camarilla DeMark
R4 928.75 925.00 905.50
R3 918.00 914.25 902.50
R2 907.25 907.25 901.50
R1 903.50 903.50 900.50 905.50
PP 896.50 896.50 896.50 897.50
S1 892.75 892.75 898.50 894.50
S2 885.75 885.75 897.50
S3 875.00 882.00 896.50
S4 864.25 871.25 893.50
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 1,005.00 985.75 898.00
R3 957.75 938.50 885.00
R2 910.50 910.50 880.75
R1 891.25 891.25 876.25 901.00
PP 863.25 863.25 863.25 868.00
S1 844.00 844.00 867.75 853.50
S2 816.00 816.00 863.25
S3 768.75 796.75 859.00
S4 721.50 749.50 846.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 900.50 846.00 54.50 6.1% 20.75 2.3% 98% True False 4,144
10 900.50 827.75 72.75 8.1% 21.00 2.3% 99% True False 5,059
20 900.50 799.25 101.25 11.3% 22.50 2.5% 99% True False 3,769
40 900.50 665.50 235.00 26.1% 25.50 2.8% 100% True False 2,332
60 900.50 662.00 238.50 26.5% 25.25 2.8% 100% True False 1,573
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 4.48
Narrowest range in 57 trading days
Fibonacci Retracements and Extensions
4.250 946.25
2.618 928.75
1.618 918.00
1.000 911.25
0.618 907.25
HIGH 900.50
0.618 896.50
0.500 895.00
0.382 893.75
LOW 889.75
0.618 883.00
1.000 879.00
1.618 872.25
2.618 861.50
4.250 844.00
Fisher Pivots for day following 05-May-2009
Pivot 1 day 3 day
R1 898.00 893.00
PP 896.50 886.25
S1 895.00 879.75

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

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