E-mini S&P 500 Future September 2009


Trading Metrics calculated at close of trading on 19-May-2009
Day Change Summary
Previous Current
18-May-2009 19-May-2009 Change Change % Previous Week
Open 876.00 903.00 27.00 3.1% 921.75
High 904.00 911.25 7.25 0.8% 921.75
Low 871.00 899.25 28.25 3.2% 872.25
Close 902.50 902.00 -0.50 -0.1% 878.50
Range 33.00 12.00 -21.00 -63.6% 49.50
ATR 23.99 23.13 -0.86 -3.6% 0.00
Volume 6,959 7,255 296 4.3% 33,717
Daily Pivots for day following 19-May-2009
Classic Woodie Camarilla DeMark
R4 940.25 933.00 908.50
R3 928.25 921.00 905.25
R2 916.25 916.25 904.25
R1 909.00 909.00 903.00 906.50
PP 904.25 904.25 904.25 903.00
S1 897.00 897.00 901.00 894.50
S2 892.25 892.25 899.75
S3 880.25 885.00 898.75
S4 868.25 873.00 895.50
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 1,039.25 1,008.50 905.75
R3 989.75 959.00 892.00
R2 940.25 940.25 887.50
R1 909.50 909.50 883.00 900.00
PP 890.75 890.75 890.75 886.25
S1 860.00 860.00 874.00 850.50
S2 841.25 841.25 869.50
S3 791.75 810.50 865.00
S4 742.25 761.00 851.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 911.25 871.00 40.25 4.5% 22.25 2.5% 77% True False 6,290
10 924.75 871.00 53.75 6.0% 23.25 2.6% 58% False False 6,960
20 924.75 827.75 97.00 10.8% 22.25 2.5% 77% False False 6,009
40 924.75 772.25 152.50 16.9% 23.75 2.6% 85% False False 4,042
60 924.75 662.00 262.75 29.1% 25.25 2.8% 91% False False 2,730
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 5.75
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 962.25
2.618 942.75
1.618 930.75
1.000 923.25
0.618 918.75
HIGH 911.25
0.618 906.75
0.500 905.25
0.382 903.75
LOW 899.25
0.618 891.75
1.000 887.25
1.618 879.75
2.618 867.75
4.250 848.25
Fisher Pivots for day following 19-May-2009
Pivot 1 day 3 day
R1 905.25 898.50
PP 904.25 894.75
S1 903.00 891.00

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

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