E-mini S&P 500 Future September 2009


Trading Metrics calculated at close of trading on 27-May-2009
Day Change Summary
Previous Current
26-May-2009 27-May-2009 Change Change % Previous Week
Open 883.00 902.75 19.75 2.2% 876.00
High 906.00 909.00 3.00 0.3% 918.50
Low 872.75 886.25 13.50 1.5% 871.00
Close 904.25 888.00 -16.25 -1.8% 880.50
Range 33.25 22.75 -10.50 -31.6% 47.50
ATR 23.19 23.16 -0.03 -0.1% 0.00
Volume 8,431 16,453 8,022 95.1% 41,547
Daily Pivots for day following 27-May-2009
Classic Woodie Camarilla DeMark
R4 962.75 948.00 900.50
R3 940.00 925.25 894.25
R2 917.25 917.25 892.25
R1 902.50 902.50 890.00 898.50
PP 894.50 894.50 894.50 892.50
S1 879.75 879.75 886.00 875.75
S2 871.75 871.75 883.75
S3 849.00 857.00 881.75
S4 826.25 834.25 875.50
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 1,032.50 1,004.00 906.50
R3 985.00 956.50 893.50
R2 937.50 937.50 889.25
R1 909.00 909.00 884.75 923.25
PP 890.00 890.00 890.00 897.00
S1 861.50 861.50 876.25 875.75
S2 842.50 842.50 871.75
S3 795.00 814.00 867.50
S4 747.50 766.50 854.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 918.50 872.75 45.75 5.2% 23.00 2.6% 33% False False 10,443
10 918.50 871.00 47.50 5.3% 22.75 2.6% 36% False False 8,367
20 924.75 846.00 78.75 8.9% 22.50 2.5% 53% False False 7,127
40 924.75 776.00 148.75 16.8% 23.25 2.6% 75% False False 5,108
60 924.75 662.00 262.75 29.6% 25.25 2.8% 86% False False 3,591
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 True
Bear Hook False
Bull Hook False
Stretch 5.18
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,005.75
2.618 968.50
1.618 945.75
1.000 931.75
0.618 923.00
HIGH 909.00
0.618 900.25
0.500 897.50
0.382 895.00
LOW 886.25
0.618 872.25
1.000 863.50
1.618 849.50
2.618 826.75
4.250 789.50
Fisher Pivots for day following 27-May-2009
Pivot 1 day 3 day
R1 897.50 891.00
PP 894.50 890.00
S1 891.25 889.00

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

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