E-mini S&P 500 Future June 2009

Trading Metrics calculated at close of trading on 09-Jan-2009

Day Change Summary
	Previous	Current
	08-Jan-2009	09-Jan-2009	Change	Change %	Previous Week
Open	900.00	903.00	3.00	0.3%	924.00
High	904.25	910.50	6.25	0.7%	939.25
Low	889.25	880.00	-9.25	-1.0%	880.00
Close	903.75	882.25	-21.50	-2.4%	882.25
Range	15.00	30.50	15.50	103.3%	59.25
ATR	26.90	27.16	0.26	1.0%	0.00
Volume	1,530	4,960	3,430	224.2%	15,257

Daily Pivots for day following 09-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	982.50	962.75	899.00
R3	952.00	932.25	890.75
R2	921.50	921.50	887.75
R1	901.75	901.75	885.00	896.50
PP	891.00	891.00	891.00	888.25
S1	871.25	871.25	879.50	866.00
S2	860.50	860.50	876.75
S3	830.00	840.75	873.75
S4	799.50	810.25	865.50

Weekly Pivots for week ending 09-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,078.25	1,039.50	914.75
R3	1,019.00	980.25	898.50
R2	959.75	959.75	893.00
R1	921.00	921.00	887.75	910.75
PP	900.50	900.50	900.50	895.50
S1	861.75	861.75	876.75	851.50
S2	841.25	841.25	871.50
S3	782.00	802.50	866.00
S4	722.75	743.25	849.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	939.25	880.00	59.25	6.7%	22.75	2.6%	4%	False	True	3,051
10	939.25	851.00	88.25	10.0%	21.75	2.5%	35%	False	False	1,918
20	939.25	834.25	105.00	11.9%	26.00	3.0%	46%	False	False	1,121

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.83
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,040.00
2.618	990.25
1.618	959.75
1.000	941.00
0.618	929.25
HIGH	910.50
0.618	898.75
0.500	895.25
0.382	891.75
LOW	880.00
0.618	861.25
1.000	849.50
1.618	830.75
2.618	800.25
4.250	750.50

Fisher Pivots for day following 09-Jan-2009
Pivot	1 day	3 day
R1	895.25	904.75
PP	891.00	897.25
S1	886.50	889.75

Download as Excel Spreadsheet

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

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