E-mini S&P 500 Future June 2009

Trading Metrics calculated at close of trading on 13-Jan-2009

Day Change Summary
	Previous	Current
	12-Jan-2009	13-Jan-2009	Change	Change %	Previous Week
Open	879.00	867.25	-11.75	-1.3%	924.00
High	884.75	870.00	-14.75	-1.7%	939.25
Low	857.25	853.25	-4.00	-0.5%	880.00
Close	864.50	865.00	0.50	0.1%	882.25
Range	27.50	16.75	-10.75	-39.1%	59.25
ATR	27.19	26.44	-0.75	-2.7%	0.00
Volume	4,134	1,694	-2,440	-59.0%	15,257

Daily Pivots for day following 13-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	913.00	905.75	874.25
R3	896.25	889.00	869.50
R2	879.50	879.50	868.00
R1	872.25	872.25	866.50	867.50
PP	862.75	862.75	862.75	860.50
S1	855.50	855.50	863.50	850.75
S2	846.00	846.00	862.00
S3	829.25	838.75	860.50
S4	812.50	822.00	855.75

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	929.50	853.25	76.25	8.8%	24.50	2.8%	15%	False	True	3,470
10	939.25	853.25	86.00	9.9%	23.25	2.7%	14%	False	True	2,494
20	939.25	850.75	88.50	10.2%	24.00	2.8%	16%	False	False	1,411

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	4.88
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	941.25
2.618	913.75
1.618	897.00
1.000	886.75
0.618	880.25
HIGH	870.00
0.618	863.50
0.500	861.50
0.382	859.75
LOW	853.25
0.618	843.00
1.000	836.50
1.618	826.25
2.618	809.50
4.250	782.00

Fisher Pivots for day following 13-Jan-2009
Pivot	1 day	3 day
R1	864.00	882.00
PP	862.75	876.25
S1	861.50	870.50

Download as Excel Spreadsheet

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

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