E-mini S&P 500 Future June 2009

Trading Metrics calculated at close of trading on 21-Jan-2009

Day Change Summary
	Previous	Current
	20-Jan-2009	21-Jan-2009	Change	Change %	Previous Week
Open	839.25	801.00	-38.25	-4.6%	879.00
High	861.25	834.75	-26.50	-3.1%	884.75
Low	794.25	797.00	2.75	0.3%	809.50
Close	802.25	833.25	31.00	3.9%	845.00
Range	67.00	37.75	-29.25	-43.7%	75.25
ATR	31.01	31.49	0.48	1.6%	0.00
Volume	5,511	2,351	-3,160	-57.3%	30,397

Daily Pivots for day following 21-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	935.00	921.75	854.00
R3	897.25	884.00	843.75
R2	859.50	859.50	840.25
R1	846.25	846.25	836.75	853.00
PP	821.75	821.75	821.75	825.00
S1	808.50	808.50	829.75	815.00
S2	784.00	784.00	826.25
S3	746.25	770.75	822.75
S4	708.50	733.00	812.50

Weekly Pivots for week ending 16-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,072.25	1,033.75	886.50
R3	997.00	958.50	865.75
R2	921.75	921.75	858.75
R1	883.25	883.25	852.00	865.00
PP	846.50	846.50	846.50	837.25
S1	808.00	808.00	838.00	789.50
S2	771.25	771.25	831.25
S3	696.00	732.75	824.25
S4	620.75	657.50	803.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	861.25	794.25	67.00	8.0%	39.75	4.8%	58%	False	False	9,071
10	910.50	794.25	116.25	14.0%	33.00	4.0%	34%	False	False	6,112
20	939.25	794.25	145.00	17.4%	26.50	3.2%	27%	False	False	3,769

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	8.43
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	995.25
2.618	933.50
1.618	895.75
1.000	872.50
0.618	858.00
HIGH	834.75
0.618	820.25
0.500	816.00
0.382	811.50
LOW	797.00
0.618	773.75
1.000	759.25
1.618	736.00
2.618	698.25
4.250	636.50

Fisher Pivots for day following 21-Jan-2009
Pivot	1 day	3 day
R1	827.50	831.50
PP	821.75	829.50
S1	816.00	827.75

Download as Excel Spreadsheet

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

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