E-mini S&P 500 Future June 2009

Trading Metrics calculated at close of trading on 17-Feb-2009

Day Change Summary
	Previous	Current
	16-Feb-2009	17-Feb-2009	Change	Change %	Previous Week
Open	815.00	815.00	0.00	0.0%	860.25
High	815.00	815.00	0.00	0.0%	869.75
Low	805.50	782.00	-23.50	-2.9%	802.75
Close	805.50	782.50	-23.00	-2.9%	817.00
Range	9.50	33.00	23.50	247.4%	67.00
ATR	27.80	28.17	0.37	1.3%	0.00
Volume	4,793	3,553	-1,240	-25.9%	32,667

Daily Pivots for day following 17-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	892.25	870.25	800.75
R3	859.25	837.25	791.50
R2	826.25	826.25	788.50
R1	804.25	804.25	785.50	798.75
PP	793.25	793.25	793.25	790.50
S1	771.25	771.25	779.50	765.75
S2	760.25	760.25	776.50
S3	727.25	738.25	773.50
S4	694.25	705.25	764.25

Weekly Pivots for week ending 13-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,030.75	991.00	853.75
R3	963.75	924.00	835.50
R2	896.75	896.75	829.25
R1	857.00	857.00	823.25	843.50
PP	829.75	829.75	829.75	823.00
S1	790.00	790.00	810.75	776.50
S2	762.75	762.75	804.75
S3	695.75	723.00	798.50
S4	628.75	656.00	780.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	836.75	782.00	54.75	7.0%	22.50	2.9%	1%	False	True	6,793
10	869.75	782.00	87.75	11.2%	26.50	3.4%	1%	False	True	5,599
20	871.75	782.00	89.75	11.5%	28.25	3.6%	1%	False	True	5,651
40	939.25	782.00	157.25	20.1%	27.25	3.5%	0%	False	True	4,677

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.08
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	955.25
2.618	901.50
1.618	868.50
1.000	848.00
0.618	835.50
HIGH	815.00
0.618	802.50
0.500	798.50
0.382	794.50
LOW	782.00
0.618	761.50
1.000	749.00
1.618	728.50
2.618	695.50
4.250	641.75

Fisher Pivots for day following 17-Feb-2009
Pivot	1 day	3 day
R1	798.50	809.50
PP	793.25	800.50
S1	787.75	791.50

Download as Excel Spreadsheet

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

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