E-mini S&P 500 Future June 2009

Trading Metrics calculated at close of trading on 28-Apr-2009

Day Change Summary
	Previous	Current
	27-Apr-2009	28-Apr-2009	Change	Change %	Previous Week
Open	863.25	855.00	-8.25	-1.0%	865.50
High	865.75	861.50	-4.25	-0.5%	868.75
Low	846.75	838.50	-8.25	-1.0%	823.00
Close	856.75	851.75	-5.00	-0.6%	866.50
Range	19.00	23.00	4.00	21.1%	45.75
ATR	26.02	25.80	-0.22	-0.8%	0.00
Volume	2,407,351	2,460,914	53,563	2.2%	12,206,335

Daily Pivots for day following 28-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	919.50	908.75	864.50
R3	896.50	885.75	858.00
R2	873.50	873.50	856.00
R1	862.75	862.75	853.75	856.50
PP	850.50	850.50	850.50	847.50
S1	839.75	839.75	849.75	833.50
S2	827.50	827.50	847.50
S3	804.50	816.75	845.50
S4	781.50	793.75	839.00

Weekly Pivots for week ending 24-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	990.00	974.00	891.75
R3	944.25	928.25	879.00
R2	898.50	898.50	875.00
R1	882.50	882.50	870.75	890.50
PP	852.75	852.75	852.75	856.75
S1	836.75	836.75	862.25	844.75
S2	807.00	807.00	858.00
S3	761.25	791.00	854.00
S4	715.50	745.25	841.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	868.75	831.25	37.50	4.4%	22.25	2.6%	55%	False	False	2,596,561
10	872.00	823.00	49.00	5.8%	23.75	2.8%	59%	False	False	2,418,864
20	872.00	779.00	93.00	10.9%	25.00	2.9%	78%	False	False	2,340,671
40	872.00	662.75	209.25	24.6%	28.00	3.3%	90%	False	False	2,013,276
60	872.00	662.75	209.25	24.6%	27.75	3.3%	90%	False	False	1,345,561
80	939.25	662.75	276.50	32.5%	28.75	3.4%	68%	False	False	1,010,559
100	939.25	662.75	276.50	32.5%	28.25	3.3%	68%	False	False	808,532

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	6.25
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	959.25
2.618	921.75
1.618	898.75
1.000	884.50
0.618	875.75
HIGH	861.50
0.618	852.75
0.500	850.00
0.382	847.25
LOW	838.50
0.618	824.25
1.000	815.50
1.618	801.25
2.618	778.25
4.250	740.75

Fisher Pivots for day following 28-Apr-2009
Pivot	1 day	3 day
R1	851.25	853.50
PP	850.50	853.00
S1	850.00	852.50

Download as Excel Spreadsheet

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

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