E-mini S&P 500 Future June 2009

Trading Metrics calculated at close of trading on 12-May-2009

Day Change Summary
	Previous	Current
	11-May-2009	12-May-2009	Change	Change %	Previous Week
Open	921.00	908.75	-12.25	-1.3%	876.00
High	923.00	915.25	-7.75	-0.8%	929.50
Low	905.75	894.00	-11.75	-1.3%	876.00
Close	909.00	906.75	-2.25	-0.2%	924.75
Range	17.25	21.25	4.00	23.2%	53.50
ATR	24.62	24.38	-0.24	-1.0%	0.00
Volume	2,641,858	2,061,930	-579,928	-22.0%	11,365,477

Daily Pivots for day following 12-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	969.00	959.25	918.50
R3	947.75	938.00	912.50
R2	926.50	926.50	910.75
R1	916.75	916.75	908.75	911.00
PP	905.25	905.25	905.25	902.50
S1	895.50	895.50	904.75	889.75
S2	884.00	884.00	902.75
S3	862.75	874.25	901.00
S4	841.50	853.00	895.00

Weekly Pivots for week ending 08-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,070.50	1,051.25	954.25
R3	1,017.00	997.75	939.50
R2	963.50	963.50	934.50
R1	944.25	944.25	929.75	954.00
PP	910.00	910.00	910.00	915.00
S1	890.75	890.75	919.75	900.50
S2	856.50	856.50	915.00
S3	803.00	837.25	910.00
S4	749.50	783.75	895.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	929.50	891.00	38.50	4.2%	24.25	2.7%	41%	False	False	2,419,073
10	929.50	849.25	80.25	8.9%	23.00	2.5%	72%	False	False	2,342,389
20	929.50	823.00	106.50	11.7%	23.50	2.6%	79%	False	False	2,380,627
40	929.50	746.00	183.50	20.2%	26.00	2.9%	88%	False	False	2,444,315
60	929.50	662.75	266.75	29.4%	27.50	3.0%	91%	False	False	1,734,878
80	929.50	662.75	266.75	29.4%	28.00	3.1%	91%	False	False	1,302,596
100	939.25	662.75	276.50	30.5%	27.25	3.0%	88%	False	False	1,042,765

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.83
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,005.50
2.618	971.00
1.618	949.75
1.000	936.50
0.618	928.50
HIGH	915.25
0.618	907.25
0.500	904.50
0.382	902.00
LOW	894.00
0.618	880.75
1.000	872.75
1.618	859.50
2.618	838.25
4.250	803.75

Fisher Pivots for day following 12-May-2009
Pivot	1 day	3 day
R1	906.00	911.00
PP	905.25	909.50
S1	904.50	908.00

Download as Excel Spreadsheet

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

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