E-mini S&P 500 Future June 2009

Trading Metrics calculated at close of trading on 29-May-2009

Day Change Summary
	Previous	Current
	28-May-2009	29-May-2009	Change	Change %	Previous Week
Open	892.25	905.00	12.75	1.4%	885.00
High	908.75	927.75	19.00	2.1%	927.75
Low	886.25	902.25	16.00	1.8%	876.75
Close	905.00	918.00	13.00	1.4%	918.00
Range	22.50	25.50	3.00	13.3%	51.00
ATR	23.74	23.87	0.13	0.5%	0.00
Volume	2,404,322	2,694,863	290,541	12.1%	9,336,887

Daily Pivots for day following 29-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	992.50	980.75	932.00
R3	967.00	955.25	925.00
R2	941.50	941.50	922.75
R1	929.75	929.75	920.25	935.50
PP	916.00	916.00	916.00	919.00
S1	904.25	904.25	915.75	910.00
S2	890.50	890.50	913.25
S3	865.00	878.75	911.00
S4	839.50	853.25	904.00

Weekly Pivots for week ending 29-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,060.50	1,040.25	946.00
R3	1,009.50	989.25	932.00
R2	958.50	958.50	927.25
R1	938.25	938.25	922.75	948.50
PP	907.50	907.50	907.50	912.50
S1	887.25	887.25	913.25	897.50
S2	856.50	856.50	908.75
S3	805.50	836.25	904.00
S4	754.50	785.25	890.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	927.75	876.75	51.00	5.6%	24.00	2.6%	81%	True	False	2,345,085
10	927.75	875.25	52.50	5.7%	23.25	2.5%	81%	True	False	2,282,279
20	929.50	862.50	67.00	7.3%	23.00	2.5%	83%	False	False	2,329,783
40	929.50	802.25	127.25	13.9%	23.75	2.6%	91%	False	False	2,327,528
60	929.50	662.75	266.75	29.1%	26.00	2.8%	96%	False	False	2,195,025
80	929.50	662.75	266.75	29.1%	26.75	2.9%	96%	False	False	1,649,456
100	929.50	662.75	266.75	29.1%	27.50	3.0%	96%	False	False	1,320,753
120	939.25	662.75	276.50	30.1%	27.00	3.0%	92%	False	False	1,100,761

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	False
Bear Hook	False
Bull Hook	False
Stretch	5.40
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,036.00
2.618	994.50
1.618	969.00
1.000	953.25
0.618	943.50
HIGH	927.75
0.618	918.00
0.500	915.00
0.382	912.00
LOW	902.25
0.618	886.50
1.000	876.75
1.618	861.00
2.618	835.50
4.250	794.00

Fisher Pivots for day following 29-May-2009
Pivot	1 day	3 day
R1	917.00	914.25
PP	916.00	910.75
S1	915.00	907.00

Download as Excel Spreadsheet

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

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