E-mini S&P 500 Future June 2009

Trading Metrics calculated at close of trading on 10-Jun-2009

Day Change Summary
	Previous	Current
	09-Jun-2009	10-Jun-2009	Change	Change %	Previous Week
Open	938.75	939.25	0.50	0.1%	920.25
High	947.00	955.00	8.00	0.8%	957.50
Low	934.25	927.00	-7.25	-0.8%	916.50
Close	939.50	940.50	1.00	0.1%	940.50
Range	12.75	28.00	15.25	119.6%	41.00
ATR	22.16	22.58	0.42	1.9%	0.00
Volume	1,980,655	1,928,047	-52,608	-2.7%	9,916,045

Daily Pivots for day following 10-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,024.75	1,010.75	956.00
R3	996.75	982.75	948.25
R2	968.75	968.75	945.75
R1	954.75	954.75	943.00	961.75
PP	940.75	940.75	940.75	944.50
S1	926.75	926.75	938.00	933.75
S2	912.75	912.75	935.25
S3	884.75	898.75	932.75
S4	856.75	870.75	925.00

Weekly Pivots for week ending 05-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,061.25	1,041.75	963.00
R3	1,020.25	1,000.75	951.75
R2	979.25	979.25	948.00
R1	959.75	959.75	944.25	969.50
PP	938.25	938.25	938.25	943.00
S1	918.75	918.75	936.75	928.50
S2	897.25	897.25	933.00
S3	856.25	877.75	929.25
S4	815.25	836.75	918.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	957.50	925.50	32.00	3.4%	20.00	2.1%	47%	False	False	2,013,846
10	957.50	886.25	71.25	7.6%	21.75	2.3%	76%	False	False	2,132,298
20	957.50	875.25	82.25	8.7%	22.50	2.4%	79%	False	False	2,201,908
40	957.50	823.00	134.50	14.3%	23.00	2.4%	87%	False	False	2,291,267
60	957.50	746.00	211.50	22.5%	24.75	2.6%	92%	False	False	2,363,513
80	957.50	662.75	294.75	31.3%	26.25	2.8%	94%	False	False	1,851,636
100	957.50	662.75	294.75	31.3%	27.00	2.9%	94%	False	False	1,482,458
120	957.50	662.75	294.75	31.3%	26.50	2.8%	94%	False	False	1,235,955

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	5.43
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1,074.00
2.618	1,028.25
1.618	1,000.25
1.000	983.00
0.618	972.25
HIGH	955.00
0.618	944.25
0.500	941.00
0.382	937.75
LOW	927.00
0.618	909.75
1.000	899.00
1.618	881.75
2.618	853.75
4.250	808.00

Fisher Pivots for day following 10-Jun-2009
Pivot	1 day	3 day
R1	941.00	940.50
PP	940.75	940.25
S1	940.75	940.25

Download as Excel Spreadsheet

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

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