E-mini S&P 500 Future June 2009

Trading Metrics calculated at close of trading on 02-Jan-2009

Day Change Summary
	Previous	Current
	31-Dec-2008	02-Jan-2009	Change	Change %	Previous Week
Open	889.00	903.50	14.50	1.6%	864.75
High	905.25	930.50	25.25	2.8%	930.50
Low	884.25	894.75	10.50	1.2%	851.00
Close	897.50	923.25	25.75	2.9%	923.25
Range	21.00	35.75	14.75	70.2%	79.50
ATR	28.50	29.02	0.52	1.8%	0.00
Volume	471	2,958	2,487	528.0%	3,908

Daily Pivots for day following 02-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,023.50	1,009.00	943.00
R3	987.75	973.25	933.00
R2	952.00	952.00	929.75
R1	937.50	937.50	926.50	944.75
PP	916.25	916.25	916.25	919.75
S1	901.75	901.75	920.00	909.00
S2	880.50	880.50	916.75
S3	844.75	866.00	913.50
S4	809.00	830.25	903.50

Weekly Pivots for week ending 02-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,140.00	1,111.25	967.00
R3	1,060.50	1,031.75	945.00
R2	981.00	981.00	937.75
R1	952.25	952.25	930.50	966.50
PP	901.50	901.50	901.50	908.75
S1	872.75	872.75	916.00	887.00
S2	822.00	822.00	908.75
S3	742.50	793.25	901.50
S4	663.00	713.75	879.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	930.50	851.00	79.50	8.6%	20.75	2.2%	91%	True	False	785
10	930.50	850.75	79.75	8.6%	22.75	2.5%	91%	True	False	708
20	930.50	820.75	109.75	11.9%	27.75	3.0%	93%	True	False	370

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.90
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1,082.50
2.618	1,024.00
1.618	988.25
1.000	966.25
0.618	952.50
HIGH	930.50
0.618	916.75
0.500	912.50
0.382	908.50
LOW	894.75
0.618	872.75
1.000	859.00
1.618	837.00
2.618	801.25
4.250	742.75

Fisher Pivots for day following 02-Jan-2009
Pivot	1 day	3 day
R1	919.75	915.00
PP	916.25	906.75
S1	912.50	898.50

Download as Excel Spreadsheet

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

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