E-mini S&P 500 Future June 2009

Trading Metrics calculated at close of trading on 05-Jan-2009

Day Change Summary
	Previous	Current
	02-Jan-2009	05-Jan-2009	Change	Change %	Previous Week
Open	903.50	924.00	20.50	2.3%	864.75
High	930.50	931.50	1.00	0.1%	930.50
Low	894.75	914.75	20.00	2.2%	851.00
Close	923.25	925.00	1.75	0.2%	923.25
Range	35.75	16.75	-19.00	-53.1%	79.50
ATR	29.02	28.15	-0.88	-3.0%	0.00
Volume	2,958	1,114	-1,844	-62.3%	3,908

Daily Pivots for day following 05-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	974.00	966.25	934.25
R3	957.25	949.50	929.50
R2	940.50	940.50	928.00
R1	932.75	932.75	926.50	936.50
PP	923.75	923.75	923.75	925.75
S1	916.00	916.00	923.50	920.00
S2	907.00	907.00	922.00
S3	890.25	899.25	920.50
S4	873.50	882.50	915.75

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	931.50	851.00	80.50	8.7%	22.50	2.4%	92%	True	False	1,004
10	931.50	850.75	80.75	8.7%	21.00	2.3%	92%	True	False	791
20	931.50	820.75	110.75	12.0%	26.50	2.9%	94%	True	False	426

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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	6.13
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1,002.75
2.618	975.25
1.618	958.50
1.000	948.25
0.618	941.75
HIGH	931.50
0.618	925.00
0.500	923.00
0.382	921.25
LOW	914.75
0.618	904.50
1.000	898.00
1.618	887.75
2.618	871.00
4.250	843.50

Fisher Pivots for day following 05-Jan-2009
Pivot	1 day	3 day
R1	924.50	919.25
PP	923.75	913.50
S1	923.00	908.00

Download as Excel Spreadsheet

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

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