E-mini S&P 500 Future June 2009

Trading Metrics calculated at close of trading on 06-Jan-2009

Day Change Summary
	Previous	Current
	05-Jan-2009	06-Jan-2009	Change	Change %	Previous Week
Open	924.00	923.00	-1.00	-0.1%	864.75
High	931.50	939.25	7.75	0.8%	930.50
Low	914.75	921.50	6.75	0.7%	851.00
Close	925.00	928.00	3.00	0.3%	923.25
Range	16.75	17.75	1.00	6.0%	79.50
ATR	28.15	27.40	-0.74	-2.6%	0.00
Volume	1,114	2,620	1,506	135.2%	3,908

Daily Pivots for day following 06-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	982.75	973.25	937.75
R3	965.00	955.50	933.00
R2	947.25	947.25	931.25
R1	937.75	937.75	929.75	942.50
PP	929.50	929.50	929.50	932.00
S1	920.00	920.00	926.25	924.75
S2	911.75	911.75	924.75
S3	894.00	902.25	923.00
S4	876.25	884.50	918.25

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	939.25	866.75	72.50	7.8%	22.00	2.4%	84%	True	False	1,517
10	939.25	850.75	88.50	9.5%	20.25	2.2%	87%	True	False	1,024
20	939.25	834.25	105.00	11.3%	24.75	2.7%	89%	True	False	552

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	5.00
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,014.75
2.618	985.75
1.618	968.00
1.000	957.00
0.618	950.25
HIGH	939.25
0.618	932.50
0.500	930.50
0.382	928.25
LOW	921.50
0.618	910.50
1.000	903.75
1.618	892.75
2.618	875.00
4.250	846.00

Fisher Pivots for day following 06-Jan-2009
Pivot	1 day	3 day
R1	930.50	924.25
PP	929.50	920.75
S1	928.75	917.00

Download as Excel Spreadsheet

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

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