E-mini S&P 500 Future June 2009

Trading Metrics calculated at close of trading on 12-Jan-2009

Day Change Summary
	Previous	Current
	09-Jan-2009	12-Jan-2009	Change	Change %	Previous Week
Open	903.00	879.00	-24.00	-2.7%	924.00
High	910.50	884.75	-25.75	-2.8%	939.25
Low	880.00	857.25	-22.75	-2.6%	880.00
Close	882.25	864.50	-17.75	-2.0%	882.25
Range	30.50	27.50	-3.00	-9.8%	59.25
ATR	27.16	27.19	0.02	0.1%	0.00
Volume	4,960	4,134	-826	-16.7%	15,257

Daily Pivots for day following 12-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	951.25	935.50	879.50
R3	923.75	908.00	872.00
R2	896.25	896.25	869.50
R1	880.50	880.50	867.00	874.50
PP	868.75	868.75	868.75	866.00
S1	853.00	853.00	862.00	847.00
S2	841.25	841.25	859.50
S3	813.75	825.50	857.00
S4	786.25	798.00	849.50

Weekly Pivots for week ending 09-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,078.25	1,039.50	914.75
R3	1,019.00	980.25	898.50
R2	959.75	959.75	893.00
R1	921.00	921.00	887.75	910.75
PP	900.50	900.50	900.50	895.50
S1	861.75	861.75	876.75	851.50
S2	841.25	841.25	871.50
S3	782.00	802.50	866.00
S4	722.75	743.25	849.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	939.25	857.25	82.00	9.5%	24.75	2.9%	9%	False	True	3,655
10	939.25	851.00	88.25	10.2%	23.75	2.7%	15%	False	False	2,329
20	939.25	834.25	105.00	12.1%	25.75	3.0%	29%	False	False	1,327

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	5.20
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,001.50
2.618	956.75
1.618	929.25
1.000	912.25
0.618	901.75
HIGH	884.75
0.618	874.25
0.500	871.00
0.382	867.75
LOW	857.25
0.618	840.25
1.000	829.75
1.618	812.75
2.618	785.25
4.250	740.50

Fisher Pivots for day following 12-Jan-2009
Pivot	1 day	3 day
R1	871.00	884.00
PP	868.75	877.50
S1	866.75	871.00

Download as Excel Spreadsheet

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

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