E-mini S&P 500 Future June 2009

Trading Metrics calculated at close of trading on 19-Jan-2009

Day Change Summary
	Previous	Current
	16-Jan-2009	19-Jan-2009	Change	Change %	Previous Week
Open	837.50	855.00	17.50	2.1%	879.00
High	853.50	861.25	7.75	0.9%	884.75
Low	823.00	832.75	9.75	1.2%	809.50
Close	845.00	834.00	-11.00	-1.3%	845.00
Range	30.50	28.50	-2.00	-6.6%	75.25
ATR	28.23	28.25	0.02	0.1%	0.00
Volume	16,376	16,376	0	0.0%	30,397

Daily Pivots for day following 19-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	928.25	909.50	849.75
R3	899.75	881.00	841.75
R2	871.25	871.25	839.25
R1	852.50	852.50	836.50	847.50
PP	842.75	842.75	842.75	840.25
S1	824.00	824.00	831.50	819.00
S2	814.25	814.25	828.75
S3	785.75	795.50	826.25
S4	757.25	767.00	818.25

Weekly Pivots for week ending 16-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,072.25	1,033.75	886.50
R3	997.00	958.50	865.75
R2	921.75	921.75	858.75
R1	883.25	883.25	852.00	865.00
PP	846.50	846.50	846.50	837.25
S1	808.00	808.00	838.00	789.50
S2	771.25	771.25	831.25
S3	696.00	732.75	824.25
S4	620.75	657.50	803.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	870.75	809.50	61.25	7.3%	30.50	3.7%	40%	False	False	8,527
10	939.25	809.50	129.75	15.6%	27.50	3.3%	19%	False	False	6,091
20	939.25	809.50	129.75	15.6%	24.25	2.9%	19%	False	False	3,441

Crabel Price Patterns
NR	True
NR4	True
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	True
Stretch	6.23
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	982.50
2.618	935.75
1.618	907.25
1.000	889.75
0.618	878.75
HIGH	861.25
0.618	850.25
0.500	847.00
0.382	843.75
LOW	832.75
0.618	815.25
1.000	804.25
1.618	786.75
2.618	758.25
4.250	711.50

Fisher Pivots for day following 19-Jan-2009
Pivot	1 day	3 day
R1	847.00	835.50
PP	842.75	835.00
S1	838.25	834.50

Download as Excel Spreadsheet

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

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