E-mini S&P 500 Future June 2009

Trading Metrics calculated at close of trading on 20-Jan-2009

Day Change Summary
	Previous	Current
	19-Jan-2009	20-Jan-2009	Change	Change %	Previous Week
Open	855.00	839.25	-15.75	-1.8%	879.00
High	861.25	861.25	0.00	0.0%	884.75
Low	832.75	794.25	-38.50	-4.6%	809.50
Close	834.00	802.25	-31.75	-3.8%	845.00
Range	28.50	67.00	38.50	135.1%	75.25
ATR	28.25	31.01	2.77	9.8%	0.00
Volume	16,376	5,511	-10,865	-66.3%	30,397

Daily Pivots for day following 20-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,020.25	978.25	839.00
R3	953.25	911.25	820.75
R2	886.25	886.25	814.50
R1	844.25	844.25	808.50	831.75
PP	819.25	819.25	819.25	813.00
S1	777.25	777.25	796.00	764.75
S2	752.25	752.25	790.00
S3	685.25	710.25	783.75
S4	618.25	643.25	765.50

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	794.25	76.50	9.5%	40.50	5.0%	10%	False	True	9,291
10	929.50	794.25	135.25	16.9%	32.50	4.1%	6%	False	True	6,380
20	939.25	794.25	145.00	18.1%	26.50	3.3%	6%	False	True	3,702

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	8.28
Widest range in 33 trading days

Fibonacci Retracements and Extensions
4.250	1,146.00
2.618	1,036.75
1.618	969.75
1.000	928.25
0.618	902.75
HIGH	861.25
0.618	835.75
0.500	827.75
0.382	819.75
LOW	794.25
0.618	752.75
1.000	727.25
1.618	685.75
2.618	618.75
4.250	509.50

Fisher Pivots for day following 20-Jan-2009
Pivot	1 day	3 day
R1	827.75	827.75
PP	819.25	819.25
S1	810.75	810.75

Download as Excel Spreadsheet

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

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