E-mini S&P 500 Future June 2009

Trading Metrics calculated at close of trading on 22-Jan-2009

Day Change Summary
	Previous	Current
	21-Jan-2009	22-Jan-2009	Change	Change %	Previous Week
Open	801.00	836.00	35.00	4.4%	879.00
High	834.75	839.75	5.00	0.6%	884.75
Low	797.00	803.50	6.50	0.8%	809.50
Close	833.25	822.00	-11.25	-1.4%	845.00
Range	37.75	36.25	-1.50	-4.0%	75.25
ATR	31.49	31.83	0.34	1.1%	0.00
Volume	2,351	10,331	7,980	339.4%	30,397

Daily Pivots for day following 22-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	930.50	912.50	842.00
R3	894.25	876.25	832.00
R2	858.00	858.00	828.75
R1	840.00	840.00	825.25	831.00
PP	821.75	821.75	821.75	817.25
S1	803.75	803.75	818.75	794.50
S2	785.50	785.50	815.25
S3	749.25	767.50	812.00
S4	713.00	731.25	802.00

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	861.25	794.25	67.00	8.2%	40.00	4.9%	41%	False	False	10,189
10	910.50	794.25	116.25	14.1%	35.00	4.3%	24%	False	False	6,992
20	939.25	794.25	145.00	17.6%	27.25	3.3%	19%	False	False	4,245

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	True
Stretch	8.38
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	993.75
2.618	934.75
1.618	898.50
1.000	876.00
0.618	862.25
HIGH	839.75
0.618	826.00
0.500	821.50
0.382	817.25
LOW	803.50
0.618	781.00
1.000	767.25
1.618	744.75
2.618	708.50
4.250	649.50

Fisher Pivots for day following 22-Jan-2009
Pivot	1 day	3 day
R1	822.00	827.75
PP	821.75	825.75
S1	821.50	824.00

Download as Excel Spreadsheet

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

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