E-mini S&P 500 Future June 2009


Trading Metrics calculated at close of trading on 23-Jan-2009
Day Change Summary
Previous Current
22-Jan-2009 23-Jan-2009 Change Change % Previous Week
Open 836.00 822.00 -14.00 -1.7% 855.00
High 839.75 832.00 -7.75 -0.9% 861.25
Low 803.50 796.00 -7.50 -0.9% 794.25
Close 822.00 820.00 -2.00 -0.2% 820.00
Range 36.25 36.00 -0.25 -0.7% 67.00
ATR 31.83 32.13 0.30 0.9% 0.00
Volume 10,331 3,506 -6,825 -66.1% 38,075
Daily Pivots for day following 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 924.00 908.00 839.75
R3 888.00 872.00 830.00
R2 852.00 852.00 826.50
R1 836.00 836.00 823.25 826.00
PP 816.00 816.00 816.00 811.00
S1 800.00 800.00 816.75 790.00
S2 780.00 780.00 813.50
S3 744.00 764.00 810.00
S4 708.00 728.00 800.25
Weekly Pivots for week ending 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 1,026.25 990.00 856.75
R3 959.25 923.00 838.50
R2 892.25 892.25 832.25
R1 856.00 856.00 826.25 840.50
PP 825.25 825.25 825.25 817.50
S1 789.00 789.00 813.75 773.50
S2 758.25 758.25 807.75
S3 691.25 722.00 801.50
S4 624.25 655.00 783.25
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% 41.00 5.0% 38% False False 7,615
10 884.75 794.25 90.50 11.0% 35.75 4.4% 28% False False 6,847
20 939.25 794.25 145.00 17.7% 28.75 3.5% 18% False False 4,382
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 False
Stretch 8.63
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 985.00
2.618 926.25
1.618 890.25
1.000 868.00
0.618 854.25
HIGH 832.00
0.618 818.25
0.500 814.00
0.382 809.75
LOW 796.00
0.618 773.75
1.000 760.00
1.618 737.75
2.618 701.75
4.250 643.00
Fisher Pivots for day following 23-Jan-2009
Pivot 1 day 3 day
R1 818.00 819.25
PP 816.00 818.50
S1 814.00 818.00

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

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