E-mini S&P 500 Future June 2009

Trading Metrics calculated at close of trading on 26-Jan-2009

Day Change Summary
	Previous	Current
	23-Jan-2009	26-Jan-2009	Change	Change %	Previous Week
Open	822.00	817.75	-4.25	-0.5%	855.00
High	832.00	845.50	13.50	1.6%	861.25
Low	796.00	808.00	12.00	1.5%	794.25
Close	820.00	827.25	7.25	0.9%	820.00
Range	36.00	37.50	1.50	4.2%	67.00
ATR	32.13	32.52	0.38	1.2%	0.00
Volume	3,506	2,923	-583	-16.6%	38,075

Daily Pivots for day following 26-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	939.50	920.75	848.00
R3	902.00	883.25	837.50
R2	864.50	864.50	834.00
R1	845.75	845.75	830.75	855.00
PP	827.00	827.00	827.00	831.50
S1	808.25	808.25	823.75	817.50
S2	789.50	789.50	820.50
S3	752.00	770.75	817.00
S4	714.50	733.25	806.50

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	8.1%	43.00	5.2%	49%	False	False	4,924
10	870.75	794.25	76.50	9.2%	36.75	4.4%	43%	False	False	6,726
20	939.25	794.25	145.00	17.5%	30.25	3.6%	23%	False	False	4,528

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	9.03
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,005.00
2.618	943.75
1.618	906.25
1.000	883.00
0.618	868.75
HIGH	845.50
0.618	831.25
0.500	826.75
0.382	822.25
LOW	808.00
0.618	784.75
1.000	770.50
1.618	747.25
2.618	709.75
4.250	648.50

Fisher Pivots for day following 26-Jan-2009
Pivot	1 day	3 day
R1	827.00	825.00
PP	827.00	823.00
S1	826.75	820.75

Download as Excel Spreadsheet

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

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