E-mini S&P 500 Future June 2009

Trading Metrics calculated at close of trading on 27-Jan-2009

Day Change Summary
	Previous	Current
	26-Jan-2009	27-Jan-2009	Change	Change %	Previous Week
Open	817.75	832.50	14.75	1.8%	855.00
High	845.50	844.00	-1.50	-0.2%	861.25
Low	808.00	828.25	20.25	2.5%	794.25
Close	827.25	835.75	8.50	1.0%	820.00
Range	37.50	15.75	-21.75	-58.0%	67.00
ATR	32.52	31.39	-1.13	-3.5%	0.00
Volume	2,923	2,891	-32	-1.1%	38,075

Daily Pivots for day following 27-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	883.25	875.25	844.50
R3	867.50	859.50	840.00
R2	851.75	851.75	838.75
R1	843.75	843.75	837.25	847.75
PP	836.00	836.00	836.00	838.00
S1	828.00	828.00	834.25	832.00
S2	820.25	820.25	832.75
S3	804.50	812.25	831.50
S4	788.75	796.50	827.00

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	845.50	796.00	49.50	5.9%	32.75	3.9%	80%	False	False	4,400
10	870.75	794.25	76.50	9.2%	36.50	4.4%	54%	False	False	6,845
20	939.25	794.25	145.00	17.3%	30.00	3.6%	29%	False	False	4,669

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	9.18
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	911.00
2.618	885.25
1.618	869.50
1.000	859.75
0.618	853.75
HIGH	844.00
0.618	838.00
0.500	836.00
0.382	834.25
LOW	828.25
0.618	818.50
1.000	812.50
1.618	802.75
2.618	787.00
4.250	761.25

Fisher Pivots for day following 27-Jan-2009
Pivot	1 day	3 day
R1	836.00	830.75
PP	836.00	825.75
S1	836.00	820.75

Download as Excel Spreadsheet

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

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