E-mini S&P 500 Future June 2009

Trading Metrics calculated at close of trading on 30-Jan-2009

Day Change Summary
	Previous	Current
	29-Jan-2009	30-Jan-2009	Change	Change %	Previous Week
Open	863.00	845.25	-17.75	-2.1%	817.75
High	865.00	845.25	-19.75	-2.3%	871.75
Low	837.00	814.50	-22.50	-2.7%	808.00
Close	839.25	819.00	-20.25	-2.4%	819.00
Range	28.00	30.75	2.75	9.8%	63.75
ATR	31.68	31.62	-0.07	-0.2%	0.00
Volume	6,433	3,957	-2,476	-38.5%	18,789

Daily Pivots for day following 30-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	918.50	899.50	836.00
R3	887.75	868.75	827.50
R2	857.00	857.00	824.75
R1	838.00	838.00	821.75	832.00
PP	826.25	826.25	826.25	823.25
S1	807.25	807.25	816.25	801.50
S2	795.50	795.50	813.25
S3	764.75	776.50	810.50
S4	734.00	745.75	802.00

Weekly Pivots for week ending 30-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,024.25	985.25	854.00
R3	960.50	921.50	836.50
R2	896.75	896.75	830.75
R1	857.75	857.75	824.75	877.25
PP	833.00	833.00	833.00	842.50
S1	794.00	794.00	813.25	813.50
S2	769.25	769.25	807.25
S3	705.50	730.25	801.50
S4	641.75	666.50	784.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	871.75	808.00	63.75	7.8%	29.75	3.6%	17%	False	False	3,757
10	871.75	794.25	77.50	9.5%	35.50	4.3%	32%	False	False	5,686
20	939.25	794.25	145.00	17.7%	31.00	3.8%	17%	False	False	5,125
40	939.25	794.25	145.00	17.7%	29.25	3.6%	17%	False	False	2,748

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	6.25
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	976.00
2.618	925.75
1.618	895.00
1.000	876.00
0.618	864.25
HIGH	845.25
0.618	833.50
0.500	830.00
0.382	826.25
LOW	814.50
0.618	795.50
1.000	783.75
1.618	764.75
2.618	734.00
4.250	683.75

Fisher Pivots for day following 30-Jan-2009
Pivot	1 day	3 day
R1	830.00	843.00
PP	826.25	835.00
S1	822.50	827.00

Download as Excel Spreadsheet

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

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