E-mini S&P 500 Future June 2009

Trading Metrics calculated at close of trading on 02-Feb-2009

Day Change Summary
	Previous	Current
	30-Jan-2009	02-Feb-2009	Change	Change %	Previous Week
Open	845.25	816.75	-28.50	-3.4%	817.75
High	845.25	824.00	-21.25	-2.5%	871.75
Low	814.50	803.00	-11.50	-1.4%	808.00
Close	819.00	818.00	-1.00	-0.1%	819.00
Range	30.75	21.00	-9.75	-31.7%	63.75
ATR	31.62	30.86	-0.76	-2.4%	0.00
Volume	3,957	9,628	5,671	143.3%	18,789

Daily Pivots for day following 02-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	878.00	869.00	829.50
R3	857.00	848.00	823.75
R2	836.00	836.00	821.75
R1	827.00	827.00	820.00	831.50
PP	815.00	815.00	815.00	817.25
S1	806.00	806.00	816.00	810.50
S2	794.00	794.00	814.25
S3	773.00	785.00	812.25
S4	752.00	764.00	806.50

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	803.00	68.75	8.4%	26.25	3.2%	22%	False	True	5,098
10	871.75	794.25	77.50	9.5%	34.50	4.2%	31%	False	False	5,011
20	939.25	794.25	145.00	17.7%	31.00	3.8%	16%	False	False	5,551
40	939.25	794.25	145.00	17.7%	28.75	3.5%	16%	False	False	2,988

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	6.35
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	913.25
2.618	879.00
1.618	858.00
1.000	845.00
0.618	837.00
HIGH	824.00
0.618	816.00
0.500	813.50
0.382	811.00
LOW	803.00
0.618	790.00
1.000	782.00
1.618	769.00
2.618	748.00
4.250	713.75

Fisher Pivots for day following 02-Feb-2009
Pivot	1 day	3 day
R1	816.50	834.00
PP	815.00	828.75
S1	813.50	823.25

Download as Excel Spreadsheet

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

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