E-mini S&P 500 Future June 2009

Trading Metrics calculated at close of trading on 03-Feb-2009

Day Change Summary
	Previous	Current
	02-Feb-2009	03-Feb-2009	Change	Change %	Previous Week
Open	816.75	817.75	1.00	0.1%	817.75
High	824.00	836.00	12.00	1.5%	871.75
Low	803.00	813.25	10.25	1.3%	808.00
Close	818.00	828.25	10.25	1.3%	819.00
Range	21.00	22.75	1.75	8.3%	63.75
ATR	30.86	30.28	-0.58	-1.9%	0.00
Volume	9,628	12,441	2,813	29.2%	18,789

Daily Pivots for day following 03-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	894.00	884.00	840.75
R3	871.25	861.25	834.50
R2	848.50	848.50	832.50
R1	838.50	838.50	830.25	843.50
PP	825.75	825.75	825.75	828.50
S1	815.75	815.75	826.25	820.75
S2	803.00	803.00	824.00
S3	780.25	793.00	822.00
S4	757.50	770.25	815.75

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	8.3%	27.75	3.4%	37%	False	False	7,008
10	871.75	796.00	75.75	9.1%	30.25	3.6%	43%	False	False	5,704
20	929.50	794.25	135.25	16.3%	31.50	3.8%	25%	False	False	6,042
40	939.25	794.25	145.00	17.5%	28.00	3.4%	23%	False	False	3,297

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.60
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	932.75
2.618	895.50
1.618	872.75
1.000	858.75
0.618	850.00
HIGH	836.00
0.618	827.25
0.500	824.50
0.382	822.00
LOW	813.25
0.618	799.25
1.000	790.50
1.618	776.50
2.618	753.75
4.250	716.50

Fisher Pivots for day following 03-Feb-2009
Pivot	1 day	3 day
R1	827.00	827.00
PP	825.75	825.50
S1	824.50	824.00

Download as Excel Spreadsheet

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

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