E-mini S&P 500 Future June 2009

Trading Metrics calculated at close of trading on 04-Feb-2009

Day Change Summary
	Previous	Current
	03-Feb-2009	04-Feb-2009	Change	Change %	Previous Week
Open	817.75	830.25	12.50	1.5%	817.75
High	836.00	846.00	10.00	1.2%	871.75
Low	813.25	822.50	9.25	1.1%	808.00
Close	828.25	826.50	-1.75	-0.2%	819.00
Range	22.75	23.50	0.75	3.3%	63.75
ATR	30.28	29.80	-0.48	-1.6%	0.00
Volume	12,441	2,988	-9,453	-76.0%	18,789

Daily Pivots for day following 04-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	902.25	887.75	839.50
R3	878.75	864.25	833.00
R2	855.25	855.25	830.75
R1	840.75	840.75	828.75	836.25
PP	831.75	831.75	831.75	829.50
S1	817.25	817.25	824.25	812.75
S2	808.25	808.25	822.25
S3	784.75	793.75	820.00
S4	761.25	770.25	813.50

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	865.00	803.00	62.00	7.5%	25.25	3.0%	38%	False	False	7,089
10	871.75	796.00	75.75	9.2%	28.75	3.5%	40%	False	False	5,768
20	910.50	794.25	116.25	14.1%	31.00	3.7%	28%	False	False	5,940
40	939.25	794.25	145.00	17.5%	28.00	3.4%	22%	False	False	3,372

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	4.98
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	946.00
2.618	907.50
1.618	884.00
1.000	869.50
0.618	860.50
HIGH	846.00
0.618	837.00
0.500	834.25
0.382	831.50
LOW	822.50
0.618	808.00
1.000	799.00
1.618	784.50
2.618	761.00
4.250	722.50

Fisher Pivots for day following 04-Feb-2009
Pivot	1 day	3 day
R1	834.25	825.75
PP	831.75	825.25
S1	829.00	824.50

Download as Excel Spreadsheet

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

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