E-mini S&P 500 Future June 2009

Trading Metrics calculated at close of trading on 05-Feb-2009

Day Change Summary
	Previous	Current
	04-Feb-2009	05-Feb-2009	Change	Change %	Previous Week
Open	830.25	827.25	-3.00	-0.4%	817.75
High	846.00	845.25	-0.75	-0.1%	871.75
Low	822.50	813.50	-9.00	-1.1%	808.00
Close	826.50	837.25	10.75	1.3%	819.00
Range	23.50	31.75	8.25	35.1%	63.75
ATR	29.80	29.93	0.14	0.5%	0.00
Volume	2,988	9,580	6,592	220.6%	18,789

Daily Pivots for day following 05-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	927.25	914.00	854.75
R3	895.50	882.25	846.00
R2	863.75	863.75	843.00
R1	850.50	850.50	840.25	857.00
PP	832.00	832.00	832.00	835.25
S1	818.75	818.75	834.25	825.50
S2	800.25	800.25	831.50
S3	768.50	787.00	828.50
S4	736.75	755.25	819.75

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	846.00	803.00	43.00	5.1%	26.00	3.1%	80%	False	False	7,718
10	871.75	796.00	75.75	9.0%	28.25	3.4%	54%	False	False	5,693
20	910.50	794.25	116.25	13.9%	31.75	3.8%	37%	False	False	6,342
40	939.25	794.25	145.00	17.3%	28.25	3.4%	30%	False	False	3,610

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.98
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	980.25
2.618	928.25
1.618	896.50
1.000	877.00
0.618	864.75
HIGH	845.25
0.618	833.00
0.500	829.50
0.382	825.75
LOW	813.50
0.618	794.00
1.000	781.75
1.618	762.25
2.618	730.50
4.250	678.50

Fisher Pivots for day following 05-Feb-2009
Pivot	1 day	3 day
R1	834.50	834.75
PP	832.00	832.25
S1	829.50	829.50

Download as Excel Spreadsheet

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

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