E-mini S&P 500 Future June 2009

Trading Metrics calculated at close of trading on 06-Feb-2009

Day Change Summary
	Previous	Current
	05-Feb-2009	06-Feb-2009	Change	Change %	Previous Week
Open	827.25	837.75	10.50	1.3%	816.75
High	845.25	865.50	20.25	2.4%	865.50
Low	813.50	834.00	20.50	2.5%	803.00
Close	837.25	864.50	27.25	3.3%	864.50
Range	31.75	31.50	-0.25	-0.8%	62.50
ATR	29.93	30.05	0.11	0.4%	0.00
Volume	9,580	2,412	-7,168	-74.8%	37,049

Daily Pivots for day following 06-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	949.25	938.25	881.75
R3	917.75	906.75	873.25
R2	886.25	886.25	870.25
R1	875.25	875.25	867.50	880.75
PP	854.75	854.75	854.75	857.50
S1	843.75	843.75	861.50	849.25
S2	823.25	823.25	858.75
S3	791.75	812.25	855.75
S4	760.25	780.75	847.25

Weekly Pivots for week ending 06-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,031.75	1,010.75	899.00
R3	969.25	948.25	881.75
R2	906.75	906.75	876.00
R1	885.75	885.75	870.25	896.25
PP	844.25	844.25	844.25	849.50
S1	823.25	823.25	858.75	833.75
S2	781.75	781.75	853.00
S3	719.25	760.75	847.25
S4	656.75	698.25	830.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	865.50	803.00	62.50	7.2%	26.00	3.0%	98%	True	False	7,409
10	871.75	803.00	68.75	8.0%	28.00	3.2%	89%	False	False	5,583
20	884.75	794.25	90.50	10.5%	31.75	3.7%	78%	False	False	6,215
40	939.25	794.25	145.00	16.8%	29.00	3.3%	48%	False	False	3,668

Crabel Price Patterns
NR	True
NR4	False
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	5.35
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	999.50
2.618	948.00
1.618	916.50
1.000	897.00
0.618	885.00
HIGH	865.50
0.618	853.50
0.500	849.75
0.382	846.00
LOW	834.00
0.618	814.50
1.000	802.50
1.618	783.00
2.618	751.50
4.250	700.00

Fisher Pivots for day following 06-Feb-2009
Pivot	1 day	3 day
R1	859.50	856.25
PP	854.75	847.75
S1	849.75	839.50

Download as Excel Spreadsheet

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

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