E-mini S&P 500 Future June 2009

Trading Metrics calculated at close of trading on 10-Feb-2009

Day Change Summary
	Previous	Current
	09-Feb-2009	10-Feb-2009	Change	Change %	Previous Week
Open	860.25	861.25	1.00	0.1%	816.75
High	869.75	862.50	-7.25	-0.8%	865.50
Low	850.00	816.75	-33.25	-3.9%	803.00
Close	862.00	823.50	-38.50	-4.5%	864.50
Range	19.75	45.75	26.00	131.6%	62.50
ATR	29.31	30.49	1.17	4.0%	0.00
Volume	5,366	1,681	-3,685	-68.7%	37,049

Daily Pivots for day following 10-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	971.50	943.25	848.75
R3	925.75	897.50	836.00
R2	880.00	880.00	832.00
R1	851.75	851.75	827.75	843.00
PP	834.25	834.25	834.25	830.00
S1	806.00	806.00	819.25	797.25
S2	788.50	788.50	815.00
S3	742.75	760.25	811.00
S4	697.00	714.50	798.25

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	869.75	813.50	56.25	6.8%	30.50	3.7%	18%	False	False	4,405
10	871.75	803.00	68.75	8.3%	29.00	3.5%	30%	False	False	5,707
20	871.75	794.25	77.50	9.4%	32.75	4.0%	38%	False	False	6,276
40	939.25	794.25	145.00	17.6%	28.50	3.5%	20%	False	False	3,843

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.03
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	1,057.00
2.618	982.25
1.618	936.50
1.000	908.25
0.618	890.75
HIGH	862.50
0.618	845.00
0.500	839.50
0.382	834.25
LOW	816.75
0.618	788.50
1.000	771.00
1.618	742.75
2.618	697.00
4.250	622.25

Fisher Pivots for day following 10-Feb-2009
Pivot	1 day	3 day
R1	839.50	843.25
PP	834.25	836.75
S1	829.00	830.00

Download as Excel Spreadsheet

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

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