E-mini S&P 500 Future June 2009


Trading Metrics calculated at close of trading on 11-Feb-2009
Day Change Summary
Previous Current
10-Feb-2009 11-Feb-2009 Change Change % Previous Week
Open 861.25 828.25 -33.00 -3.8% 816.75
High 862.50 832.75 -29.75 -3.4% 865.50
Low 816.75 816.75 0.00 0.0% 803.00
Close 823.50 828.25 4.75 0.6% 864.50
Range 45.75 16.00 -29.75 -65.0% 62.50
ATR 30.49 29.45 -1.03 -3.4% 0.00
Volume 1,681 11,496 9,815 583.9% 37,049
Daily Pivots for day following 11-Feb-2009
Classic Woodie Camarilla DeMark
R4 874.00 867.00 837.00
R3 858.00 851.00 832.75
R2 842.00 842.00 831.25
R1 835.00 835.00 829.75 836.25
PP 826.00 826.00 826.00 826.50
S1 819.00 819.00 826.75 820.25
S2 810.00 810.00 825.25
S3 794.00 803.00 823.75
S4 778.00 787.00 819.50
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% 29.00 3.5% 26% False False 6,107
10 869.75 803.00 66.75 8.1% 27.00 3.3% 38% False False 6,598
20 871.75 794.25 77.50 9.4% 31.50 3.8% 44% False False 6,678
40 939.25 794.25 145.00 17.5% 28.00 3.4% 23% False False 4,130
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 5.43
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 900.75
2.618 874.75
1.618 858.75
1.000 848.75
0.618 842.75
HIGH 832.75
0.618 826.75
0.500 824.75
0.382 822.75
LOW 816.75
0.618 806.75
1.000 800.75
1.618 790.75
2.618 774.75
4.250 748.75
Fisher Pivots for day following 11-Feb-2009
Pivot 1 day 3 day
R1 827.00 843.25
PP 826.00 838.25
S1 824.75 833.25

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

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