E-mini S&P 500 Future June 2009


Trading Metrics calculated at close of trading on 12-Feb-2009
Day Change Summary
Previous Current
11-Feb-2009 12-Feb-2009 Change Change % Previous Week
Open 828.25 830.00 1.75 0.2% 816.75
High 832.75 835.25 2.50 0.3% 865.50
Low 816.75 802.75 -14.00 -1.7% 803.00
Close 828.25 832.25 4.00 0.5% 864.50
Range 16.00 32.50 16.50 103.1% 62.50
ATR 29.45 29.67 0.22 0.7% 0.00
Volume 11,496 9,331 -2,165 -18.8% 37,049
Daily Pivots for day following 12-Feb-2009
Classic Woodie Camarilla DeMark
R4 921.00 909.00 850.00
R3 888.50 876.50 841.25
R2 856.00 856.00 838.25
R1 844.00 844.00 835.25 850.00
PP 823.50 823.50 823.50 826.50
S1 811.50 811.50 829.25 817.50
S2 791.00 791.00 826.25
S3 758.50 779.00 823.25
S4 726.00 746.50 814.50
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
5 869.75 802.75 67.00 8.1% 29.00 3.5% 44% False True 6,057
10 869.75 802.75 67.00 8.1% 27.50 3.3% 44% False True 6,888
20 871.75 794.25 77.50 9.3% 31.50 3.8% 49% False False 6,908
40 939.25 794.25 145.00 17.4% 28.00 3.4% 26% False False 4,363
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.75
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 973.50
2.618 920.25
1.618 887.75
1.000 867.75
0.618 855.25
HIGH 835.25
0.618 822.75
0.500 819.00
0.382 815.25
LOW 802.75
0.618 782.75
1.000 770.25
1.618 750.25
2.618 717.75
4.250 664.50
Fisher Pivots for day following 12-Feb-2009
Pivot 1 day 3 day
R1 827.75 832.50
PP 823.50 832.50
S1 819.00 832.50

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

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