E-mini S&P 500 Future June 2009

Trading Metrics calculated at close of trading on 13-Feb-2009

Day Change Summary
	Previous	Current
	12-Feb-2009	13-Feb-2009	Change	Change %	Previous Week
Open	830.00	831.75	1.75	0.2%	860.25
High	835.25	836.75	1.50	0.2%	869.75
Low	802.75	815.75	13.00	1.6%	802.75
Close	832.25	817.00	-15.25	-1.8%	817.00
Range	32.50	21.00	-11.50	-35.4%	67.00
ATR	29.67	29.05	-0.62	-2.1%	0.00
Volume	9,331	4,793	-4,538	-48.6%	32,667

Daily Pivots for day following 13-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	886.25	872.50	828.50
R3	865.25	851.50	822.75
R2	844.25	844.25	820.75
R1	830.50	830.50	819.00	827.00
PP	823.25	823.25	823.25	821.25
S1	809.50	809.50	815.00	806.00
S2	802.25	802.25	813.25
S3	781.25	788.50	811.25
S4	760.25	767.50	805.50

Weekly Pivots for week ending 13-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,030.75	991.00	853.75
R3	963.75	924.00	835.50
R2	896.75	896.75	829.25
R1	857.00	857.00	823.25	843.50
PP	829.75	829.75	829.75	823.00
S1	790.00	790.00	810.75	776.50
S2	762.75	762.75	804.75
S3	695.75	723.00	798.50
S4	628.75	656.00	780.25

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	8.2%	27.00	3.3%	21%	False	False	6,533
10	869.75	802.75	67.00	8.2%	26.50	3.2%	21%	False	False	6,971
20	871.75	794.25	77.50	9.5%	31.00	3.8%	29%	False	False	6,329
40	939.25	794.25	145.00	17.7%	27.75	3.4%	16%	False	False	4,482

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	6.25
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	926.00
2.618	891.75
1.618	870.75
1.000	857.75
0.618	849.75
HIGH	836.75
0.618	828.75
0.500	826.25
0.382	823.75
LOW	815.75
0.618	802.75
1.000	794.75
1.618	781.75
2.618	760.75
4.250	726.50

Fisher Pivots for day following 13-Feb-2009
Pivot	1 day	3 day
R1	826.25	819.75
PP	823.25	818.75
S1	820.00	818.00

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols