E-mini S&P 500 Future June 2009


Trading Metrics calculated at close of trading on 16-Feb-2009
Day Change Summary
Previous Current
13-Feb-2009 16-Feb-2009 Change Change % Previous Week
Open 831.75 815.00 -16.75 -2.0% 860.25
High 836.75 815.00 -21.75 -2.6% 869.75
Low 815.75 805.50 -10.25 -1.3% 802.75
Close 817.00 805.50 -11.50 -1.4% 817.00
Range 21.00 9.50 -11.50 -54.8% 67.00
ATR 29.05 27.80 -1.25 -4.3% 0.00
Volume 4,793 4,793 0 0.0% 32,667
Daily Pivots for day following 16-Feb-2009
Classic Woodie Camarilla DeMark
R4 837.25 830.75 810.75
R3 827.75 821.25 808.00
R2 818.25 818.25 807.25
R1 811.75 811.75 806.25 810.25
PP 808.75 808.75 808.75 808.00
S1 802.25 802.25 804.75 800.75
S2 799.25 799.25 803.75
S3 789.75 792.75 803.00
S4 780.25 783.25 800.25
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
5 862.50 802.75 59.75 7.4% 25.00 3.1% 5% False False 6,418
10 869.75 802.75 67.00 8.3% 25.50 3.2% 4% False False 6,488
20 871.75 794.25 77.50 9.6% 30.00 3.7% 15% False False 5,749
40 939.25 794.25 145.00 18.0% 27.25 3.4% 8% False False 4,595
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 True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.53
Narrowest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 855.50
2.618 839.75
1.618 830.25
1.000 824.50
0.618 820.75
HIGH 815.00
0.618 811.25
0.500 810.25
0.382 809.25
LOW 805.50
0.618 799.75
1.000 796.00
1.618 790.25
2.618 780.75
4.250 765.00
Fisher Pivots for day following 16-Feb-2009
Pivot 1 day 3 day
R1 810.25 819.75
PP 808.75 815.00
S1 807.00 810.25

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

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