E-mini S&P 500 Future June 2009

Trading Metrics calculated at close of trading on 20-Feb-2009

Day Change Summary
	Previous	Current
	19-Feb-2009	20-Feb-2009	Change	Change %	Previous Week
Open	776.00	774.25	-1.75	-0.2%	815.00
High	793.50	775.75	-17.75	-2.2%	815.00
Low	772.25	749.50	-22.75	-2.9%	749.50
Close	776.25	766.25	-10.00	-1.3%	766.25
Range	21.25	26.25	5.00	23.5%	65.50
ATR	27.08	27.06	-0.02	-0.1%	0.00
Volume	7,008	11,216	4,208	60.0%	31,817

Daily Pivots for day following 20-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	842.50	830.75	780.75
R3	816.25	804.50	773.50
R2	790.00	790.00	771.00
R1	778.25	778.25	768.75	771.00
PP	763.75	763.75	763.75	760.25
S1	752.00	752.00	763.75	744.75
S2	737.50	737.50	761.50
S3	711.25	725.75	759.00
S4	685.00	699.50	751.75

Weekly Pivots for week ending 20-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	973.50	935.25	802.25
R3	908.00	869.75	784.25
R2	842.50	842.50	778.25
R1	804.25	804.25	772.25	790.50
PP	777.00	777.00	777.00	770.00
S1	738.75	738.75	760.25	725.00
S2	711.50	711.50	754.25
S3	646.00	673.25	748.25
S4	580.50	607.75	730.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	815.00	749.50	65.50	8.5%	21.75	2.9%	26%	False	True	6,363
10	869.75	749.50	120.25	15.7%	24.50	3.2%	14%	False	True	6,448
20	871.75	749.50	122.25	16.0%	26.25	3.4%	14%	False	True	6,016
40	939.25	749.50	189.75	24.8%	27.50	3.6%	9%	False	True	5,199

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	4.03
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	887.25
2.618	844.50
1.618	818.25
1.000	802.00
0.618	792.00
HIGH	775.75
0.618	765.75
0.500	762.50
0.382	759.50
LOW	749.50
0.618	733.25
1.000	723.25
1.618	707.00
2.618	680.75
4.250	638.00

Fisher Pivots for day following 20-Feb-2009
Pivot	1 day	3 day
R1	765.00	771.50
PP	763.75	769.75
S1	762.50	768.00

Download as Excel Spreadsheet

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

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