E-mini S&P 500 Future June 2009

Trading Metrics calculated at close of trading on 25-Feb-2009

Day Change Summary
	Previous	Current
	24-Feb-2009	25-Feb-2009	Change	Change %	Previous Week
Open	741.75	771.75	30.00	4.0%	815.00
High	771.00	776.25	5.25	0.7%	815.00
Low	740.25	748.50	8.25	1.1%	749.50
Close	765.50	758.25	-7.25	-0.9%	766.25
Range	30.75	27.75	-3.00	-9.8%	65.50
ATR	28.56	28.50	-0.06	-0.2%	0.00
Volume	23,390	13,396	-9,994	-42.7%	31,817

Daily Pivots for day following 25-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	844.25	829.00	773.50
R3	816.50	801.25	766.00
R2	788.75	788.75	763.25
R1	773.50	773.50	760.75	767.25
PP	761.00	761.00	761.00	758.00
S1	745.75	745.75	755.75	739.50
S2	733.25	733.25	753.25
S3	705.50	718.00	750.50
S4	677.75	690.25	743.00

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	793.50	736.75	56.75	7.5%	30.25	4.0%	38%	False	False	12,789
10	836.75	736.75	100.00	13.2%	26.75	3.5%	22%	False	False	9,166
20	869.75	736.75	133.00	17.5%	27.00	3.5%	16%	False	False	7,882
40	939.25	736.75	202.50	26.7%	28.75	3.8%	11%	False	False	6,330

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	True
Stretch	4.83
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	894.25
2.618	849.00
1.618	821.25
1.000	804.00
0.618	793.50
HIGH	776.25
0.618	765.75
0.500	762.50
0.382	759.00
LOW	748.50
0.618	731.25
1.000	720.75
1.618	703.50
2.618	675.75
4.250	630.50

Fisher Pivots for day following 25-Feb-2009
Pivot	1 day	3 day
R1	762.50	759.50
PP	761.00	759.25
S1	759.50	758.75

Download as Excel Spreadsheet

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

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