E-mini S&P 500 Future June 2009

Trading Metrics calculated at close of trading on 26-Feb-2009

Day Change Summary
	Previous	Current
	25-Feb-2009	26-Feb-2009	Change	Change %	Previous Week
Open	771.75	758.00	-13.75	-1.8%	815.00
High	776.25	775.25	-1.00	-0.1%	815.00
Low	748.50	747.25	-1.25	-0.2%	749.50
Close	758.25	748.75	-9.50	-1.3%	766.25
Range	27.75	28.00	0.25	0.9%	65.50
ATR	28.50	28.47	-0.04	-0.1%	0.00
Volume	13,396	28,893	15,497	115.7%	31,817

Daily Pivots for day following 26-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	841.00	823.00	764.25
R3	813.00	795.00	756.50
R2	785.00	785.00	754.00
R1	767.00	767.00	751.25	762.00
PP	757.00	757.00	757.00	754.50
S1	739.00	739.00	746.25	734.00
S2	729.00	729.00	743.50
S3	701.00	711.00	741.00
S4	673.00	683.00	733.25

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	782.50	736.75	45.75	6.1%	31.75	4.2%	26%	False	False	17,166
10	836.75	736.75	100.00	13.4%	26.25	3.5%	12%	False	False	11,122
20	869.75	736.75	133.00	17.8%	27.00	3.6%	9%	False	False	9,005
40	939.25	736.75	202.50	27.0%	29.00	3.9%	6%	False	False	7,040

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	5.38
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	894.25
2.618	848.50
1.618	820.50
1.000	803.25
0.618	792.50
HIGH	775.25
0.618	764.50
0.500	761.25
0.382	758.00
LOW	747.25
0.618	730.00
1.000	719.25
1.618	702.00
2.618	674.00
4.250	628.25

Fisher Pivots for day following 26-Feb-2009
Pivot	1 day	3 day
R1	761.25	758.25
PP	757.00	755.00
S1	753.00	752.00

Download as Excel Spreadsheet

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

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