E-mini S&P 500 Future June 2009


Trading Metrics calculated at close of trading on 27-Feb-2009
Day Change Summary
Previous Current
26-Feb-2009 27-Feb-2009 Change Change % Previous Week
Open 758.00 749.00 -9.00 -1.2% 765.25
High 775.25 752.25 -23.00 -3.0% 782.50
Low 747.25 727.50 -19.75 -2.6% 727.50
Close 748.75 731.00 -17.75 -2.4% 731.00
Range 28.00 24.75 -3.25 -11.6% 55.00
ATR 28.47 28.20 -0.27 -0.9% 0.00
Volume 28,893 19,790 -9,103 -31.5% 94,408
Daily Pivots for day following 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 811.25 795.75 744.50
R3 786.50 771.00 737.75
R2 761.75 761.75 735.50
R1 746.25 746.25 733.25 741.50
PP 737.00 737.00 737.00 734.50
S1 721.50 721.50 728.75 717.00
S2 712.25 712.25 726.50
S3 687.50 696.75 724.25
S4 662.75 672.00 717.50
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 912.00 876.50 761.25
R3 857.00 821.50 746.00
R2 802.00 802.00 741.00
R1 766.50 766.50 736.00 756.75
PP 747.00 747.00 747.00 742.00
S1 711.50 711.50 726.00 701.75
S2 692.00 692.00 721.00
S3 637.00 656.50 716.00
S4 582.00 601.50 700.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 782.50 727.50 55.00 7.5% 31.50 4.3% 6% False True 18,881
10 815.00 727.50 87.50 12.0% 26.50 3.6% 4% False True 12,622
20 869.75 727.50 142.25 19.5% 26.50 3.6% 2% False True 9,797
40 939.25 727.50 211.75 29.0% 28.75 3.9% 2% False True 7,461
60 939.25 727.50 211.75 29.0% 28.50 3.9% 2% False True 5,097
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 5.20
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 857.50
2.618 817.00
1.618 792.25
1.000 777.00
0.618 767.50
HIGH 752.25
0.618 742.75
0.500 740.00
0.382 737.00
LOW 727.50
0.618 712.25
1.000 702.75
1.618 687.50
2.618 662.75
4.250 622.25
Fisher Pivots for day following 27-Feb-2009
Pivot 1 day 3 day
R1 740.00 752.00
PP 737.00 745.00
S1 734.00 738.00

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

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