E-mini S&P 500 Future June 2009


Trading Metrics calculated at close of trading on 02-Mar-2009
Day Change Summary
Previous Current
27-Feb-2009 02-Mar-2009 Change Change % Previous Week
Open 749.00 728.00 -21.00 -2.8% 765.25
High 752.25 729.75 -22.50 -3.0% 782.50
Low 727.50 695.50 -32.00 -4.4% 727.50
Close 731.00 702.25 -28.75 -3.9% 731.00
Range 24.75 34.25 9.50 38.4% 55.00
ATR 28.20 28.72 0.52 1.8% 0.00
Volume 19,790 16,344 -3,446 -17.4% 94,408
Daily Pivots for day following 02-Mar-2009
Classic Woodie Camarilla DeMark
R4 812.00 791.25 721.00
R3 777.75 757.00 711.75
R2 743.50 743.50 708.50
R1 722.75 722.75 705.50 716.00
PP 709.25 709.25 709.25 705.75
S1 688.50 688.50 699.00 681.75
S2 675.00 675.00 696.00
S3 640.75 654.25 692.75
S4 606.50 620.00 683.50
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
5 776.25 695.50 80.75 11.5% 29.00 4.1% 8% False True 20,362
10 815.00 695.50 119.50 17.0% 29.00 4.1% 6% False True 13,777
20 869.75 695.50 174.25 24.8% 27.25 3.9% 4% False True 10,132
40 939.25 695.50 243.75 34.7% 29.25 4.2% 3% False True 7,842
60 939.25 695.50 243.75 34.7% 28.25 4.0% 3% False True 5,370
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 875.25
2.618 819.50
1.618 785.25
1.000 764.00
0.618 751.00
HIGH 729.75
0.618 716.75
0.500 712.50
0.382 708.50
LOW 695.50
0.618 674.25
1.000 661.25
1.618 640.00
2.618 605.75
4.250 550.00
Fisher Pivots for day following 02-Mar-2009
Pivot 1 day 3 day
R1 712.50 735.50
PP 709.25 724.25
S1 705.75 713.25

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

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