E-mini S&P 500 Future June 2009

Trading Metrics calculated at close of trading on 27-Apr-2009

Day Change Summary
	Previous	Current
	24-Apr-2009	27-Apr-2009	Change	Change %	Previous Week
Open	848.50	863.25	14.75	1.7%	865.50
High	868.75	865.75	-3.00	-0.3%	868.75
Low	841.50	846.75	5.25	0.6%	823.00
Close	866.50	856.75	-9.75	-1.1%	866.50
Range	27.25	19.00	-8.25	-30.3%	45.75
ATR	26.50	26.02	-0.48	-1.8%	0.00
Volume	2,489,552	2,407,351	-82,201	-3.3%	12,206,335

Daily Pivots for day following 27-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	913.50	904.00	867.25
R3	894.50	885.00	862.00
R2	875.50	875.50	860.25
R1	866.00	866.00	858.50	861.25
PP	856.50	856.50	856.50	854.00
S1	847.00	847.00	855.00	842.25
S2	837.50	837.50	853.25
S3	818.50	828.00	851.50
S4	799.50	809.00	846.25

Weekly Pivots for week ending 24-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	990.00	974.00	891.75
R3	944.25	928.25	879.00
R2	898.50	898.50	875.00
R1	882.50	882.50	870.75	890.50
PP	852.75	852.75	852.75	856.75
S1	836.75	836.75	862.25	844.75
S2	807.00	807.00	858.00
S3	761.25	791.00	854.00
S4	715.50	745.25	841.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	868.75	823.00	45.75	5.3%	22.75	2.7%	74%	False	False	2,547,939
10	872.00	823.00	49.00	5.7%	23.50	2.8%	69%	False	False	2,336,340
20	872.00	775.50	96.50	11.3%	25.75	3.0%	84%	False	False	2,328,148
40	872.00	662.75	209.25	24.4%	28.25	3.3%	93%	False	False	1,952,161
60	872.00	662.75	209.25	24.4%	27.75	3.2%	93%	False	False	1,304,706
80	939.25	662.75	276.50	32.3%	28.50	3.3%	70%	False	False	979,811
100	939.25	662.75	276.50	32.3%	28.50	3.3%	70%	False	False	783,923

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	6.05
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	946.50
2.618	915.50
1.618	896.50
1.000	884.75
0.618	877.50
HIGH	865.75
0.618	858.50
0.500	856.25
0.382	854.00
LOW	846.75
0.618	835.00
1.000	827.75
1.618	816.00
2.618	797.00
4.250	766.00

Fisher Pivots for day following 27-Apr-2009
Pivot	1 day	3 day
R1	856.50	854.50
PP	856.50	852.25
S1	856.25	850.00

Download as Excel Spreadsheet

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

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