E-mini S&P 500 Future June 2009

Trading Metrics calculated at close of trading on 29-Apr-2009

Day Change Summary
	Previous	Current
	28-Apr-2009	29-Apr-2009	Change	Change %	Previous Week
Open	855.00	850.25	-4.75	-0.6%	865.50
High	861.50	879.25	17.75	2.1%	868.75
Low	838.50	849.25	10.75	1.3%	823.00
Close	851.75	869.00	17.25	2.0%	866.50
Range	23.00	30.00	7.00	30.4%	45.75
ATR	25.80	26.10	0.30	1.2%	0.00
Volume	2,460,914	2,224,466	-236,448	-9.6%	12,206,335

Daily Pivots for day following 29-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	955.75	942.50	885.50
R3	925.75	912.50	877.25
R2	895.75	895.75	874.50
R1	882.50	882.50	871.75	889.00
PP	865.75	865.75	865.75	869.25
S1	852.50	852.50	866.25	859.00
S2	835.75	835.75	863.50
S3	805.75	822.50	860.75
S4	775.75	792.50	852.50

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	879.25	831.25	48.00	5.5%	23.50	2.7%	79%	True	False	2,503,233
10	879.25	823.00	56.25	6.5%	25.00	2.9%	82%	True	False	2,406,189
20	879.25	779.00	100.25	11.5%	25.25	2.9%	90%	True	False	2,338,798
40	879.25	662.75	216.50	24.9%	28.25	3.2%	95%	True	False	2,068,358
60	879.25	662.75	216.50	24.9%	28.00	3.2%	95%	True	False	1,382,428
80	929.50	662.75	266.75	30.7%	28.75	3.3%	77%	False	False	1,038,332
100	939.25	662.75	276.50	31.8%	28.00	3.2%	75%	False	False	830,776

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.73
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1,006.75
2.618	957.75
1.618	927.75
1.000	909.25
0.618	897.75
HIGH	879.25
0.618	867.75
0.500	864.25
0.382	860.75
LOW	849.25
0.618	830.75
1.000	819.25
1.618	800.75
2.618	770.75
4.250	721.75

Fisher Pivots for day following 29-Apr-2009
Pivot	1 day	3 day
R1	867.50	865.50
PP	865.75	862.25
S1	864.25	859.00

Download as Excel Spreadsheet

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

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