E-mini S&P 500 Future June 2009

Trading Metrics calculated at close of trading on 04-May-2009

Day Change Summary
	Previous	Current
	01-May-2009	04-May-2009	Change	Change %	Previous Week
Open	866.00	876.00	10.00	1.2%	863.25
High	878.25	904.75	26.50	3.0%	887.00
Low	862.50	876.00	13.50	1.6%	838.50
Close	876.00	902.75	26.75	3.1%	876.00
Range	15.75	28.75	13.00	82.5%	48.50
ATR	25.12	25.38	0.26	1.0%	0.00
Volume	2,712,027	1,802,797	-909,230	-33.5%	12,222,896

Daily Pivots for day following 04-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	980.75	970.50	918.50
R3	952.00	941.75	910.75
R2	923.25	923.25	908.00
R1	913.00	913.00	905.50	918.00
PP	894.50	894.50	894.50	897.00
S1	884.25	884.25	900.00	889.50
S2	865.75	865.75	897.50
S3	837.00	855.50	894.75
S4	808.25	826.75	887.00

Weekly Pivots for week ending 01-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,012.75	992.75	902.75
R3	964.25	944.25	889.25
R2	915.75	915.75	885.00
R1	895.75	895.75	880.50	905.75
PP	867.25	867.25	867.25	872.00
S1	847.25	847.25	871.50	857.25
S2	818.75	818.75	867.00
S3	770.25	798.75	862.75
S4	721.75	750.25	849.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	904.75	838.50	66.25	7.3%	24.00	2.7%	97%	True	False	2,323,668
10	904.75	823.00	81.75	9.1%	23.50	2.6%	98%	True	False	2,435,803
20	904.75	802.25	102.50	11.4%	24.25	2.7%	98%	True	False	2,271,055
40	904.75	668.00	236.75	26.2%	27.00	3.0%	99%	True	False	2,237,803
60	904.75	662.75	242.00	26.8%	27.50	3.1%	99%	True	False	1,497,728
80	904.75	662.75	242.00	26.8%	28.75	3.2%	99%	True	False	1,124,850
100	939.25	662.75	276.50	30.6%	28.25	3.1%	87%	False	False	900,104

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	4.88
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,027.00
2.618	980.00
1.618	951.25
1.000	933.50
0.618	922.50
HIGH	904.75
0.618	893.75
0.500	890.50
0.382	887.00
LOW	876.00
0.618	858.25
1.000	847.25
1.618	829.50
2.618	800.75
4.250	753.75

Fisher Pivots for day following 04-May-2009
Pivot	1 day	3 day
R1	898.50	896.50
PP	894.50	890.00
S1	890.50	883.50

Download as Excel Spreadsheet

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

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