E-mini S&P 500 Future June 2009

Trading Metrics calculated at close of trading on 06-May-2009

Day Change Summary
	Previous	Current
	05-May-2009	06-May-2009	Change	Change %	Previous Week
Open	902.75	903.00	0.25	0.0%	863.25
High	905.00	918.00	13.00	1.4%	887.00
Low	893.50	891.00	-2.50	-0.3%	838.50
Close	903.50	917.25	13.75	1.5%	876.00
Range	11.50	27.00	15.50	134.8%	48.50
ATR	24.39	24.58	0.19	0.8%	0.00
Volume	2,171,103	1,997,855	-173,248	-8.0%	12,222,896

Daily Pivots for day following 06-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	989.75	980.50	932.00
R3	962.75	953.50	924.75
R2	935.75	935.75	922.25
R1	926.50	926.50	919.75	931.00
PP	908.75	908.75	908.75	911.00
S1	899.50	899.50	914.75	904.00
S2	881.75	881.75	912.25
S3	854.75	872.50	909.75
S4	827.75	845.50	902.50

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	918.00	862.50	55.50	6.1%	21.00	2.3%	99%	True	False	2,220,384
10	918.00	831.25	86.75	9.5%	22.25	2.4%	99%	True	False	2,361,808
20	918.00	802.25	115.75	12.6%	23.50	2.6%	99%	True	False	2,271,120
40	918.00	708.00	210.00	22.9%	26.25	2.9%	100%	True	False	2,337,650
60	918.00	662.75	255.25	27.8%	27.25	3.0%	100%	True	False	1,567,093
80	918.00	662.75	255.25	27.8%	28.50	3.1%	100%	True	False	1,176,889
100	939.25	662.75	276.50	30.1%	27.75	3.0%	92%	False	False	941,793

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.35
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,032.75
2.618	988.75
1.618	961.75
1.000	945.00
0.618	934.75
HIGH	918.00
0.618	907.75
0.500	904.50
0.382	901.25
LOW	891.00
0.618	874.25
1.000	864.00
1.618	847.25
2.618	820.25
4.250	776.25

Fisher Pivots for day following 06-May-2009
Pivot	1 day	3 day
R1	913.00	910.50
PP	908.75	903.75
S1	904.50	897.00

Download as Excel Spreadsheet

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

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