E-mini S&P 500 Future June 2009

Trading Metrics calculated at close of trading on 07-May-2009

Day Change Summary
	Previous	Current
	06-May-2009	07-May-2009	Change	Change %	Previous Week
Open	903.00	916.75	13.75	1.5%	863.25
High	918.00	929.50	11.50	1.3%	887.00
Low	891.00	898.00	7.00	0.8%	838.50
Close	917.25	907.00	-10.25	-1.1%	876.00
Range	27.00	31.50	4.50	16.7%	48.50
ATR	24.58	25.07	0.49	2.0%	0.00
Volume	1,997,855	2,650,152	652,297	32.6%	12,222,896

Daily Pivots for day following 07-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,006.00	988.00	924.25
R3	974.50	956.50	915.75
R2	943.00	943.00	912.75
R1	925.00	925.00	910.00	918.25
PP	911.50	911.50	911.50	908.00
S1	893.50	893.50	904.00	886.75
S2	880.00	880.00	901.25
S3	848.50	862.00	898.25
S4	817.00	830.50	889.75

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	929.50	862.50	67.00	7.4%	23.00	2.5%	66%	True	False	2,266,786
10	929.50	838.50	91.00	10.0%	23.50	2.6%	75%	True	False	2,333,435
20	929.50	822.25	107.25	11.8%	24.00	2.6%	79%	True	False	2,298,538
40	929.50	708.00	221.50	24.4%	26.50	2.9%	90%	True	False	2,399,291
60	929.50	662.75	266.75	29.4%	27.50	3.0%	92%	True	False	1,611,071
80	929.50	662.75	266.75	29.4%	28.50	3.1%	92%	True	False	1,209,973
100	939.25	662.75	276.50	30.5%	27.75	3.0%	88%	False	False	968,295

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	5.15
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	1,063.50
2.618	1,012.00
1.618	980.50
1.000	961.00
0.618	949.00
HIGH	929.50
0.618	917.50
0.500	913.75
0.382	910.00
LOW	898.00
0.618	878.50
1.000	866.50
1.618	847.00
2.618	815.50
4.250	764.00

Fisher Pivots for day following 07-May-2009
Pivot	1 day	3 day
R1	913.75	910.25
PP	911.50	909.25
S1	909.25	908.00

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols