E-mini S&P 500 Future June 2009

Trading Metrics calculated at close of trading on 13-May-2009

Day Change Summary
	Previous	Current
	12-May-2009	13-May-2009	Change	Change %	Previous Week
Open	908.75	907.50	-1.25	-0.1%	876.00
High	915.25	911.25	-4.00	-0.4%	929.50
Low	894.00	880.00	-14.00	-1.6%	876.00
Close	906.75	885.25	-21.50	-2.4%	924.75
Range	21.25	31.25	10.00	47.1%	53.50
ATR	24.38	24.87	0.49	2.0%	0.00
Volume	2,061,930	2,530,397	468,467	22.7%	11,365,477

Daily Pivots for day following 13-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	986.00	966.75	902.50
R3	954.75	935.50	893.75
R2	923.50	923.50	891.00
R1	904.25	904.25	888.00	898.25
PP	892.25	892.25	892.25	889.00
S1	873.00	873.00	882.50	867.00
S2	861.00	861.00	879.50
S3	829.75	841.75	876.75
S4	798.50	810.50	868.00

Weekly Pivots for week ending 08-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,070.50	1,051.25	954.25
R3	1,017.00	997.75	939.50
R2	963.50	963.50	934.50
R1	944.25	944.25	929.75	954.00
PP	910.00	910.00	910.00	915.00
S1	890.75	890.75	919.75	900.50
S2	856.50	856.50	915.00
S3	803.00	837.25	910.00
S4	749.50	783.75	895.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	929.50	880.00	49.50	5.6%	25.25	2.8%	11%	False	True	2,525,581
10	929.50	862.50	67.00	7.6%	23.25	2.6%	34%	False	False	2,372,982
20	929.50	823.00	106.50	12.0%	24.00	2.7%	58%	False	False	2,389,586
40	929.50	761.50	168.00	19.0%	26.00	2.9%	74%	False	False	2,436,372
60	929.50	662.75	266.75	30.1%	27.50	3.1%	83%	False	False	1,776,992
80	929.50	662.75	266.75	30.1%	27.50	3.1%	83%	False	False	1,334,157
100	939.25	662.75	276.50	31.2%	27.50	3.1%	80%	False	False	1,068,066

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	5.10
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,044.00
2.618	993.00
1.618	961.75
1.000	942.50
0.618	930.50
HIGH	911.25
0.618	899.25
0.500	895.50
0.382	892.00
LOW	880.00
0.618	860.75
1.000	848.75
1.618	829.50
2.618	798.25
4.250	747.25

Fisher Pivots for day following 13-May-2009
Pivot	1 day	3 day
R1	895.50	901.50
PP	892.25	896.00
S1	888.75	890.75

Download as Excel Spreadsheet

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

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