E-mini S&P 500 Future June 2009

Trading Metrics calculated at close of trading on 15-May-2009

Day Change Summary
	Previous	Current
	14-May-2009	15-May-2009	Change	Change %	Previous Week
Open	885.00	890.00	5.00	0.6%	921.00
High	896.75	895.50	-1.25	-0.1%	923.00
Low	878.75	876.75	-2.00	-0.2%	876.75
Close	889.50	883.00	-6.50	-0.7%	883.00
Range	18.00	18.75	0.75	4.2%	46.25
ATR	24.38	23.97	-0.40	-1.6%	0.00
Volume	2,461,178	2,200,806	-260,372	-10.6%	11,896,169

Daily Pivots for day following 15-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	941.25	931.00	893.25
R3	922.50	912.25	888.25
R2	903.75	903.75	886.50
R1	893.50	893.50	884.75	889.25
PP	885.00	885.00	885.00	883.00
S1	874.75	874.75	881.25	870.50
S2	866.25	866.25	879.50
S3	847.50	856.00	877.75
S4	828.75	837.25	872.75

Weekly Pivots for week ending 15-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,033.00	1,004.25	908.50
R3	986.75	958.00	895.75
R2	940.50	940.50	891.50
R1	911.75	911.75	887.25	903.00
PP	894.25	894.25	894.25	890.00
S1	865.50	865.50	878.75	856.75
S2	848.00	848.00	874.50
S3	801.75	819.25	870.25
S4	755.50	773.00	857.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	923.00	876.75	46.25	5.2%	21.25	2.4%	14%	False	True	2,379,233
10	929.50	876.00	53.50	6.1%	23.00	2.6%	13%	False	False	2,326,164
20	929.50	823.00	106.50	12.1%	23.50	2.7%	56%	False	False	2,384,543
40	929.50	761.50	168.00	19.0%	25.25	2.9%	72%	False	False	2,399,141
60	929.50	662.75	266.75	30.2%	27.25	3.1%	83%	False	False	1,854,488
80	929.50	662.75	266.75	30.2%	27.25	3.1%	83%	False	False	1,392,273
100	939.25	662.75	276.50	31.3%	27.25	3.1%	80%	False	False	1,114,668

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.53
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	975.25
2.618	944.50
1.618	925.75
1.000	914.25
0.618	907.00
HIGH	895.50
0.618	888.25
0.500	886.00
0.382	884.00
LOW	876.75
0.618	865.25
1.000	858.00
1.618	846.50
2.618	827.75
4.250	797.00

Fisher Pivots for day following 15-May-2009
Pivot	1 day	3 day
R1	886.00	894.00
PP	885.00	890.25
S1	884.00	886.75

Download as Excel Spreadsheet

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

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