E-mini S&P 500 Future June 2009

Trading Metrics calculated at close of trading on 21-May-2009

Day Change Summary
	Previous	Current
	20-May-2009	21-May-2009	Change	Change %	Previous Week
Open	905.75	900.00	-5.75	-0.6%	921.00
High	923.50	901.00	-22.50	-2.4%	923.00
Low	899.25	877.75	-21.50	-2.4%	876.75
Close	900.00	888.75	-11.25	-1.3%	883.00
Range	24.25	23.25	-1.00	-4.1%	46.25
ATR	23.80	23.76	-0.04	-0.2%	0.00
Volume	1,981,786	2,781,625	799,839	40.4%	11,896,169

Daily Pivots for day following 21-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	959.00	947.00	901.50
R3	935.75	923.75	895.25
R2	912.50	912.50	893.00
R1	900.50	900.50	891.00	895.00
PP	889.25	889.25	889.25	886.25
S1	877.25	877.25	886.50	871.50
S2	866.00	866.00	884.50
S3	842.75	854.00	882.25
S4	819.50	830.75	876.00

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	923.50	875.25	48.25	5.4%	22.50	2.5%	28%	False	False	2,219,474
10	927.75	875.25	52.50	5.9%	22.50	2.5%	26%	False	False	2,353,630
20	929.50	838.50	91.00	10.2%	23.00	2.6%	55%	False	False	2,343,532
40	929.50	775.50	154.00	17.3%	24.25	2.7%	74%	False	False	2,359,704
60	929.50	662.75	266.75	30.0%	26.75	3.0%	85%	False	False	2,001,815
80	929.50	662.75	266.75	30.0%	26.75	3.0%	85%	False	False	1,503,331
100	939.25	662.75	276.50	31.1%	27.50	3.1%	82%	False	False	1,203,621

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	4.70
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	999.75
2.618	961.75
1.618	938.50
1.000	924.25
0.618	915.25
HIGH	901.00
0.618	892.00
0.500	889.50
0.382	886.75
LOW	877.75
0.618	863.50
1.000	854.50
1.618	840.25
2.618	817.00
4.250	779.00

Fisher Pivots for day following 21-May-2009
Pivot	1 day	3 day
R1	889.50	900.50
PP	889.25	896.75
S1	889.00	892.75

Download as Excel Spreadsheet

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

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