E-mini S&P 500 Future June 2009

Trading Metrics calculated at close of trading on 22-May-2009

Day Change Summary
	Previous	Current
	21-May-2009	22-May-2009	Change	Change %	Previous Week
Open	900.00	888.75	-11.25	-1.3%	882.25
High	901.00	896.00	-5.00	-0.6%	923.50
Low	877.75	882.00	4.25	0.5%	875.25
Close	888.75	885.00	-3.75	-0.4%	885.00
Range	23.25	14.00	-9.25	-39.8%	48.25
ATR	23.76	23.07	-0.70	-2.9%	0.00
Volume	2,781,625	2,388,542	-393,083	-14.1%	11,285,106

Daily Pivots for day following 22-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	929.75	921.25	892.75
R3	915.75	907.25	888.75
R2	901.75	901.75	887.50
R1	893.25	893.25	886.25	890.50
PP	887.75	887.75	887.75	886.25
S1	879.25	879.25	883.75	876.50
S2	873.75	873.75	882.50
S3	859.75	865.25	881.25
S4	845.75	851.25	877.25

Weekly Pivots for week ending 22-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,039.25	1,010.50	911.50
R3	991.00	962.25	898.25
R2	942.75	942.75	893.75
R1	914.00	914.00	889.50	928.50
PP	894.50	894.50	894.50	901.75
S1	865.75	865.75	880.50	880.00
S2	846.25	846.25	876.25
S3	798.00	817.50	871.75
S4	749.75	769.25	858.50

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	5.5%	21.50	2.4%	20%	False	False	2,257,021
10	923.50	875.25	48.25	5.5%	21.50	2.4%	20%	False	False	2,318,127
20	929.50	838.50	91.00	10.3%	22.50	2.5%	51%	False	False	2,338,482
40	929.50	775.50	154.00	17.4%	24.00	2.7%	71%	False	False	2,341,461
60	929.50	662.75	266.75	30.1%	26.50	3.0%	83%	False	False	2,041,142
80	929.50	662.75	266.75	30.1%	26.50	3.0%	83%	False	False	1,533,108
100	939.25	662.75	276.50	31.2%	27.50	3.1%	80%	False	False	1,227,501

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	4.95
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	955.50
2.618	932.75
1.618	918.75
1.000	910.00
0.618	904.75
HIGH	896.00
0.618	890.75
0.500	889.00
0.382	887.25
LOW	882.00
0.618	873.25
1.000	868.00
1.618	859.25
2.618	845.25
4.250	822.50

Fisher Pivots for day following 22-May-2009
Pivot	1 day	3 day
R1	889.00	900.50
PP	887.75	895.50
S1	886.25	890.25

Download as Excel Spreadsheet

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

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