E-mini S&P 500 Future June 2009

Trading Metrics calculated at close of trading on 28-May-2009

Day Change Summary
	Previous	Current
	27-May-2009	28-May-2009	Change	Change %	Previous Week
Open	908.00	892.25	-15.75	-1.7%	882.25
High	914.00	908.75	-5.25	-0.6%	923.50
Low	890.50	886.25	-4.25	-0.5%	875.25
Close	892.50	905.00	12.50	1.4%	885.00
Range	23.50	22.50	-1.00	-4.3%	48.25
ATR	23.84	23.74	-0.10	-0.4%	0.00
Volume	2,586,181	2,404,322	-181,859	-7.0%	11,285,106

Daily Pivots for day following 28-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	967.50	958.75	917.50
R3	945.00	936.25	911.25
R2	922.50	922.50	909.00
R1	913.75	913.75	907.00	918.00
PP	900.00	900.00	900.00	902.25
S1	891.25	891.25	903.00	895.50
S2	877.50	877.50	901.00
S3	855.00	868.75	898.75
S4	832.50	846.25	892.50

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	914.00	876.75	37.25	4.1%	23.50	2.6%	76%	False	False	2,362,438
10	923.50	875.25	48.25	5.3%	22.50	2.5%	62%	False	False	2,258,911
20	929.50	862.50	67.00	7.4%	22.75	2.5%	63%	False	False	2,315,947
40	929.50	779.00	150.50	16.6%	24.00	2.7%	84%	False	False	2,327,372
60	929.50	662.75	266.75	29.5%	26.50	2.9%	91%	False	False	2,150,888
80	929.50	662.75	266.75	29.5%	26.75	2.9%	91%	False	False	1,615,808
100	929.50	662.75	266.75	29.5%	27.50	3.0%	91%	False	False	1,293,855
120	939.25	662.75	276.50	30.6%	27.25	3.0%	88%	False	False	1,078,304

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	5.75
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,004.50
2.618	967.75
1.618	945.25
1.000	931.25
0.618	922.75
HIGH	908.75
0.618	900.25
0.500	897.50
0.382	894.75
LOW	886.25
0.618	872.25
1.000	863.75
1.618	849.75
2.618	827.25
4.250	790.50

Fisher Pivots for day following 28-May-2009
Pivot	1 day	3 day
R1	902.50	901.75
PP	900.00	898.50
S1	897.50	895.50

Download as Excel Spreadsheet

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

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