E-mini S&P 500 Future June 2009

Trading Metrics calculated at close of trading on 01-Jun-2009

Day Change Summary
	Previous	Current
	29-May-2009	01-Jun-2009	Change	Change %	Previous Week
Open	905.00	920.25	15.25	1.7%	885.00
High	927.75	947.25	19.50	2.1%	927.75
Low	902.25	916.50	14.25	1.6%	876.75
Close	918.00	939.00	21.00	2.3%	918.00
Range	25.50	30.75	5.25	20.6%	51.00
ATR	23.87	24.36	0.49	2.1%	0.00
Volume	2,694,863	2,009,771	-685,092	-25.4%	9,336,887

Daily Pivots for day following 01-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,026.50	1,013.50	956.00
R3	995.75	982.75	947.50
R2	965.00	965.00	944.75
R1	952.00	952.00	941.75	958.50
PP	934.25	934.25	934.25	937.50
S1	921.25	921.25	936.25	927.75
S2	903.50	903.50	933.25
S3	872.75	890.50	930.50
S4	842.00	859.75	922.00

Weekly Pivots for week ending 29-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,060.50	1,040.25	946.00
R3	1,009.50	989.25	932.00
R2	958.50	958.50	927.25
R1	938.25	938.25	922.75	948.50
PP	907.50	907.50	907.50	912.50
S1	887.25	887.25	913.25	897.50
S2	856.50	856.50	908.75
S3	805.50	836.25	904.00
S4	754.50	785.25	890.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	947.25	876.75	70.50	7.5%	27.25	2.9%	88%	True	False	2,269,331
10	947.25	875.25	72.00	7.7%	24.50	2.6%	89%	True	False	2,263,176
20	947.25	875.25	72.00	7.7%	23.75	2.5%	89%	True	False	2,294,670
40	947.25	802.25	145.00	15.4%	23.75	2.5%	94%	True	False	2,312,415
60	947.25	662.75	284.50	30.3%	26.00	2.8%	97%	True	False	2,227,940
80	947.25	662.75	284.50	30.3%	26.75	2.8%	97%	True	False	1,674,459
100	947.25	662.75	284.50	30.3%	27.75	2.9%	97%	True	False	1,340,835
120	947.25	662.75	284.50	30.3%	27.25	2.9%	97%	True	False	1,117,509

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	5.23
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,078.00
2.618	1,027.75
1.618	997.00
1.000	978.00
0.618	966.25
HIGH	947.25
0.618	935.50
0.500	932.00
0.382	928.25
LOW	916.50
0.618	897.50
1.000	885.75
1.618	866.75
2.618	836.00
4.250	785.75

Fisher Pivots for day following 01-Jun-2009
Pivot	1 day	3 day
R1	936.50	931.50
PP	934.25	924.25
S1	932.00	916.75

Download as Excel Spreadsheet

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

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