E-mini S&P 500 Future June 2009

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

Day Change Summary
	Previous	Current
	12-Jun-2009	15-Jun-2009	Change	Change %	Previous Week
Open	941.00	942.75	1.75	0.2%	932.25
High	946.75	942.75	-4.00	-0.4%	956.50
Low	935.25	919.25	-16.00	-1.7%	925.50
Close	944.75	923.50	-21.25	-2.2%	944.75
Range	11.50	23.50	12.00	104.3%	31.00
ATR	21.60	21.88	0.28	1.3%	0.00
Volume	1,574,555	761,323	-813,232	-51.6%	10,519,143

Daily Pivots for day following 15-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	999.00	984.75	936.50
R3	975.50	961.25	930.00
R2	952.00	952.00	927.75
R1	937.75	937.75	925.75	933.00
PP	928.50	928.50	928.50	926.25
S1	914.25	914.25	921.25	909.50
S2	905.00	905.00	919.25
S3	881.50	890.75	917.00
S4	858.00	867.25	910.50

Weekly Pivots for week ending 12-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,035.25	1,021.00	961.75
R3	1,004.25	990.00	953.25
R2	973.25	973.25	950.50
R1	959.00	959.00	947.50	966.00
PP	942.25	942.25	942.25	945.75
S1	928.00	928.00	942.00	935.00
S2	911.25	911.25	939.00
S3	880.25	897.00	936.25
S4	849.25	866.00	927.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	956.50	919.25	37.25	4.0%	19.00	2.1%	11%	False	True	1,776,283
10	957.50	919.25	38.25	4.1%	19.25	2.1%	11%	False	True	1,918,674
20	957.50	875.25	82.25	8.9%	21.75	2.4%	59%	False	False	2,090,925
40	957.50	823.00	134.50	14.6%	22.75	2.5%	75%	False	False	2,237,734
60	957.50	761.50	196.00	21.2%	24.25	2.6%	83%	False	False	2,296,402
80	957.50	662.75	294.75	31.9%	26.00	2.8%	88%	False	False	1,913,597
100	957.50	662.75	294.75	31.9%	26.00	2.8%	88%	False	False	1,532,004
120	957.50	662.75	294.75	31.9%	26.25	2.8%	88%	False	False	1,277,377

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.05
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,042.50
2.618	1,004.25
1.618	980.75
1.000	966.25
0.618	957.25
HIGH	942.75
0.618	933.75
0.500	931.00
0.382	928.25
LOW	919.25
0.618	904.75
1.000	895.75
1.618	881.25
2.618	857.75
4.250	819.50

Fisher Pivots for day following 15-Jun-2009
Pivot	1 day	3 day
R1	931.00	938.00
PP	928.50	933.00
S1	926.00	928.25

Download as Excel Spreadsheet

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

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