E-mini S&P 500 Future June 2009


Trading Metrics calculated at close of trading on 16-Jun-2009
Day Change Summary
Previous Current
15-Jun-2009 16-Jun-2009 Change Change % Previous Week
Open 942.75 923.75 -19.00 -2.0% 932.25
High 942.75 928.75 -14.00 -1.5% 956.50
Low 919.25 910.75 -8.50 -0.9% 925.50
Close 923.50 912.00 -11.50 -1.2% 944.75
Range 23.50 18.00 -5.50 -23.4% 31.00
ATR 21.88 21.60 -0.28 -1.3% 0.00
Volume 761,323 747,400 -13,923 -1.8% 10,519,143
Daily Pivots for day following 16-Jun-2009
Classic Woodie Camarilla DeMark
R4 971.25 959.50 922.00
R3 953.25 941.50 917.00
R2 935.25 935.25 915.25
R1 923.50 923.50 913.75 920.50
PP 917.25 917.25 917.25 915.50
S1 905.50 905.50 910.25 902.50
S2 899.25 899.25 908.75
S3 881.25 887.50 907.00
S4 863.25 869.50 902.00
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
5 956.50 910.75 45.75 5.0% 20.25 2.2% 3% False True 1,529,632
10 957.50 910.75 46.75 5.1% 19.50 2.1% 3% False True 1,773,631
20 957.50 876.75 80.75 8.9% 21.00 2.3% 44% False False 2,018,055
40 957.50 823.00 134.50 14.7% 22.25 2.4% 66% False False 2,209,569
60 957.50 765.50 192.00 21.1% 24.00 2.6% 76% False False 2,263,206
80 957.50 662.75 294.75 32.3% 25.75 2.8% 85% False False 1,922,799
100 957.50 662.75 294.75 32.3% 26.00 2.8% 85% False False 1,539,442
120 957.50 662.75 294.75 32.3% 26.25 2.9% 85% False False 1,283,599
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 False
Bear Hook False
Bull Hook False
Stretch 5.10
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,005.25
2.618 975.75
1.618 957.75
1.000 946.75
0.618 939.75
HIGH 928.75
0.618 921.75
0.500 919.75
0.382 917.75
LOW 910.75
0.618 899.75
1.000 892.75
1.618 881.75
2.618 863.75
4.250 834.25
Fisher Pivots for day following 16-Jun-2009
Pivot 1 day 3 day
R1 919.75 928.75
PP 917.25 923.25
S1 914.50 917.50

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

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