E-mini S&P 500 Future September 2009


Trading Metrics calculated at close of trading on 18-Feb-2009
Day Change Summary
Previous Current
17-Feb-2009 18-Feb-2009 Change Change % Previous Week
Open 804.25 789.50 -14.75 -1.8% 858.00
High 807.25 790.00 -17.25 -2.1% 865.00
Low 778.25 775.75 -2.50 -0.3% 803.25
Close 779.50 773.50 -6.00 -0.8% 814.50
Range 29.00 14.25 -14.75 -50.9% 61.75
ATR
Volume 23 25 2 8.7% 86
Daily Pivots for day following 18-Feb-2009
Classic Woodie Camarilla DeMark
R4 822.50 812.25 781.25
R3 808.25 798.00 777.50
R2 794.00 794.00 776.00
R1 783.75 783.75 774.75 781.75
PP 779.75 779.75 779.75 778.75
S1 769.50 769.50 772.25 767.50
S2 765.50 765.50 771.00
S3 751.25 755.25 769.50
S4 737.00 741.00 765.75
Weekly Pivots for week ending 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 1,012.75 975.50 848.50
R3 951.00 913.75 831.50
R2 889.25 889.25 825.75
R1 852.00 852.00 820.25 839.75
PP 827.50 827.50 827.50 821.50
S1 790.25 790.25 808.75 778.00
S2 765.75 765.75 803.25
S3 704.00 728.50 797.50
S4 642.25 666.75 780.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 831.00 775.75 55.25 7.1% 19.00 2.4% -4% False True 25
10 865.00 775.75 89.25 11.5% 21.00 2.7% -3% False True 14
Crabel Price Patterns
NR True
NR4 True
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 3.08
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 850.50
2.618 827.25
1.618 813.00
1.000 804.25
0.618 798.75
HIGH 790.00
0.618 784.50
0.500 783.00
0.382 781.25
LOW 775.75
0.618 767.00
1.000 761.50
1.618 752.75
2.618 738.50
4.250 715.25
Fisher Pivots for day following 18-Feb-2009
Pivot 1 day 3 day
R1 783.00 803.50
PP 779.75 793.50
S1 776.50 783.50

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

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