E-mini S&P 500 Future September 2009

Trading Metrics calculated at close of trading on 13-Apr-2009

Day Change Summary
	Previous	Current
	09-Apr-2009	13-Apr-2009	Change	Change %	Previous Week
Open	818.50	843.00	24.50	3.0%	839.50
High	850.75	857.50	6.75	0.8%	850.75
Low	818.50	838.00	19.50	2.4%	799.25
Close	849.00	850.50	1.50	0.2%	849.00
Range	32.25	19.50	-12.75	-39.5%	51.50
ATR	27.92	27.31	-0.60	-2.2%	0.00
Volume	1,744	1,594	-150	-8.6%	6,501

Daily Pivots for day following 13-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	907.25	898.25	861.25
R3	887.75	878.75	855.75
R2	868.25	868.25	854.00
R1	859.25	859.25	852.25	863.75
PP	848.75	848.75	848.75	851.00
S1	839.75	839.75	848.75	844.25
S2	829.25	829.25	847.00
S3	809.75	820.25	845.25
S4	790.25	800.75	839.75

Weekly Pivots for week ending 10-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	987.50	969.75	877.25
R3	936.00	918.25	863.25
R2	884.50	884.50	858.50
R1	866.75	866.75	853.75	875.50
PP	833.00	833.00	833.00	837.50
S1	815.25	815.25	844.25	824.00
S2	781.50	781.50	839.50
S3	730.00	763.75	834.75
S4	678.50	712.25	820.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	857.50	799.25	58.25	6.8%	25.25	3.0%	88%	True	False	1,619
10	857.50	772.25	85.25	10.0%	27.25	3.2%	92%	True	False	1,461
20	857.50	745.25	112.25	13.2%	27.50	3.2%	94%	True	False	1,214
40	857.50	662.00	195.50	23.0%	27.00	3.2%	96%	True	False	636

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	4.73
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	940.50
2.618	908.50
1.618	889.00
1.000	877.00
0.618	869.50
HIGH	857.50
0.618	850.00
0.500	847.75
0.382	845.50
LOW	838.00
0.618	826.00
1.000	818.50
1.618	806.50
2.618	787.00
4.250	755.00

Fisher Pivots for day following 13-Apr-2009
Pivot	1 day	3 day
R1	849.50	843.00
PP	848.75	835.75
S1	847.75	828.50

Download as Excel Spreadsheet

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

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