E-mini S&P 500 Future September 2009

Trading Metrics calculated at close of trading on 14-Apr-2009

Day Change Summary
	Previous	Current
	13-Apr-2009	14-Apr-2009	Change	Change %	Previous Week
Open	843.00	849.75	6.75	0.8%	839.50
High	857.50	853.50	-4.00	-0.5%	850.75
Low	838.00	833.00	-5.00	-0.6%	799.25
Close	850.50	836.75	-13.75	-1.6%	849.00
Range	19.50	20.50	1.00	5.1%	51.50
ATR	27.31	26.83	-0.49	-1.8%	0.00
Volume	1,594	1,436	-158	-9.9%	6,501

Daily Pivots for day following 14-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	902.50	890.25	848.00
R3	882.00	869.75	842.50
R2	861.50	861.50	840.50
R1	849.25	849.25	838.75	845.00
PP	841.00	841.00	841.00	839.00
S1	828.75	828.75	834.75	824.50
S2	820.50	820.50	833.00
S3	800.00	808.25	831.00
S4	779.50	787.75	825.50

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	7.0%	23.25	2.8%	64%	False	False	1,588
10	857.50	776.00	81.50	9.7%	25.25	3.0%	75%	False	False	1,509
20	857.50	745.25	112.25	13.4%	27.50	3.3%	82%	False	False	1,283
40	857.50	662.00	195.50	23.4%	27.00	3.2%	89%	False	False	671

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	4.95
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	940.50
2.618	907.25
1.618	886.75
1.000	874.00
0.618	866.25
HIGH	853.50
0.618	845.75
0.500	843.25
0.382	840.75
LOW	833.00
0.618	820.25
1.000	812.50
1.618	799.75
2.618	779.25
4.250	746.00

Fisher Pivots for day following 14-Apr-2009
Pivot	1 day	3 day
R1	843.25	838.00
PP	841.00	837.50
S1	839.00	837.25

Download as Excel Spreadsheet

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

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