E-mini S&P 500 Future September 2009


Trading Metrics calculated at close of trading on 15-Apr-2009
Day Change Summary
Previous Current
14-Apr-2009 15-Apr-2009 Change Change % Previous Week
Open 849.75 834.00 -15.75 -1.9% 839.50
High 853.50 846.50 -7.00 -0.8% 850.75
Low 833.00 828.25 -4.75 -0.6% 799.25
Close 836.75 845.00 8.25 1.0% 849.00
Range 20.50 18.25 -2.25 -11.0% 51.50
ATR 26.83 26.21 -0.61 -2.3% 0.00
Volume 1,436 1,211 -225 -15.7% 6,501
Daily Pivots for day following 15-Apr-2009
Classic Woodie Camarilla DeMark
R4 894.75 888.00 855.00
R3 876.50 869.75 850.00
R2 858.25 858.25 848.25
R1 851.50 851.50 846.75 855.00
PP 840.00 840.00 840.00 841.50
S1 833.25 833.25 843.25 836.50
S2 821.75 821.75 841.75
S3 803.50 815.00 840.00
S4 785.25 796.75 835.00
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 6.9% 22.50 2.7% 79% False False 1,551
10 857.50 776.00 81.50 9.6% 25.00 2.9% 85% False False 1,528
20 857.50 758.25 99.25 11.7% 27.00 3.2% 87% False False 1,325
40 857.50 662.00 195.50 23.1% 26.75 3.2% 94% False False 701
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.45
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 924.00
2.618 894.25
1.618 876.00
1.000 864.75
0.618 857.75
HIGH 846.50
0.618 839.50
0.500 837.50
0.382 835.25
LOW 828.25
0.618 817.00
1.000 810.00
1.618 798.75
2.618 780.50
4.250 750.75
Fisher Pivots for day following 15-Apr-2009
Pivot 1 day 3 day
R1 842.50 844.25
PP 840.00 843.50
S1 837.50 843.00

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

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