E-mini S&P 500 Future September 2009

Trading Metrics calculated at close of trading on 16-Apr-2009

Day Change Summary
	Previous	Current
	15-Apr-2009	16-Apr-2009	Change	Change %	Previous Week
Open	834.00	846.00	12.00	1.4%	839.50
High	846.50	863.00	16.50	1.9%	850.75
Low	828.25	837.25	9.00	1.1%	799.25
Close	845.00	857.75	12.75	1.5%	849.00
Range	18.25	25.75	7.50	41.1%	51.50
ATR	26.21	26.18	-0.03	-0.1%	0.00
Volume	1,211	1,193	-18	-1.5%	6,501

Daily Pivots for day following 16-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	930.00	919.50	872.00
R3	904.25	893.75	864.75
R2	878.50	878.50	862.50
R1	868.00	868.00	860.00	873.25
PP	852.75	852.75	852.75	855.25
S1	842.25	842.25	855.50	847.50
S2	827.00	827.00	853.00
S3	801.25	816.50	850.75
S4	775.50	790.75	843.50

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	863.00	818.50	44.50	5.2%	23.25	2.7%	88%	True	False	1,435
10	863.00	799.25	63.75	7.4%	24.50	2.9%	92%	True	False	1,446
20	863.00	758.25	104.75	12.2%	26.25	3.1%	95%	True	False	1,367
40	863.00	662.00	201.00	23.4%	27.00	3.2%	97%	True	False	730

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	5.30
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	972.50
2.618	930.50
1.618	904.75
1.000	888.75
0.618	879.00
HIGH	863.00
0.618	853.25
0.500	850.00
0.382	847.00
LOW	837.25
0.618	821.25
1.000	811.50
1.618	795.50
2.618	769.75
4.250	727.75

Fisher Pivots for day following 16-Apr-2009
Pivot	1 day	3 day
R1	855.25	853.75
PP	852.75	849.75
S1	850.00	845.50

Download as Excel Spreadsheet

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

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