E-mini S&P 500 Future September 2009

Trading Metrics calculated at close of trading on 20-Apr-2009

Day Change Summary
	Previous	Current
	17-Apr-2009	20-Apr-2009	Change	Change %	Previous Week
Open	857.75	858.75	1.00	0.1%	843.00
High	867.75	859.25	-8.50	-1.0%	867.75
Low	850.50	825.50	-25.00	-2.9%	828.25
Close	863.25	829.25	-34.00	-3.9%	863.25
Range	17.25	33.75	16.50	95.7%	39.50
ATR	25.54	26.42	0.87	3.4%	0.00
Volume	2,941	7,987	5,046	171.6%	8,375

Daily Pivots for day following 20-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	939.25	918.00	847.75
R3	905.50	884.25	838.50
R2	871.75	871.75	835.50
R1	850.50	850.50	832.25	844.25
PP	838.00	838.00	838.00	835.00
S1	816.75	816.75	826.25	810.50
S2	804.25	804.25	823.00
S3	770.50	783.00	820.00
S4	736.75	749.25	810.75

Weekly Pivots for week ending 17-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	971.50	957.00	885.00
R3	932.00	917.50	874.00
R2	892.50	892.50	870.50
R1	878.00	878.00	866.75	885.25
PP	853.00	853.00	853.00	856.75
S1	838.50	838.50	859.75	845.75
S2	813.50	813.50	856.00
S3	774.00	799.00	852.50
S4	734.50	759.50	841.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	867.75	825.50	42.25	5.1%	23.00	2.8%	9%	False	True	2,953
10	867.75	799.25	68.50	8.3%	24.00	2.9%	44%	False	False	2,286
20	867.75	772.25	95.50	11.5%	26.25	3.2%	60%	False	False	1,904
40	867.75	662.00	205.75	24.8%	27.25	3.3%	81%	False	False	1,002

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.75
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	1,002.75
2.618	947.50
1.618	913.75
1.000	893.00
0.618	880.00
HIGH	859.25
0.618	846.25
0.500	842.50
0.382	838.50
LOW	825.50
0.618	804.75
1.000	791.75
1.618	771.00
2.618	737.25
4.250	682.00

Fisher Pivots for day following 20-Apr-2009
Pivot	1 day	3 day
R1	842.50	846.50
PP	838.00	840.75
S1	833.50	835.00

Download as Excel Spreadsheet

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

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