E-mini S&P 500 Future September 2009


Trading Metrics calculated at close of trading on 21-Apr-2009
Day Change Summary
Previous Current
20-Apr-2009 21-Apr-2009 Change Change % Previous Week
Open 858.75 829.75 -29.00 -3.4% 843.00
High 859.25 844.75 -14.50 -1.7% 867.75
Low 825.50 819.75 -5.75 -0.7% 828.25
Close 829.25 844.00 14.75 1.8% 863.25
Range 33.75 25.00 -8.75 -25.9% 39.50
ATR 26.42 26.31 -0.10 -0.4% 0.00
Volume 7,987 3,520 -4,467 -55.9% 8,375
Daily Pivots for day following 21-Apr-2009
Classic Woodie Camarilla DeMark
R4 911.25 902.50 857.75
R3 886.25 877.50 851.00
R2 861.25 861.25 848.50
R1 852.50 852.50 846.25 857.00
PP 836.25 836.25 836.25 838.25
S1 827.50 827.50 841.75 832.00
S2 811.25 811.25 839.50
S3 786.25 802.50 837.00
S4 761.25 777.50 830.25
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
5 867.75 819.75 48.00 5.7% 24.00 2.8% 51% False True 3,370
10 867.75 799.25 68.50 8.1% 23.75 2.8% 65% False False 2,479
20 867.75 772.25 95.50 11.3% 25.50 3.0% 75% False False 2,076
40 867.75 662.00 205.75 24.4% 26.75 3.2% 88% False False 1,090
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 5.20
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 951.00
2.618 910.25
1.618 885.25
1.000 869.75
0.618 860.25
HIGH 844.75
0.618 835.25
0.500 832.25
0.382 829.25
LOW 819.75
0.618 804.25
1.000 794.75
1.618 779.25
2.618 754.25
4.250 713.50
Fisher Pivots for day following 21-Apr-2009
Pivot 1 day 3 day
R1 840.00 844.00
PP 836.25 843.75
S1 832.25 843.75

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

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