E-mini S&P 500 Future September 2009

Trading Metrics calculated at close of trading on 22-Apr-2009

Day Change Summary
	Previous	Current
	21-Apr-2009	22-Apr-2009	Change	Change %	Previous Week
Open	829.75	845.25	15.50	1.9%	843.00
High	844.75	855.25	10.50	1.2%	867.75
Low	819.75	832.00	12.25	1.5%	828.25
Close	844.00	833.25	-10.75	-1.3%	863.25
Range	25.00	23.25	-1.75	-7.0%	39.50
ATR	26.31	26.10	-0.22	-0.8%	0.00
Volume	3,520	6,649	3,129	88.9%	8,375

Daily Pivots for day following 22-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	910.00	894.75	846.00
R3	886.75	871.50	839.75
R2	863.50	863.50	837.50
R1	848.25	848.25	835.50	844.25
PP	840.25	840.25	840.25	838.00
S1	825.00	825.00	831.00	821.00
S2	817.00	817.00	829.00
S3	793.75	801.75	826.75
S4	770.50	778.50	820.50

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	5.8%	25.00	3.0%	28%	False	False	4,458
10	867.75	799.25	68.50	8.2%	23.75	2.9%	50%	False	False	3,004
20	867.75	772.25	95.50	11.5%	25.75	3.1%	64%	False	False	2,351
40	867.75	662.00	205.75	24.7%	26.75	3.2%	83%	False	False	1,256

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	True
Stretch	6.13
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	954.00
2.618	916.00
1.618	892.75
1.000	878.50
0.618	869.50
HIGH	855.25
0.618	846.25
0.500	843.50
0.382	841.00
LOW	832.00
0.618	817.75
1.000	808.75
1.618	794.50
2.618	771.25
4.250	733.25

Fisher Pivots for day following 22-Apr-2009
Pivot	1 day	3 day
R1	843.50	839.50
PP	840.25	837.50
S1	836.75	835.25

Download as Excel Spreadsheet

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

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