E-mini S&P 500 Future September 2009

Trading Metrics calculated at close of trading on 24-Apr-2009

Day Change Summary
	Previous	Current
	23-Apr-2009	24-Apr-2009	Change	Change %	Previous Week
Open	834.50	846.00	11.50	1.4%	858.75
High	846.00	864.75	18.75	2.2%	864.75
Low	827.75	838.50	10.75	1.3%	819.75
Close	845.00	862.75	17.75	2.1%	862.75
Range	18.25	26.25	8.00	43.8%	45.00
ATR	25.54	25.59	0.05	0.2%	0.00
Volume	10,039	5,171	-4,868	-48.5%	33,366

Daily Pivots for day following 24-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	934.00	924.75	877.25
R3	907.75	898.50	870.00
R2	881.50	881.50	867.50
R1	872.25	872.25	865.25	877.00
PP	855.25	855.25	855.25	857.75
S1	846.00	846.00	860.25	850.50
S2	829.00	829.00	858.00
S3	802.75	819.75	855.50
S4	776.50	793.50	848.25

Weekly Pivots for week ending 24-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	984.00	968.50	887.50
R3	939.00	923.50	875.00
R2	894.00	894.00	871.00
R1	878.50	878.50	867.00	886.25
PP	849.00	849.00	849.00	853.00
S1	833.50	833.50	858.50	841.25
S2	804.00	804.00	854.50
S3	759.00	788.50	850.50
S4	714.00	743.50	838.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	864.75	819.75	45.00	5.2%	25.25	2.9%	96%	True	False	6,673
10	867.75	819.75	48.00	5.6%	22.75	2.6%	90%	False	False	4,174
20	867.75	772.25	95.50	11.1%	25.00	2.9%	95%	False	False	2,916
40	867.75	662.00	205.75	23.8%	26.50	3.1%	98%	False	False	1,625

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	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	6.53
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	976.25
2.618	933.50
1.618	907.25
1.000	891.00
0.618	881.00
HIGH	864.75
0.618	854.75
0.500	851.50
0.382	848.50
LOW	838.50
0.618	822.25
1.000	812.25
1.618	796.00
2.618	769.75
4.250	727.00

Fisher Pivots for day following 24-Apr-2009
Pivot	1 day	3 day
R1	859.00	857.25
PP	855.25	851.75
S1	851.50	846.25

Download as Excel Spreadsheet

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

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