E-mini S&P 500 Future September 2009


Trading Metrics calculated at close of trading on 28-Apr-2009
Day Change Summary
Previous Current
27-Apr-2009 28-Apr-2009 Change Change % Previous Week
Open 859.00 851.00 -8.00 -0.9% 858.75
High 861.50 857.50 -4.00 -0.5% 864.75
Low 843.75 835.25 -8.50 -1.0% 819.75
Close 853.00 848.00 -5.00 -0.6% 862.75
Range 17.75 22.25 4.50 25.4% 45.00
ATR 25.12 24.91 -0.20 -0.8% 0.00
Volume 3,171 4,842 1,671 52.7% 33,366
Daily Pivots for day following 28-Apr-2009
Classic Woodie Camarilla DeMark
R4 913.75 903.00 860.25
R3 891.50 880.75 854.00
R2 869.25 869.25 852.00
R1 858.50 858.50 850.00 852.75
PP 847.00 847.00 847.00 844.00
S1 836.25 836.25 846.00 830.50
S2 824.75 824.75 844.00
S3 802.50 814.00 842.00
S4 780.25 791.75 835.75
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
5 864.75 827.75 37.00 4.4% 21.50 2.5% 55% False False 5,974
10 867.75 819.75 48.00 5.7% 22.75 2.7% 59% False False 4,672
20 867.75 776.00 91.75 10.8% 24.00 2.8% 78% False False 3,090
40 867.75 662.00 205.75 24.3% 26.50 3.1% 90% False False 1,823
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 6.55
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 952.00
2.618 915.75
1.618 893.50
1.000 879.75
0.618 871.25
HIGH 857.50
0.618 849.00
0.500 846.50
0.382 843.75
LOW 835.25
0.618 821.50
1.000 813.00
1.618 799.25
2.618 777.00
4.250 740.75
Fisher Pivots for day following 28-Apr-2009
Pivot 1 day 3 day
R1 847.50 850.00
PP 847.00 849.25
S1 846.50 848.75

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

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