E-mini S&P 500 Future September 2009

Trading Metrics calculated at close of trading on 29-Apr-2009

Day Change Summary
	Previous	Current
	28-Apr-2009	29-Apr-2009	Change	Change %	Previous Week
Open	851.00	847.25	-3.75	-0.4%	858.75
High	857.50	875.00	17.50	2.0%	864.75
Low	835.25	846.00	10.75	1.3%	819.75
Close	848.00	865.00	17.00	2.0%	862.75
Range	22.25	29.00	6.75	30.3%	45.00
ATR	24.91	25.20	0.29	1.2%	0.00
Volume	4,842	5,937	1,095	22.6%	33,366

Daily Pivots for day following 29-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	949.00	936.00	881.00
R3	920.00	907.00	873.00
R2	891.00	891.00	870.25
R1	878.00	878.00	867.75	884.50
PP	862.00	862.00	862.00	865.25
S1	849.00	849.00	862.25	855.50
S2	833.00	833.00	859.75
S3	804.00	820.00	857.00
S4	775.00	791.00	849.00

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	875.00	827.75	47.25	5.5%	22.75	2.6%	79%	True	False	5,832
10	875.00	819.75	55.25	6.4%	23.75	2.8%	82%	True	False	5,145
20	875.00	776.00	99.00	11.4%	24.50	2.8%	90%	True	False	3,336
40	875.00	662.00	213.00	24.6%	26.50	3.1%	95%	True	False	1,970
60	875.00	662.00	213.00	24.6%	25.25	2.9%	95%	True	False	1,327

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	6.10
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	998.25
2.618	951.00
1.618	922.00
1.000	904.00
0.618	893.00
HIGH	875.00
0.618	864.00
0.500	860.50
0.382	857.00
LOW	846.00
0.618	828.00
1.000	817.00
1.618	799.00
2.618	770.00
4.250	722.75

Fisher Pivots for day following 29-Apr-2009
Pivot	1 day	3 day
R1	863.50	861.75
PP	862.00	858.50
S1	860.50	855.00

Download as Excel Spreadsheet

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

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