E-mini S&P 500 Future September 2009

Trading Metrics calculated at close of trading on 04-May-2009

Day Change Summary
	Previous	Current
	01-May-2009	04-May-2009	Change	Change %	Previous Week
Open	863.00	874.00	11.00	1.3%	859.00
High	874.25	900.50	26.25	3.0%	882.50
Low	859.00	873.50	14.50	1.7%	835.25
Close	872.00	898.75	26.75	3.1%	872.00
Range	15.25	27.00	11.75	77.0%	47.25
ATR	24.25	24.55	0.30	1.3%	0.00
Volume	2,219	1,480	-739	-33.3%	24,148

Daily Pivots for day following 04-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	972.00	962.25	913.50
R3	945.00	935.25	906.25
R2	918.00	918.00	903.75
R1	908.25	908.25	901.25	913.00
PP	891.00	891.00	891.00	893.25
S1	881.25	881.25	896.25	886.00
S2	864.00	864.00	893.75
S3	837.00	854.25	891.25
S4	810.00	827.25	884.00

Weekly Pivots for week ending 01-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,005.00	985.75	898.00
R3	957.75	938.50	885.00
R2	910.50	910.50	880.75
R1	891.25	891.25	876.25	901.00
PP	863.25	863.25	863.25	868.00
S1	844.00	844.00	867.75	853.50
S2	816.00	816.00	863.25
S3	768.75	796.75	859.00
S4	721.50	749.50	846.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	900.50	835.25	65.25	7.3%	23.00	2.6%	97%	True	False	4,491
10	900.50	819.75	80.75	9.0%	22.50	2.5%	98%	True	False	5,100
20	900.50	799.25	101.25	11.3%	23.25	2.6%	98%	True	False	3,693
40	900.50	665.50	235.00	26.1%	25.75	2.9%	99%	True	False	2,257
60	900.50	662.00	238.50	26.5%	25.25	2.8%	99%	True	False	1,521

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	False
Bear Hook	False
Bull Hook	False
Stretch	5.30
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,015.25
2.618	971.25
1.618	944.25
1.000	927.50
0.618	917.25
HIGH	900.50
0.618	890.25
0.500	887.00
0.382	883.75
LOW	873.50
0.618	856.75
1.000	846.50
1.618	829.75
2.618	802.75
4.250	758.75

Fisher Pivots for day following 04-May-2009
Pivot	1 day	3 day
R1	894.75	892.50
PP	891.00	886.00
S1	887.00	879.75

Download as Excel Spreadsheet

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

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