E-mini S&P 500 Future September 2009


Trading Metrics calculated at close of trading on 06-May-2009
Day Change Summary
Previous Current
05-May-2009 06-May-2009 Change Change % Previous Week
Open 898.75 899.00 0.25 0.0% 859.00
High 900.50 914.00 13.50 1.5% 882.50
Low 889.75 887.50 -2.25 -0.3% 835.25
Close 899.50 913.25 13.75 1.5% 872.00
Range 10.75 26.50 15.75 146.5% 47.25
ATR 23.56 23.77 0.21 0.9% 0.00
Volume 3,106 3,917 811 26.1% 24,148
Daily Pivots for day following 06-May-2009
Classic Woodie Camarilla DeMark
R4 984.50 975.25 927.75
R3 958.00 948.75 920.50
R2 931.50 931.50 918.00
R1 922.25 922.25 915.75 927.00
PP 905.00 905.00 905.00 907.25
S1 895.75 895.75 910.75 900.50
S2 878.50 878.50 908.50
S3 852.00 869.25 906.00
S4 825.50 842.75 898.75
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
5 914.00 859.00 55.00 6.0% 20.25 2.2% 99% True False 3,740
10 914.00 827.75 86.25 9.4% 21.50 2.3% 99% True False 4,786
20 914.00 799.25 114.75 12.6% 22.50 2.5% 99% True False 3,895
40 914.00 709.75 204.25 22.4% 25.00 2.7% 100% True False 2,430
60 914.00 662.00 252.00 27.6% 25.50 2.8% 100% True False 1,638
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.63
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,026.50
2.618 983.50
1.618 957.00
1.000 940.50
0.618 930.50
HIGH 914.00
0.618 904.00
0.500 900.75
0.382 897.50
LOW 887.50
0.618 871.00
1.000 861.00
1.618 844.50
2.618 818.00
4.250 775.00
Fisher Pivots for day following 06-May-2009
Pivot 1 day 3 day
R1 909.00 906.75
PP 905.00 900.25
S1 900.75 893.75

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

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