E-mini S&P 500 Future September 2009


Trading Metrics calculated at close of trading on 26-May-2009
Day Change Summary
Previous Current
22-May-2009 26-May-2009 Change Change % Previous Week
Open 885.00 883.00 -2.00 -0.2% 876.00
High 891.00 906.00 15.00 1.7% 918.50
Low 878.00 872.75 -5.25 -0.6% 871.00
Close 880.50 904.25 23.75 2.7% 880.50
Range 13.00 33.25 20.25 155.8% 47.50
ATR 22.42 23.19 0.77 3.4% 0.00
Volume 9,349 8,431 -918 -9.8% 41,547
Daily Pivots for day following 26-May-2009
Classic Woodie Camarilla DeMark
R4 994.00 982.50 922.50
R3 960.75 949.25 913.50
R2 927.50 927.50 910.25
R1 916.00 916.00 907.25 921.75
PP 894.25 894.25 894.25 897.25
S1 882.75 882.75 901.25 888.50
S2 861.00 861.00 898.25
S3 827.75 849.50 895.00
S4 794.50 816.25 886.00
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 1,032.50 1,004.00 906.50
R3 985.00 956.50 893.50
R2 937.50 937.50 889.25
R1 909.00 909.00 884.75 923.25
PP 890.00 890.00 890.00 897.00
S1 861.50 861.50 876.25 875.75
S2 842.50 842.50 871.75
S3 795.00 814.00 867.50
S4 747.50 766.50 854.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 918.50 872.75 45.75 5.1% 21.00 2.3% 69% False True 8,603
10 918.50 871.00 47.50 5.3% 22.50 2.5% 70% False False 7,429
20 924.75 835.25 89.50 9.9% 22.50 2.5% 77% False False 6,546
40 924.75 772.25 152.50 16.9% 23.75 2.6% 87% False False 4,721
60 924.75 662.00 262.75 29.1% 25.25 2.8% 92% False False 3,318
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 5.20
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 1,047.25
2.618 993.00
1.618 959.75
1.000 939.25
0.618 926.50
HIGH 906.00
0.618 893.25
0.500 889.50
0.382 885.50
LOW 872.75
0.618 852.25
1.000 839.50
1.618 819.00
2.618 785.75
4.250 731.50
Fisher Pivots for day following 26-May-2009
Pivot 1 day 3 day
R1 899.25 899.25
PP 894.25 894.25
S1 889.50 889.50

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

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