CLRED TO TAXI INTO POS AND HOLD ON RWY 9L AT ORD PRIOR TO XING RWY 4L AN ACR TURNS ONTO TXWY E INSTEAD OF TXWY J.

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I WAS TAXIING WBOUND ON TXWY H AT ORD. WE RECEIVED INSTRUCTIONS FROM TWR TO CROSS RWY 4L AND TAXI INTO POS AND HOLD RWY 9L. AS WE APCHED RWY 9L (AFTER XING RWY 4L) THE FO SAID 'IT'S COMING UP RIGHT HERE.' HE HAD BEEN LOOKING AT THE ARPT DIAGRAM AT THE TIME. I WAS LOOKING OUTSIDE FOR THE APCH END OF RWY 9L. IT WAS DARK AND THE TXWY LIGHTS AND SIGNAGE WERE POOR. I MADE THE NEXT R TO TAXI ONTO RWY 9L AND HOLD IN POS AS INSTRUCTED. JUST AS WE TURNED R; TWR INFORMED US WE WERE NOT AT THE APCH END OF RWY 9L. I STOPPED THE ACFT PRIOR TO XING THE HOLD LINE AND WE RECEIVED CLRNC TO BACK-TAXI INTO POS. IT TURNS OUT I WAS ON TXWY E INSTEAD OF TXWY J. THE TXWYS ARE CLOSE TOGETHER AT A CONFUSING AREA OF THE ARPT. IT WAS NIGHTTIME (EARLY MORNING) AND WE WERE BOTH TIRED. WHEN TWR CLRED US INTO POS AND HOLD EARLY ON (EVEN BEFORE XING RWY 4L AT TXWY H) AND THE FO SAYING 'RIGHT HERE' I THOUGHT I WAS AT THE APCH END. POOR SIGNAGE AND CONFUSING TXWYS AT NIGHT COMPLICATED THE PROB. I SHOULD HAVE VERIFIED WHERE I WAS ON THE ARPT AND CHKED THE ARPT DIAGRAM MYSELF BEFORE TURNING ONTO THE WRONG TXWY. A GOOD TAXI BRIEF BEFORE TAXIING COULD HAVE AVOIDED THIS SIT.