E-mini S&P 500 Future March 2009

Trading Metrics calculated at close of trading on 24-Oct-2008

Day Change Summary
	Previous	Current
	23-Oct-2008	24-Oct-2008	Change	Change %	Previous Week
Open	904.00	922.25	18.25	2.0%	937.50
High	922.00	922.25	0.25	0.0%	992.00
Low	855.50	830.00	-25.50	-3.0%	830.00
Close	914.50	865.00	-49.50	-5.4%	865.00
Range	66.50	92.25	25.75	38.7%	162.00
ATR	69.85	71.45	1.60	2.3%	0.00
Volume	6,782	6,752	-30	-0.4%	20,737

Daily Pivots for day following 24-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,149.25	1,099.25	915.75
R3	1,057.00	1,007.00	890.25
R2	964.75	964.75	882.00
R1	914.75	914.75	873.50	893.50
PP	872.50	872.50	872.50	861.75
S1	822.50	822.50	856.50	801.50
S2	780.25	780.25	848.00
S3	688.00	730.25	839.75
S4	595.75	638.00	814.25

Weekly Pivots for week ending 24-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,381.75	1,285.25	954.00
R3	1,219.75	1,123.25	909.50
R2	1,057.75	1,057.75	894.75
R1	961.25	961.25	879.75	928.50
PP	895.75	895.75	895.75	879.25
S1	799.25	799.25	850.25	766.50
S2	733.75	733.75	835.25
S3	571.75	637.25	820.50
S4	409.75	475.25	776.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	992.00	830.00	162.00	18.7%	72.00	8.3%	22%	False	True	4,147
10	1,066.50	830.00	236.50	27.3%	82.75	9.6%	15%	False	True	5,466
20	1,222.50	830.00	392.50	45.4%	80.00	9.2%	9%	False	True	6,732
40	1,303.75	830.00	473.75	54.8%	57.50	6.7%	7%	False	True	3,765

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	15.28
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,314.25
2.618	1,163.75
1.618	1,071.50
1.000	1,014.50
0.618	979.25
HIGH	922.25
0.618	887.00
0.500	876.00
0.382	865.25
LOW	830.00
0.618	773.00
1.000	737.75
1.618	680.75
2.618	588.50
4.250	438.00

Fisher Pivots for day following 24-Oct-2008
Pivot	1 day	3 day
R1	876.00	899.00
PP	872.50	887.50
S1	868.75	876.25

Download as Excel Spreadsheet

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

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