E-mini S&P 500 Future March 2009

Trading Metrics calculated at close of trading on 14-Nov-2008

Day Change Summary
	Previous	Current
	13-Nov-2008	14-Nov-2008	Change	Change %	Previous Week
Open	851.50	905.00	53.50	6.3%	937.00
High	911.75	916.00	4.25	0.5%	960.25
Low	810.00	861.75	51.75	6.4%	810.00
Close	906.25	860.00	-46.25	-5.1%	860.00
Range	101.75	54.25	-47.50	-46.7%	150.25
ATR	62.65	62.05	-0.60	-1.0%	0.00
Volume	4,057	9,200	5,143	126.8%	26,078

Daily Pivots for day following 14-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,042.00	1,005.25	889.75
R3	987.75	951.00	875.00
R2	933.50	933.50	870.00
R1	896.75	896.75	865.00	888.00
PP	879.25	879.25	879.25	875.00
S1	842.50	842.50	855.00	833.75
S2	825.00	825.00	850.00
S3	770.75	788.25	845.00
S4	716.50	734.00	830.25

Weekly Pivots for week ending 14-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,327.50	1,244.00	942.75
R3	1,177.25	1,093.75	901.25
R2	1,027.00	1,027.00	887.50
R1	943.50	943.50	873.75	910.00
PP	876.75	876.75	876.75	860.00
S1	793.25	793.25	846.25	760.00
S2	726.50	726.50	832.50
S3	576.25	643.00	818.75
S4	426.00	492.75	777.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	960.25	810.00	150.25	17.5%	63.25	7.4%	33%	False	False	5,215
10	1,006.50	810.00	196.50	22.8%	53.50	6.2%	25%	False	False	4,308
20	1,006.50	810.00	196.50	22.8%	60.75	7.1%	25%	False	False	3,795
40	1,252.00	810.00	442.00	51.4%	65.75	7.7%	11%	False	False	5,131
60	1,303.75	810.00	493.75	57.4%	53.50	6.2%	10%	False	False	3,430

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	12.85
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1,146.50
2.618	1,058.00
1.618	1,003.75
1.000	970.25
0.618	949.50
HIGH	916.00
0.618	895.25
0.500	889.00
0.382	882.50
LOW	861.75
0.618	828.25
1.000	807.50
1.618	774.00
2.618	719.75
4.250	631.25

Fisher Pivots for day following 14-Nov-2008
Pivot	1 day	3 day
R1	889.00	863.00
PP	879.25	862.00
S1	869.50	861.00

Download as Excel Spreadsheet

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

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