E-mini S&P 500 Future March 2009

Trading Metrics calculated at close of trading on 22-Jan-2009

Day Change Summary
	Previous	Current
	21-Jan-2009	22-Jan-2009	Change	Change %	Previous Week
Open	806.75	837.00	30.25	3.7%	885.00
High	838.50	844.00	5.50	0.7%	885.50
Low	800.50	807.50	7.00	0.9%	812.75
Close	836.75	825.50	-11.25	-1.3%	848.50
Range	38.00	36.50	-1.50	-3.9%	72.75
ATR	34.66	34.79	0.13	0.4%	0.00
Volume	2,841,680	2,859,490	17,810	0.6%	12,112,172

Daily Pivots for day following 22-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	935.25	916.75	845.50
R3	898.75	880.25	835.50
R2	862.25	862.25	832.25
R1	843.75	843.75	828.75	834.75
PP	825.75	825.75	825.75	821.00
S1	807.25	807.25	822.25	798.25
S2	789.25	789.25	818.75
S3	752.75	770.75	815.50
S4	716.25	734.25	805.50

Weekly Pivots for week ending 16-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,067.25	1,030.50	888.50
R3	994.50	957.75	868.50
R2	921.75	921.75	861.75
R1	885.00	885.00	855.25	867.00
PP	849.00	849.00	849.00	840.00
S1	812.25	812.25	841.75	794.25
S2	776.25	776.25	835.25
S3	703.50	739.50	828.50
S4	630.75	666.75	808.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	865.75	797.50	68.25	8.3%	42.00	5.1%	41%	False	False	2,928,050
10	914.75	797.50	117.25	14.2%	34.25	4.2%	24%	False	False	2,436,819
20	942.75	797.50	145.25	17.6%	27.75	3.4%	19%	False	False	1,695,485
40	942.75	781.50	161.25	19.5%	36.25	4.4%	27%	False	False	1,271,611
60	1,006.50	737.25	269.25	32.6%	43.00	5.2%	33%	False	False	849,440
80	1,222.50	737.25	485.25	58.8%	52.25	6.3%	18%	False	False	638,763
100	1,303.75	737.25	566.50	68.6%	48.75	5.9%	16%	False	False	511,170

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	7.48
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	999.00
2.618	939.50
1.618	903.00
1.000	880.50
0.618	866.50
HIGH	844.00
0.618	830.00
0.500	825.75
0.382	821.50
LOW	807.50
0.618	785.00
1.000	771.00
1.618	748.50
2.618	712.00
4.250	652.50

Fisher Pivots for day following 22-Jan-2009
Pivot	1 day	3 day
R1	825.75	831.50
PP	825.75	829.50
S1	825.50	827.50

Download as Excel Spreadsheet

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

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