E-mini S&P 500 Future March 2009

Trading Metrics calculated at close of trading on 17-Feb-2009

Day Change Summary
	Previous	Current
	13-Feb-2009	17-Feb-2009	Change	Change %	Previous Week
Open	835.00	814.00	-21.00	-2.5%	868.00
High	840.50	818.75	-21.75	-2.6%	873.00
Low	818.75	785.50	-33.25	-4.1%	805.50
Close	820.00	785.50	-34.50	-4.2%	820.00
Range	21.75	33.25	11.50	52.9%	67.50
ATR	30.30	30.60	0.30	1.0%	0.00
Volume	3,192,534	2,032,708	-1,159,826	-36.3%	12,876,958

Daily Pivots for day following 17-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	896.25	874.25	803.75
R3	863.00	841.00	794.75
R2	829.75	829.75	791.50
R1	807.75	807.75	788.50	802.00
PP	796.50	796.50	796.50	793.75
S1	774.50	774.50	782.50	769.00
S2	763.25	763.25	779.50
S3	730.00	741.25	776.25
S4	696.75	708.00	767.25

Weekly Pivots for week ending 13-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,035.25	995.25	857.00
R3	967.75	927.75	838.50
R2	900.25	900.25	832.50
R1	860.25	860.25	826.25	846.50
PP	832.75	832.75	832.75	826.00
S1	792.75	792.75	813.75	779.00
S2	765.25	765.25	807.50
S3	697.75	725.25	801.50
S4	630.25	657.75	783.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	866.00	785.50	80.50	10.2%	30.00	3.8%	0%	False	True	2,498,107
10	873.00	785.50	87.50	11.1%	28.25	3.6%	0%	False	True	2,380,307
20	876.00	785.50	90.50	11.5%	32.00	4.1%	0%	False	True	2,448,867
40	942.75	785.50	157.25	20.0%	28.75	3.7%	0%	False	True	2,015,804
60	942.75	737.25	205.50	26.2%	35.75	4.6%	23%	False	False	1,522,542
80	1,006.50	737.25	269.25	34.3%	41.75	5.3%	18%	False	False	1,143,007
100	1,227.25	737.25	490.00	62.4%	47.75	6.1%	10%	False	False	915,704
120	1,303.75	737.25	566.50	72.1%	45.00	5.7%	9%	False	False	763,125

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	5.95
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	960.00
2.618	905.75
1.618	872.50
1.000	852.00
0.618	839.25
HIGH	818.75
0.618	806.00
0.500	802.00
0.382	798.25
LOW	785.50
0.618	765.00
1.000	752.25
1.618	731.75
2.618	698.50
4.250	644.25

Fisher Pivots for day following 17-Feb-2009
Pivot	1 day	3 day
R1	802.00	813.00
PP	796.50	803.75
S1	791.00	794.75

Download as Excel Spreadsheet

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

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