E-mini S&P 500 Future September 2009

Trading Metrics calculated at close of trading on 19-Feb-2009

Day Change Summary
	Previous	Current
	18-Feb-2009	19-Feb-2009	Change	Change %	Previous Week
Open	789.50	791.50	2.00	0.3%	858.00
High	790.00	793.25	3.25	0.4%	865.00
Low	775.75	769.50	-6.25	-0.8%	803.25
Close	773.50	773.50	0.00	0.0%	814.50
Range	14.25	23.75	9.50	66.7%	61.75
ATR
Volume	25	9	-16	-64.0%	86

Daily Pivots for day following 19-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	850.00	835.50	786.50
R3	826.25	811.75	780.00
R2	802.50	802.50	777.75
R1	788.00	788.00	775.75	783.50
PP	778.75	778.75	778.75	776.50
S1	764.25	764.25	771.25	759.50
S2	755.00	755.00	769.25
S3	731.25	740.50	767.00
S4	707.50	716.75	760.50

Weekly Pivots for week ending 13-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,012.75	975.50	848.50
R3	951.00	913.75	831.50
R2	889.25	889.25	825.75
R1	852.00	852.00	820.25	839.75
PP	827.50	827.50	827.50	821.50
S1	790.25	790.25	808.75	778.00
S2	765.75	765.75	803.25
S3	704.00	728.50	797.50
S4	642.25	666.75	780.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	831.00	769.50	61.50	8.0%	21.50	2.8%	7%	False	True	22
10	865.00	769.50	95.50	12.3%	21.50	2.8%	4%	False	True	14

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	2.53
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	894.25
2.618	855.50
1.618	831.75
1.000	817.00
0.618	808.00
HIGH	793.25
0.618	784.25
0.500	781.50
0.382	778.50
LOW	769.50
0.618	754.75
1.000	745.75
1.618	731.00
2.618	707.25
4.250	668.50

Fisher Pivots for day following 19-Feb-2009
Pivot	1 day	3 day
R1	781.50	788.50
PP	778.75	783.50
S1	776.00	778.50

Download as Excel Spreadsheet

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

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