E-mini S&P 500 Future September 2009

Trading Metrics calculated at close of trading on 24-Mar-2009

Day Change Summary
	Previous	Current
	23-Mar-2009	24-Mar-2009	Change	Change %	Previous Week
Open	774.00	815.50	41.50	5.4%	746.00
High	817.50	816.25	-1.25	-0.2%	802.50
Low	774.00	798.50	24.50	3.2%	745.25
Close	814.00	800.25	-13.75	-1.7%	760.75
Range	43.50	17.75	-25.75	-59.2%	57.25
ATR	29.40	28.57	-0.83	-2.8%	0.00
Volume	90	1,131	1,041	1,156.7%	974

Daily Pivots for day following 24-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	858.25	847.00	810.00
R3	840.50	829.25	805.25
R2	822.75	822.75	803.50
R1	811.50	811.50	802.00	808.25
PP	805.00	805.00	805.00	803.50
S1	793.75	793.75	798.50	790.50
S2	787.25	787.25	797.00
S3	769.50	776.00	795.25
S4	751.75	758.25	790.50

Weekly Pivots for week ending 20-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	941.25	908.25	792.25
R3	884.00	851.00	776.50
R2	826.75	826.75	771.25
R1	793.75	793.75	766.00	810.25
PP	769.50	769.50	769.50	777.75
S1	736.50	736.50	755.50	753.00
S2	712.25	712.25	750.25
S3	655.00	679.25	745.00
S4	597.75	622.00	729.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	817.50	758.25	59.25	7.4%	30.00	3.7%	71%	False	False	353
10	817.50	709.75	107.75	13.5%	27.00	3.4%	84%	False	False	230
20	817.50	662.00	155.50	19.4%	27.75	3.5%	89%	False	False	160

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.65
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	891.75
2.618	862.75
1.618	845.00
1.000	834.00
0.618	827.25
HIGH	816.25
0.618	809.50
0.500	807.50
0.382	805.25
LOW	798.50
0.618	787.50
1.000	780.75
1.618	769.75
2.618	752.00
4.250	723.00

Fisher Pivots for day following 24-Mar-2009
Pivot	1 day	3 day
R1	807.50	796.00
PP	805.00	792.00
S1	802.50	788.00

Download as Excel Spreadsheet

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

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