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E-mini S&P500 March 2009

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News: Rollover Day is on Thursday 9 September 2010

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E-mini S&P500 March 2009

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

Day Change Summary
	Previous	Current
	18-Mar-2009	19-Mar-2009	Change	Change %	Previous Week
Open	779.00	794.50	15.50	2.0%	688.75
High	804.00	805.50	1.50	0.2%	761.25
Low	765.50	781.50	16.00	2.1%	670.75
Close	795.50	784.25	-11.25	-1.4%	757.75
Range	38.50	24.00	-14.50	-37.7%	90.50
Volume	700,058	561,493	-138565	-19%

Daily Pivots for day following 19-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	862.42	847.33	797.45
R3	838.42	823.33	790.85
R2	814.42	814.42	788.65
R1	799.33	799.33	786.45	794.88
PP	790.42	790.42	790.42	788.19
S1	775.33	775.33	782.05	770.88
S2	766.42	766.42	779.85
S3	742.42	751.33	777.65
S4	718.42	727.33	771.05

Weekly Pivots for week ending 13-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	1001.42	970.08	807.53
R3	910.92	879.58	782.64
R2	820.42	820.42	774.34
R1	789.08	789.08	766.05	804.75
PP	729.92	729.92	729.92	737.75
S1	698.58	698.58	749.45	714.25
S2	639.42	639.42	741.16
S3	548.92	608.08	732.86
S4	458.42	517.58	707.98

High/Low/Range Statistics
Trading Days	5	10	20	40	60	80	100	120
High	805.50	805.50	805.50	876.00	942.75	942.75	1006.50	1222.75
Low	742.25	665.75	665.75	665.75	665.75	665.75	665.75	665.75
Range	63.25	139.75	139.75	210.25	277.00	277.00	340.75	557.00
Range %	8.1%	17.8%	17.8%	26.8%	35.3%	35.3%	43.4%	71.0%
Average Range	27.50	30.58	31.69	30.19	29.39	33.57	38.47	44.90
Average Range %	3.5%	3.9%	4.0%	3.8%	3.7%	4.3%	4.9%	5.7%
Close %	66%	85%	85%	56%	43%	43%	35%	21%
New High	True	True	True	False	False	False	False	False
New Low	False	False	False	False	False	False	False	False

Crabel Price Patterns

NR	True
NR4	True
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
BearHook	False
BullHook	False
Stretch	7.90

Narrowest range in 4 trading days

Fibonacci Retracements and Extensions

4.250	907.50
2.618	868.33
1.618	844.33
1.000	829.50
0.618	820.33
HIGH	805.50
0.618	796.33
0.500	793.50
0.382	790.67
LOW	781.50
0.618	766.67
1.000	757.50
1.618	742.67
2.618	718.67
4.250	679.50

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

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