E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 11-Sep-2008
Day Change Summary
Previous Current
10-Sep-2008 11-Sep-2008 Change Change % Previous Week
Open 1,237.00 1,224.50 -12.50 -1.0% 1,297.75
High 1,245.50 1,253.75 8.25 0.7% 1,303.75
Low 1,225.00 1,215.00 -10.00 -0.8% 1,224.00
Close 1,236.00 1,253.75 17.75 1.4% 1,244.25
Range 20.50 38.75 18.25 89.0% 79.75
ATR 20.91 22.19 1.27 6.1% 0.00
Volume 13 11 -2 -15.4% 43
Daily Pivots for day following 11-Sep-2008
Classic Woodie Camarilla DeMark
R4 1,357.00 1,344.25 1,275.00
R3 1,318.25 1,305.50 1,264.50
R2 1,279.50 1,279.50 1,260.75
R1 1,266.75 1,266.75 1,257.25 1,273.00
PP 1,240.75 1,240.75 1,240.75 1,244.00
S1 1,228.00 1,228.00 1,250.25 1,234.50
S2 1,202.00 1,202.00 1,246.75
S3 1,163.25 1,189.25 1,243.00
S4 1,124.50 1,150.50 1,232.50
Weekly Pivots for week ending 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 1,496.50 1,450.25 1,288.00
R3 1,416.75 1,370.50 1,266.25
R2 1,337.00 1,337.00 1,258.75
R1 1,290.75 1,290.75 1,251.50 1,274.00
PP 1,257.25 1,257.25 1,257.25 1,249.00
S1 1,211.00 1,211.00 1,237.00 1,194.25
S2 1,177.50 1,177.50 1,229.75
S3 1,097.75 1,131.25 1,222.25
S4 1,018.00 1,051.50 1,200.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,285.50 1,215.00 70.50 5.6% 31.25 2.5% 55% False True 16
10 1,303.75 1,215.00 88.75 7.1% 24.50 2.0% 44% False True 11
20 1,303.75 1,215.00 88.75 7.1% 14.50 1.2% 44% False True 7
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 6.50
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,418.50
2.618 1,355.25
1.618 1,316.50
1.000 1,292.50
0.618 1,277.75
HIGH 1,253.75
0.618 1,239.00
0.500 1,234.50
0.382 1,229.75
LOW 1,215.00
0.618 1,191.00
1.000 1,176.25
1.618 1,152.25
2.618 1,113.50
4.250 1,050.25
Fisher Pivots for day following 11-Sep-2008
Pivot 1 day 3 day
R1 1,247.25 1,250.50
PP 1,240.75 1,247.25
S1 1,234.50 1,244.00

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

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