E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 07-Oct-2008
Day Change Summary
Previous Current
06-Oct-2008 07-Oct-2008 Change Change % Previous Week
Open 1,104.75 1,055.00 -49.75 -4.5% 1,222.50
High 1,104.75 1,077.75 -27.00 -2.4% 1,222.50
Low 1,009.75 1,000.00 -9.75 -1.0% 1,103.75
Close 1,053.75 1,006.00 -47.75 -4.5% 1,109.25
Range 95.00 77.75 -17.25 -18.2% 118.75
ATR 47.58 49.74 2.15 4.5% 0.00
Volume 6,192 9,124 2,932 47.4% 43,337
Daily Pivots for day following 07-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,261.25 1,211.25 1,048.75
R3 1,183.50 1,133.50 1,027.50
R2 1,105.75 1,105.75 1,020.25
R1 1,055.75 1,055.75 1,013.25 1,042.00
PP 1,028.00 1,028.00 1,028.00 1,021.00
S1 978.00 978.00 998.75 964.00
S2 950.25 950.25 991.75
S3 872.50 900.25 984.50
S4 794.75 822.50 963.25
Weekly Pivots for week ending 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,501.50 1,424.00 1,174.50
R3 1,382.75 1,305.25 1,142.00
R2 1,264.00 1,264.00 1,131.00
R1 1,186.50 1,186.50 1,120.25 1,166.00
PP 1,145.25 1,145.25 1,145.25 1,134.75
S1 1,067.75 1,067.75 1,098.25 1,047.00
S2 1,026.50 1,026.50 1,087.50
S3 907.75 949.00 1,076.50
S4 789.00 830.25 1,044.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,175.00 1,000.00 175.00 17.4% 63.50 6.3% 3% False True 8,811
10 1,227.25 1,000.00 227.25 22.6% 58.50 5.8% 3% False True 7,005
20 1,281.75 1,000.00 281.75 28.0% 51.00 5.1% 2% False True 3,727
40 1,309.75 1,000.00 309.75 30.8% 31.75 3.2% 2% False True 1,869
Crabel Price Patterns
NR True
NR4 False
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
Bear Hook False
Bull Hook False
Stretch 8.38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,408.25
2.618 1,281.25
1.618 1,203.50
1.000 1,155.50
0.618 1,125.75
HIGH 1,077.75
0.618 1,048.00
0.500 1,039.00
0.382 1,029.75
LOW 1,000.00
0.618 952.00
1.000 922.25
1.618 874.25
2.618 796.50
4.250 669.50
Fisher Pivots for day following 07-Oct-2008
Pivot 1 day 3 day
R1 1,039.00 1,081.00
PP 1,028.00 1,056.00
S1 1,017.00 1,031.00

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

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