E-mini S&P 500 Future March 2009

Trading Metrics calculated at close of trading on 09-Oct-2008

Day Change Summary
	Previous	Current
	08-Oct-2008	09-Oct-2008	Change	Change %	Previous Week
Open	1,006.00	984.75	-21.25	-2.1%	1,222.50
High	1,043.25	1,010.00	-33.25	-3.2%	1,222.50
Low	964.25	906.25	-58.00	-6.0%	1,103.75
Close	981.50	913.00	-68.50	-7.0%	1,109.25
Range	79.00	103.75	24.75	31.3%	118.75
ATR	51.83	55.54	3.71	7.2%	0.00
Volume	8,593	5,134	-3,459	-40.3%	43,337

Daily Pivots for day following 09-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,254.25	1,187.50	970.00
R3	1,150.50	1,083.75	941.50
R2	1,046.75	1,046.75	932.00
R1	980.00	980.00	922.50	961.50
PP	943.00	943.00	943.00	934.00
S1	876.25	876.25	903.50	857.75
S2	839.25	839.25	894.00
S3	735.50	772.50	884.50
S4	631.75	668.75	856.00

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	1,161.75	906.25	255.50	28.0%	82.75	9.1%	3%	False	True	9,214
10	1,222.75	906.25	316.50	34.7%	70.25	7.7%	2%	False	True	8,094
20	1,281.75	906.25	375.50	41.1%	57.25	6.3%	2%	False	True	4,412
40	1,303.75	906.25	397.50	43.5%	36.00	3.9%	2%	False	True	2,209

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	13.28
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1,451.00
2.618	1,281.50
1.618	1,177.75
1.000	1,113.75
0.618	1,074.00
HIGH	1,010.00
0.618	970.25
0.500	958.00
0.382	946.00
LOW	906.25
0.618	842.25
1.000	802.50
1.618	738.50
2.618	634.75
4.250	465.25

Fisher Pivots for day following 09-Oct-2008
Pivot	1 day	3 day
R1	958.00	992.00
PP	943.00	965.75
S1	928.00	939.25

Download as Excel Spreadsheet

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

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