E-mini S&P 500 Future March 2009

Trading Metrics calculated at close of trading on 10-Oct-2008

Day Change Summary
	Previous	Current
	09-Oct-2008	10-Oct-2008	Change	Change %	Previous Week
Open	984.75	912.50	-72.25	-7.3%	1,104.75
High	1,010.00	941.75	-68.25	-6.8%	1,104.75
Low	906.25	837.50	-68.75	-7.6%	837.50
Close	913.00	890.75	-22.25	-2.4%	890.75
Range	103.75	104.25	0.50	0.5%	267.25
ATR	55.54	59.02	3.48	6.3%	0.00
Volume	5,134	7,607	2,473	48.2%	36,650

Daily Pivots for day following 10-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,202.75	1,151.00	948.00
R3	1,098.50	1,046.75	919.50
R2	994.25	994.25	909.75
R1	942.50	942.50	900.25	916.25
PP	890.00	890.00	890.00	877.00
S1	838.25	838.25	881.25	812.00
S2	785.75	785.75	871.75
S3	681.50	734.00	862.00
S4	577.25	629.75	833.50

Weekly Pivots for week ending 10-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,746.00	1,585.75	1,037.75
R3	1,478.75	1,318.50	964.25
R2	1,211.50	1,211.50	939.75
R1	1,051.25	1,051.25	915.25	997.75
PP	944.25	944.25	944.25	917.50
S1	784.00	784.00	866.25	730.50
S2	677.00	677.00	841.75
S3	409.75	516.75	817.25
S4	142.50	249.50	743.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,104.75	837.50	267.25	30.0%	92.00	10.3%	20%	False	True	7,330
10	1,222.50	837.50	385.00	43.2%	77.25	8.7%	14%	False	True	7,998
20	1,281.75	837.50	444.25	49.9%	61.75	6.9%	12%	False	True	4,791
40	1,303.75	837.50	466.25	52.3%	38.50	4.3%	11%	False	True	2,399

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	15.73
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1,384.75
2.618	1,214.75
1.618	1,110.50
1.000	1,046.00
0.618	1,006.25
HIGH	941.75
0.618	902.00
0.500	889.50
0.382	877.25
LOW	837.50
0.618	773.00
1.000	733.25
1.618	668.75
2.618	564.50
4.250	394.50

Fisher Pivots for day following 10-Oct-2008
Pivot	1 day	3 day
R1	890.50	940.50
PP	890.00	923.75
S1	889.50	907.25

Download as Excel Spreadsheet

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

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