E-mini S&P 500 Future March 2009

Trading Metrics calculated at close of trading on 14-Oct-2008

Day Change Summary
	Previous	Current
	13-Oct-2008	14-Oct-2008	Change	Change %	Previous Week
Open	921.75	1,013.75	92.00	10.0%	1,104.75
High	1,017.50	1,066.50	49.00	4.8%	1,104.75
Low	914.25	975.00	60.75	6.6%	837.50
Close	1,017.00	1,002.50	-14.50	-1.4%	890.75
Range	103.25	91.50	-11.75	-11.4%	267.25
ATR	63.85	65.83	1.97	3.1%	0.00
Volume	7,046	3,938	-3,108	-44.1%	36,650

Daily Pivots for day following 14-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,289.25	1,237.25	1,052.75
R3	1,197.75	1,145.75	1,027.75
R2	1,106.25	1,106.25	1,019.25
R1	1,054.25	1,054.25	1,011.00	1,034.50
PP	1,014.75	1,014.75	1,014.75	1,004.75
S1	962.75	962.75	994.00	943.00
S2	923.25	923.25	985.75
S3	831.75	871.25	977.25
S4	740.25	779.75	952.25

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	1,066.50	837.50	229.00	22.8%	96.25	9.6%	72%	True	False	6,463
10	1,175.00	837.50	337.50	33.7%	80.00	8.0%	49%	False	False	7,637
20	1,281.75	837.50	444.25	44.3%	67.00	6.7%	37%	False	False	5,337
40	1,303.75	837.50	466.25	46.5%	43.25	4.3%	35%	False	False	2,674

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
Bear Hook	False
Bull Hook	False
Stretch	19.88
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1,455.50
2.618	1,306.00
1.618	1,214.50
1.000	1,158.00
0.618	1,123.00
HIGH	1,066.50
0.618	1,031.50
0.500	1,020.75
0.382	1,010.00
LOW	975.00
0.618	918.50
1.000	883.50
1.618	827.00
2.618	735.50
4.250	586.00

Fisher Pivots for day following 14-Oct-2008
Pivot	1 day	3 day
R1	1,020.75	985.75
PP	1,014.75	968.75
S1	1,008.50	952.00

Download as Excel Spreadsheet

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

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