E-mini S&P 500 Future March 2009

Trading Metrics calculated at close of trading on 17-Oct-2008

Day Change Summary
	Previous	Current
	16-Oct-2008	17-Oct-2008	Change	Change %	Previous Week
Open	898.50	940.75	42.25	4.7%	921.75
High	949.75	987.25	37.50	3.9%	1,066.50
Low	865.50	909.00	43.50	5.0%	865.50
Close	941.00	933.25	-7.75	-0.8%	933.25
Range	84.25	78.25	-6.00	-7.1%	201.00
ATR	70.07	70.66	0.58	0.8%	0.00
Volume	8,768	8,224	-544	-6.2%	33,926

Daily Pivots for day following 17-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,178.00	1,133.75	976.25
R3	1,099.75	1,055.50	954.75
R2	1,021.50	1,021.50	947.50
R1	977.25	977.25	940.50	960.25
PP	943.25	943.25	943.25	934.50
S1	899.00	899.00	926.00	882.00
S2	865.00	865.00	919.00
S3	786.75	820.75	911.75
S4	708.50	742.50	890.25

Weekly Pivots for week ending 17-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,558.00	1,446.75	1,043.75
R3	1,357.00	1,245.75	988.50
R2	1,156.00	1,156.00	970.00
R1	1,044.75	1,044.75	951.75	1,100.50
PP	955.00	955.00	955.00	983.00
S1	843.75	843.75	914.75	899.50
S2	754.00	754.00	896.50
S3	553.00	642.75	878.00
S4	352.00	441.75	822.75

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	865.50	201.00	21.5%	93.50	10.0%	34%	False	False	6,785
10	1,104.75	837.50	267.25	28.6%	92.75	9.9%	36%	False	False	7,057
20	1,252.00	837.50	414.50	44.4%	71.00	7.6%	23%	False	False	6,467
40	1,303.75	837.50	466.25	50.0%	49.75	5.3%	21%	False	False	3,247

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	22.83
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	1,319.75
2.618	1,192.00
1.618	1,113.75
1.000	1,065.50
0.618	1,035.50
HIGH	987.25
0.618	957.25
0.500	948.00
0.382	939.00
LOW	909.00
0.618	860.75
1.000	830.75
1.618	782.50
2.618	704.25
4.250	576.50

Fisher Pivots for day following 17-Oct-2008
Pivot	1 day	3 day
R1	948.00	936.50
PP	943.25	935.50
S1	938.25	934.50

Download as Excel Spreadsheet

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

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