E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 21-Oct-2008
Day Change Summary
Previous Current
20-Oct-2008 21-Oct-2008 Change Change % Previous Week
Open 937.50 990.75 53.25 5.7% 921.75
High 992.00 991.50 -0.50 -0.1% 1,066.50
Low 927.25 950.75 23.50 2.5% 865.50
Close 990.25 958.50 -31.75 -3.2% 933.25
Range 64.75 40.75 -24.00 -37.1% 201.00
ATR 70.24 68.13 -2.11 -3.0% 0.00
Volume 1,974 2,550 576 29.2% 33,926
Daily Pivots for day following 21-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,089.25 1,064.50 981.00
R3 1,048.50 1,023.75 969.75
R2 1,007.75 1,007.75 966.00
R1 983.00 983.00 962.25 975.00
PP 967.00 967.00 967.00 963.00
S1 942.25 942.25 954.75 934.25
S2 926.25 926.25 951.00
S3 885.50 901.50 947.25
S4 844.75 860.75 936.00
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 1,007.75 865.50 142.25 14.8% 75.50 7.9% 65% False False 5,493
10 1,066.50 837.50 229.00 23.9% 86.00 9.0% 53% False False 5,978
20 1,227.25 837.50 389.75 40.7% 72.25 7.5% 31% False False 6,491
40 1,303.75 837.50 466.25 48.6% 52.00 5.4% 26% False False 3,360
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 21.65
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1,164.75
2.618 1,098.25
1.618 1,057.50
1.000 1,032.25
0.618 1,016.75
HIGH 991.50
0.618 976.00
0.500 971.00
0.382 966.25
LOW 950.75
0.618 925.50
1.000 910.00
1.618 884.75
2.618 844.00
4.250 777.50
Fisher Pivots for day following 21-Oct-2008
Pivot 1 day 3 day
R1 971.00 955.75
PP 967.00 953.25
S1 962.75 950.50

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

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