E-mini S&P 500 Future March 2009

Trading Metrics calculated at close of trading on 23-Oct-2008

Day Change Summary
	Previous	Current
	22-Oct-2008	23-Oct-2008	Change	Change %	Previous Week
Open	957.75	904.00	-53.75	-5.6%	921.75
High	967.75	922.00	-45.75	-4.7%	1,066.50
Low	872.00	855.50	-16.50	-1.9%	865.50
Close	901.75	914.50	12.75	1.4%	933.25
Range	95.75	66.50	-29.25	-30.5%	201.00
ATR	70.10	69.85	-0.26	-0.4%	0.00
Volume	2,679	6,782	4,103	153.2%	33,926

Daily Pivots for day following 23-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,096.75	1,072.25	951.00
R3	1,030.25	1,005.75	932.75
R2	963.75	963.75	926.75
R1	939.25	939.25	920.50	951.50
PP	897.25	897.25	897.25	903.50
S1	872.75	872.75	908.50	885.00
S2	830.75	830.75	902.25
S3	764.25	806.25	896.25
S4	697.75	739.75	878.00

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	992.00	855.50	136.50	14.9%	69.25	7.6%	43%	False	True	4,441
10	1,066.50	837.50	229.00	25.0%	84.00	9.2%	34%	False	False	5,551
20	1,222.75	837.50	385.25	42.1%	77.00	8.4%	20%	False	False	6,823
40	1,303.75	837.50	466.25	51.0%	55.75	6.1%	17%	False	False	3,596

Crabel Price Patterns
NR	True
NR4	False
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	18.20
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,204.50
2.618	1,096.00
1.618	1,029.50
1.000	988.50
0.618	963.00
HIGH	922.00
0.618	896.50
0.500	888.75
0.382	881.00
LOW	855.50
0.618	814.50
1.000	789.00
1.618	748.00
2.618	681.50
4.250	573.00

Fisher Pivots for day following 23-Oct-2008
Pivot	1 day	3 day
R1	906.00	923.50
PP	897.25	920.50
S1	888.75	917.50

Download as Excel Spreadsheet

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

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