E-mini S&P 500 Future March 2009


Trading Metrics calculated at close of trading on 27-Oct-2008
Day Change Summary
Previous Current
24-Oct-2008 27-Oct-2008 Change Change % Previous Week
Open 922.25 860.00 -62.25 -6.7% 937.50
High 922.25 892.50 -29.75 -3.2% 992.00
Low 830.00 824.75 -5.25 -0.6% 830.00
Close 865.00 833.75 -31.25 -3.6% 865.00
Range 92.25 67.75 -24.50 -26.6% 162.00
ATR 71.45 71.18 -0.26 -0.4% 0.00
Volume 6,752 2,507 -4,245 -62.9% 20,737
Daily Pivots for day following 27-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,053.50 1,011.50 871.00
R3 985.75 943.75 852.50
R2 918.00 918.00 846.25
R1 876.00 876.00 840.00 863.00
PP 850.25 850.25 850.25 844.00
S1 808.25 808.25 827.50 795.50
S2 782.50 782.50 821.25
S3 714.75 740.50 815.00
S4 647.00 672.75 796.50
Weekly Pivots for week ending 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 1,381.75 1,285.25 954.00
R3 1,219.75 1,123.25 909.50
R2 1,057.75 1,057.75 894.75
R1 961.25 961.25 879.75 928.50
PP 895.75 895.75 895.75 879.25
S1 799.25 799.25 850.25 766.50
S2 733.75 733.75 835.25
S3 571.75 637.25 820.50
S4 409.75 475.25 776.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 991.50 824.75 166.75 20.0% 72.50 8.7% 5% False True 4,254
10 1,066.50 824.75 241.75 29.0% 79.25 9.5% 4% False True 5,012
20 1,177.25 824.75 352.50 42.3% 78.00 9.4% 3% False True 6,240
40 1,303.75 824.75 479.00 57.5% 59.00 7.1% 2% False True 3,828
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 17.78
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1,180.50
2.618 1,069.75
1.618 1,002.00
1.000 960.25
0.618 934.25
HIGH 892.50
0.618 866.50
0.500 858.50
0.382 850.75
LOW 824.75
0.618 783.00
1.000 757.00
1.618 715.25
2.618 647.50
4.250 536.75
Fisher Pivots for day following 27-Oct-2008
Pivot 1 day 3 day
R1 858.50 873.50
PP 850.25 860.25
S1 842.00 847.00

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

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